Abstract: This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.
Abstract: In this paper, we propose a blind and robust audio watermarking scheme based on spread spectrum in Discrete Wavelet Transform (DWT) domain. Watermarks are embedded in the low-frequency coefficients, which is less audible. The key idea is dividing the audio signal into small frames, and magnitude of the 6th level of DWT approximation coefficients is modifying based upon the Direct Sequence Spread Spectrum (DSSS) technique. Also, the psychoacoustic model for enhancing in imperceptibility, as well as Savitsky-Golay filter for increasing accuracy in extraction, is used. The experimental results illustrate high robustness against most common attacks, i.e. Gaussian noise addition, Low pass filter, Resampling, Requantizing, MP3 compression, without significant perceptual distortion (ODG is higher than -1). The proposed scheme has about 83 bps data payload.
Abstract: Turbulence modelling is still evolving, and efforts are on to improve and develop numerical methods to simulate the real turbulence structures by using the empirical and experimental information. The monotonically integrated large eddy simulation (MILES) is an attractive approach for modelling turbulence in high Re flows, which is based on the solving of the unfiltered flow equations with no explicit sub-grid scale (SGS) model. In the current work, this approach has been used, and the action of the SGS model has been included implicitly by intrinsic nonlinear high-frequency filters built into the convection discretization schemes. The MILES solver is developed using the opensource CFD OpenFOAM libraries. The role of flux limiters schemes namely, Gamma, superBee, van-Albada and van-Leer, is studied in predicting turbulent statistical quantities for a fully developed channel flow with a friction Reynolds number, ReT = 180, and compared the numerical predictions with the well-established Direct Numerical Simulation (DNS) results for studying the wall generated turbulence. It is inferred from the numerical predictions that Gamma, van-Leer and van-Albada limiters produced more diffusion and overpredicted the velocity profiles, while superBee scheme reproduced velocity profiles and turbulence statistical quantities in good agreement with the reference DNS data in the streamwise direction although it deviated slightly in the spanwise and normal to the wall directions. The simulation results are further discussed in terms of the turbulence intensities and Reynolds stresses averaged in time and space to draw conclusion on the flux limiter schemes performance in OpenFOAM context.
Abstract: In this research, dried linden (Tilia argentea) leaves and blossoms were used as a raw material for mineral enriched herbal tea beverage production. For this aim, %1 dried linden was infused with boiling water (100 °C) for 5 minutes. After cooling, sucrose, citric acid, ascorbic acid, natural lemon flavor and natural mineral water were added. Beverage samples were plate filtered, filled into 200-mL glass bottles, capped then pasteurized at 98 °C for 15 minutes. Water soluble dry matter, titratable acidity, ascorbic acid, pH, minerals (Fe, Ca, Mg, K, Na), color (L*, a*, b*), turbidity, bioaccessible phenolics and antioxidant capacity were analyzed. Water soluble dry matter, titratable acidity, and ascorbic were determined as 7.66±0.28 g/100 g, 0.13±0.00 g/100 mL, and 19.42±0.62 mg/100 mL, respectively. pH was measured as 3.69. Fe, Ca, Mg, K and Na contents of the beverage were determined as 0.12±0.00, 115.48±0.05, 34.72±0.14, 48.67±0.43 and 85.72±1.01 mg/L, respectively. Color was measured as 13.63±0.05, -4.33±0.05, and 3.06±0.05 for L*, a*, and b* values. Turbidity was determined as 0.69±0.07 NTU. Bioaccessible phenolics were determined as 312.82±5.91 mg GAE/100 mL. Antioxidant capacities of chemical (MetOH:H2O:HCl) and physiological extracts (in vitro digestive enzymatic extraction) with DPPH (27.59±0.53 and 0.17±0.02 μmol trolox/mL), FRAP (21.01±0.97 and 13.27±0.19 μmol trolox/mL) and CUPRAC (44.71±9.42 and 2.80±0.64 μmol trolox/mL) methods were also evaluated. As a result, enrichment with natural mineral water was proposed for the development of functional and nutritional values together with a good potential for commercialization.
Abstract: The Q-enhanced LC filters are the most used
architecture in the Bandpass (BP) Continuous-Time (CT)
Delta-Sigma (ΣΔ) modulators, due to their: high frequencies
operation, high linearity than the active filters and a high quality
factor obtained by Q-enhanced technique. This technique consists
of the use of a negative resistance that compensate the ohmic
losses in the on-chip inductor. However, this technique introduces a
zero in the filter transfer function which will affect the modulator
performances in term of Dynamic Range (DR), stability and in-band
noise (Signal-to-Noise Ratio (SNR)). In this paper, we study the
effect of this zero and we demonstrate that a calibration of the
excess loop delay (ELD) is required to ensure the best performances
of the modulator. System level simulations are done for a 2ndorder
BP CT (ΣΔ) modulator at a center frequency of 300MHz. Simulation
results indicate that the optimal ELD should be reduced by 13% to
achieve the maximum SNR and DR compared to the ideal LC-based
ΣΔ modulator.
