Abstract: This paper examines long-range dependence or longmemory
of financial time series on the exchange rate data by the
fractional Brownian motion (fBm). The principle of spectral density
function in Section 2 is used to find the range of Hurst parameter (H)
of the fBm. If 0< H
Abstract: The productivity of software development is one of the major concerns for project managers. Given the increasing complexity of the software being developed and the concomitant rise in the typical project size, the productivity has not consistently improved. By analyzing the latest release of ISBSG data repository with 4106 projects ever developed, we report on the factors found to significantly influence productivity, and present an original model for the estimation of productivity during project design. We further illustrate that software development productivity has experienced irregular variations between the years 1995 and 2005. Considering the factors significant to productivity, we found its variations are primarily caused by the variations of average team size for the development and the unbalanced use of the less productive development language 3GL.
Abstract: Linear convolutive filters are fast in calculation and in application, and thus, often used for real-time processing of continuous data streams. In the case of transient signals, a filter has not only to detect the presence of a specific waveform, but to estimate its arrival time as well. In this study, a measure is presented which indicates the performance of detectors in achieving both of these tasks simultaneously. Furthermore, a new sub-class of linear filters within the class of filters which minimize the quadratic response is proposed. The proposed filters are more flexible than the existing ones, like the adaptive matched filter or the minimum power distortionless response beamformer, and prove to be superior with respect to that measure in certain settings. Simulations of a real-time scenario confirm the advantage of these filters as well as the usefulness of the performance measure.
Abstract: This paper reports a new application of material accounting techniques to characterise and quantify material stocks and flows at the “neighbourhood" scale. The study area is the main campus of the University of New South Wales in Sydney, Australia. The system boundary is defined by the urban structural unit (USU), a typological construct devised to facilitate assessment of the metabolism of urban systems. A streamlined material flow analysis (MFA) was applied to quantify the stocks and flows of key construction materials within the campus USU over time, drawing on empirical data from a major campus development project. The results are reviewed to assess the efficacy of the method in supporting urban environmental evaluation and design practice, for example to facilitate estimation of significant impacts such as greenhouse gas emissions. It is concluded that linking a service (in this case, teaching students) enabled by a given product (university buildings) to the amount of materials used in creating that product offers a potential way to reduce the environmental impact of that service, through more efficient use of materials.
Abstract: There is a world-wide need for the development of sustainable management strategies to control pest infestation and the development of phosphine (PH3) resistance in lesser grain borer (Rhyzopertha dominica). Computer simulation models can provide a relatively fast, safe and inexpensive way to weigh the merits of various management options. However, the usefulness of simulation models relies on the accurate estimation of important model parameters, such as mortality. Concentration and time of exposure are both important in determining mortality in response to a toxic agent. Recent research indicated the existence of two resistance phenotypes in R. dominica in Australia, weak and strong, and revealed that the presence of resistance alleles at two loci confers strong resistance, thus motivating the construction of a two-locus model of resistance. Experimental data sets on purified pest strains, each corresponding to a single genotype of our two-locus model, were also available. Hence it became possible to explicitly include mortalities of the different genotypes in the model. In this paper we described how we used two generalized linear models (GLM), probit and logistic models, to fit the available experimental data sets. We used a direct algebraic approach generalized inverse matrix technique, rather than the traditional maximum likelihood estimation, to estimate the model parameters. The results show that both probit and logistic models fit the data sets well but the former is much better in terms of small least squares (numerical) errors. Meanwhile, the generalized inverse matrix technique achieved similar accuracy results to those from the maximum likelihood estimation, but is less time consuming and computationally demanding.
Abstract: In the context of spectrum surveillance, a new method
to recover the code of spread spectrum signal is presented, while the
receiver has no knowledge of the transmitter-s spreading sequence. In
our previous paper, we used Genetic algorithm (GA), to recover
spreading code. Although genetic algorithms (GAs) are well known
for their robustness in solving complex optimization problems, but
nonetheless, by increasing the length of the code, we will often lead
to an unacceptable slow convergence speed. To solve this problem we
introduce Particle Swarm Optimization (PSO) into code estimation in
spread spectrum communication system. In searching process for
code estimation, the PSO algorithm has the merits of rapid
convergence to the global optimum, without being trapped in local
suboptimum, and good robustness to noise. In this paper we describe
how to implement PSO as a component of a searching algorithm in
code estimation. Swarm intelligence boasts a number of advantages
due to the use of mobile agents. Some of them are: Scalability, Fault
tolerance, Adaptation, Speed, Modularity, Autonomy, and
Parallelism. These properties make swarm intelligence very attractive
for spread spectrum code estimation. They also make swarm
intelligence suitable for a variety of other kinds of channels. Our
results compare between swarm-based algorithms and Genetic
algorithms, and also show PSO algorithm performance in code
estimation process.
Abstract: Software development is moving towards agility with use cases and scenarios being used for requirements stories. Estimates of software costs are becoming even more important than before as effects of delays is much larger in successive short releases context of agile development. Thus, this paper reports on the development of new linear use case based software cost estimation model applicable in the very early stages of software development being based on simple metric. Evaluation showed that accuracy of estimates varies between 43% and 55% of actual effort of historical test projects. These results outperformed those of wellknown models when applied in the same context. Further work is being carried out to improve the performance of the proposed model when considering the effect of non-functional requirements.
Abstract: In this report we present a rule-based approach to
detect anomalous telephone calls. The method described here uses
subscriber usage CDR (call detail record) data sampled over two
observation periods: study period and test period. The study period
contains call records of customers- non-anomalous behaviour.
Customers are first grouped according to their similar usage
behaviour (like, average number of local calls per week, etc). For
customers in each group, we develop a probabilistic model to describe
their usage. Next, we use maximum likelihood estimation (MLE) to
estimate the parameters of the calling behaviour. Then we determine
thresholds by calculating acceptable change within a group. MLE is
used on the data in the test period to estimate the parameters of the
calling behaviour. These parameters are compared against thresholds.
Any deviation beyond the threshold is used to raise an alarm. This
method has the advantage of identifying local anomalies as compared
to techniques which identify global anomalies. The method is tested
for 90 days of study data and 10 days of test data of telecom
customers. For medium to large deviations in the data in test window,
the method is able to identify 90% of anomalous usage with less than
1% false alarm rate.
Abstract: This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.
Abstract: This paper presents a new approach for the prob-ability density function estimation using the Support Vector Ma-chines (SVM) and the Expectation Maximization (EM) algorithms.In the proposed approach, an advanced algorithm for the SVM den-sity estimation which incorporates the Mean Field theory in the learning process is used. Instead of using ad-hoc values for the para-meters of the kernel function which is used by the SVM algorithm,the proposed approach uses the EM algorithm for an automatic optimization of the kernel. Experimental evaluation using simulated data set shows encouraging results.
Abstract: In this paper, the application of sliding-mode control to a permanent-magnet synchronous motor (PMSM) is presented. The control design is based on a generic mathematical model of the motor. Some dynamics of the motor and of the power amplification stage remain unmodelled. This model uncertainty is estimated in realtime. The estimation is based on the differentiation of measured signals using the ideas of robust exact differentiator (RED). The control law is implemented on an industrial servo drive. Simulations and experimental results are presented and compared to the same control strategy without uncertainty estimation. It turns out that the proposed concept is superior to the same control strategy without uncertainty estimation especially in the case of non-smooth reference signals.
Abstract: GSM has undoubtedly become the most widespread
cellular technology and has established itself as one of the most
promising technology in wireless communication. The next
generation of mobile telephones had also become more powerful and
innovative in a way that new services related to the user-s location
will arise. Other than the 911 requirements for emergency location
initiated by the Federal Communication Commission (FCC) of the
United States, GSM positioning can be highly integrated in cellular
communication technology for commercial use. However, GSM
positioning is facing many challenges. Issues like accuracy,
availability, reliability and suitable cost render the development and
implementation of GSM positioning a challenging task. In this paper,
we investigate the optimal mobile position tracking means. We
employ an innovative scheme by integrating the Kalman filter in the
localization process especially that it has great tracking
characteristics. When tracking in two dimensions, Kalman filter is
very powerful due to its reliable performance as it supports
estimation of past, present, and future states, even when performing
in unknown environments. We show that enhanced position tracking
results is achieved when implementing the Kalman filter for GSM
tracking.
Abstract: This paper proposes a balance control scheme for a biped robot to trace an arbitrary path using image information. While moving, it estimates the zero moment point(ZMP) of the biped robot in the next step using a Kalman filter and renders an appropriate balanced pose of the robot. The ZMP can be calculated from the robot's pose, which is measured from the reference object image acquired by a CCD camera on the robot's head. For simplifying the kinematical model, the coordinates systems of individual joints of each leg are aligned and the robot motion is approximated as an inverted pendulum so that a simple linear dynamics, 3D-LIPM(3D-Linear Inverted Pendulum Mode) can be applied. The efficiency of the proposed algorithm has been proven by the experiments performed on unknown trajectory.
Abstract: One of the most growing areas in the embedded community is multimedia devices. Multimedia devices incorporate a number of complicated functions for their operation, like motion estimation. A multitude of different implementations have been proposed to reduce motion estimation complexity, such as spiral search. We have studied the implementations of spiral search and identified areas of improvement. We propose a modified spiral search algorithm, with lower computational complexity compared to the original spiral search. We have implemented our algorithm on an embedded ARM based architecture, with custom memory hierarchy. The resulting system yields energy consumption reduction up to 64% and performance increase up to 77%, with a small penalty of 2.3 dB, in average, of video quality compared with the original spiral search algorithm.
Abstract: This paper describes a novel method for automatic
estimation of the contours of weld defect in radiography images.
Generally, the contour detection is the first operation which we apply
in the visual recognition system. Our approach can be described as a
region based maximum likelihood formulation of parametric
deformable contours. This formulation provides robustness against
the poor image quality, and allows simultaneous estimation of the
contour parameters together with other parameters of the model.
Implementation is performed by a deterministic iterative algorithm
with minimal user intervention. Results testify for the very good
performance of the approach especially in synthetic weld defect
images.
Abstract: A Decision Support System/Expert System for stock
portfolio selection presented where at first step, both technical and
fundamental data used to estimate technical and fundamental return
and risk (1st phase); Then, the estimated values are aggregated with
the investor preferences (2nd phase) to produce convenient stock
portfolio.
In the 1st phase, there are two expert systems, each of which is
responsible for technical or fundamental estimation. In the technical
expert system, for each stock, twenty seven candidates are identified
and with using rough sets-based clustering method (RC) the effective
variables have been selected. Next, for each stock two fuzzy rulebases
are developed with fuzzy C-Mean method and Takai-Sugeno-
Kang (TSK) approach; one for return estimation and the other for
risk. Thereafter, the parameters of the rule-bases are tuned with backpropagation
method. In parallel, for fundamental expert systems,
fuzzy rule-bases have been identified in the form of “IF-THEN" rules
through brainstorming with the stock market experts and the input
data have been derived from financial statements; as a result two
fuzzy rule-bases have been generated for all the stocks, one for return
and the other for risk.
In the 2nd phase, user preferences represented by four criteria and
are obtained by questionnaire. Using an expert system, four estimated
values of return and risk have been aggregated with the respective
values of user preference. At last, a fuzzy rule base having four rules,
treats these values and produce a ranking score for each stock which
will lead to a satisfactory portfolio for the user.
The stocks of six manufacturing companies and the period of
2003-2006 selected for data gathering.
Abstract: The critical period for weed control (CPWC) is the period in the crop growth cycle during which weeds must be controlled to prevent unacceptable yield losses. Field studies were conducted in 2005 and 2006 in the University of Birjand at the south east of Iran to determine CPWC of corn using a randomized complete block design with 14 treatments and four replications. The treatments consisted of two different periods of weed interference, a critical weed-free period and a critical time of weed removal, were imposed at V3, V6, V9, V12, V15, and R1 (based on phonological stages of corn development) with a weedy check and a weed-free check. The CPWC was determined with the use of 2.5, 5, 10, 15 and 20% acceptable yield loss levels by non-linear Regression method and fitting Logistic and Gompertz nonlinear equations to relative yield data. The CPWC of corn was from 5- to 15-leaf stage (19-55 DAE) to prevent yield losses of 5%. This period to prevent yield losses of 2.5, 10 and 20% was 4- to 17-leaf stage (14-59 DAE), 6- to 12-leaf stage (25-47 DAE) and 8- to 9-leaf stage (31-36 DAE) respectively. The height and leaf area index of corn were significantly decreased by weed competition in both weed free and weed infested treatments (P
Abstract: An ordered porous antimony-doped tin oxide (ATO) film was successfully prepared using a simple coating process with colloidal templates. The facile production was effective when a combination of 16-nm ATO (as a model of an inorganic nanoparticle) and polystyrene (PS) spheres (as a model of the template) weresimply coated to produce a composite ATO/PS film. Heat treatment was then used to remove the PS and produce the porous film. The porous film with a spherical pore shape and a highly ordered porous structure could be obtained. A potential way for the control of pore size could be also achieved by changing initial template size. The theoretical explanation and mechanism of porous formation were also added, which would be important for the scaling-up prediction and estimation.
Abstract: All climate models agree that the temperature in
Greece will increase in the range of 1° to 2°C by the year 2030 and
mean sea level in Mediterranean is expected to rise at the rate of 5
cm/decade. The aim of the present paper is the estimation of the
coastline displacement driven by the climate change and sea level
rise. In order to achieve that, all known statistical and non-statistical
computational methods are employed on some Greek coastal areas.
Furthermore, Kalman filtering techniques are for the first time
introduced, formulated and tested. Based on all the above, shoreline
change signals and noises are computed and an inter-comparison
between the different methods can be deduced to help evaluating
which method is most promising as far as the retrieve of shoreline
change rate is concerned.
Abstract: The winding hot-spot temperature is one of the most
critical parameters that affect the useful life of the power
transformers. The winding hot-spot temperature can be calculated as
function of the top-oil temperature that can estimated by using the
ambient temperature and transformer loading measured data. This
paper proposes the estimation of the top-oil temperature by using a
method based on Least Squares Support Vector Machines approach.
The estimated top-oil temperature is compared with measured data of
a power transformer in operation. The results are also compared with
methods based on the IEEE Standard C57.91-1995/2000 and
Artificial Neural Networks. It is shown that the Least Squares
Support Vector Machines approach presents better performance than
the methods based in the IEEE Standard C57.91-1995/2000 and
artificial neural networks.