Abstract: This study presents a precise relative navigational method for satellites flying in formation using laser-based intermittent measurement data. The measurement data for the relative navigation between two satellites consist of a relative distance measured by a laser instrument and relative attitude angles measured by attitude determination. The relative navigation solutions are estimated by both the Extended Kalman filter (EKF) and unscented Kalman filter (UKF). The solutions estimated by the EKF may become inaccurate or even diverge as measurement outage time gets longer because the EKF utilizes a linearization approach. However, this study shows that the UKF with the appropriate scaling parameters provides a stable and accurate relative navigation solutions despite the long measurement outage time and large initial error as compared to the relative navigation solutions of the EKF. Various navigation results have been analyzed by adjusting the scaling parameters of the UKF.
Abstract: This paper presents an optimal duty-cycle modulation (ODCM) scheme for analog-to-digital conversion (ADC) systems. The overall ODCM-Based ADC problem is decoupled into optimal DCM and digital filtering sub-problems, while taking into account constraints of mutual design parameters between the two. Using a set of three lemmas and four morphological theorems, the ODCM sub-problem is modelled as a nonlinear cost function with nonlinear constraints. Then, a weighted least pth norm of the error between ideal and predicted frequency responses is used as a cost function for the digital filtering sub-problem. In addition, MATLAB fmincon and MATLAB iirlnorm tools are used as optimal DCM and least pth norm solvers respectively. Furthermore, the virtual simulation scheme of an overall prototyping ODCM-based ADC system is implemented and well tested with the help of Simulink tool according to relevant set of design data, i.e., 3 KHz of modulating bandwidth, 172 KHz of maximum modulation frequency and 25 MHZ of sampling frequency. Finally, the results obtained and presented show that the ODCM-based ADC achieves under 3 KHz of modulating bandwidth: 57 dBc of SINAD (signal-to-noise and distorsion), 58 dB of SFDR (Surpious free dynamic range) -80 dBc of THD (total harmonic distorsion), and 10 bits of minimum resolution. These performance levels appear to be a great challenge within the class of oversampling ADC topologies, with 2nd order IIR (infinite impulse response) decimation filter.
Abstract: System identification of an Unmanned Aerial Vehicle (UAV), to acquire its mathematical model, is a significant step in the process of aircraft flight automation. The need for reliable mathematical model is an established requirement for autopilot design, flight simulator development, aircraft performance appraisal, analysis of aircraft modifications, preflight testing of prototype aircraft and investigation of fatigue life and stress distribution etc. This research is aimed at system identification of a fixed wing UAV by means of specifically designed flight experiment. The purposely designed flight maneuvers were performed on the UAV and aircraft states were recorded during these flights. Acquired data were preprocessed for noise filtering and bias removal followed by parameter estimation of longitudinal dynamics transfer functions using MATLAB system identification toolbox. Black box identification based transfer function models, in response to elevator and throttle inputs, were estimated using least square error technique. The identification results show a high confidence level and goodness of fit between the estimated model and actual aircraft response.
Abstract: In recent years, object detection has gained much
attention and very encouraging research area in the field of computer
vision. The robust object boundaries detection in an image is
demanded in numerous applications of human computer interaction
and automated surveillance systems. Many methods and approaches
have been developed for automatic object detection in various fields,
such as automotive, quality control management and environmental
services. Inappropriately, to the best of our knowledge, object
detection under illumination with shadow consideration has not
been well solved yet. Furthermore, this problem is also one of
the major hurdles to keeping an object detection method from the
practical applications. This paper presents an approach to automatic
object detection in images under non-standardized environmental
conditions. A key challenge is how to detect the object, particularly
under uneven illumination conditions. Image capturing conditions
the algorithms need to consider a variety of possible environmental
factors as the colour information, lightening and shadows varies
from image to image. Existing methods mostly failed to produce the
appropriate result due to variation in colour information, lightening
effects, threshold specifications, histogram dependencies and colour
ranges. To overcome these limitations we propose an object detection
algorithm, with pre-processing methods, to reduce the interference
caused by shadow and illumination effects without fixed parameters.
We use the Y CrCb colour model without any specific colour
ranges and predefined threshold values. The segmented object regions
are further classified using morphological operations (Erosion and
Dilation) and contours. Proposed approach applied on a large image
data set acquired under various environmental conditions for wood
stack detection. Experiments show the promising result of the
proposed approach in comparison with existing methods.
Abstract: Microsporidia comprises various pathogenic species can infect humans by means of water. Moreover, chlorine disinfection of drinking-water has limitations against this protozoan pathogen. A total of 48 water samples were collected from two drinking water treatment plants having two different filtration systems (slow sand filter and rapid sand filter) during one year period. Samples were collected from inlet and outlet of each plant. Samples were separately filtrated through nitrocellulose membrane (142 mm, 0.45 µm), then eluted and centrifuged. The obtained pellet from each sample was subjected to DNA extraction, then, amplification using genus-specific primer for microsporidia. Each microsporidia-PCR positive sample was performed by two species specific primers for Enterocytozoon bieneusi and Encephalitozoon intestinalis. The results of the present study showed that the percentage of removal for microsporidia through different treatment processes reached its highest rate in the station using slow sand filters (100%), while the removal by rapid sand filter system was 81.8%. Statistically, the two different drinking water treatment plants (slow and rapid) had significant effect for removal of microsporidia. Molecular identification of microsporidia-PCR positive samples using two different primers for Enterocytozoon bieneusi and Encephalitozoon intestinalis showed the presence of the two pervious species in the inlet water of the two stations, while Encephalitozoon intestinalis was detected in the outlet water only. In conclusion, the appearance of virulent microsporidia in treated drinking water may cause potential health threat.
Abstract: In this paper, we present the comparative subjective analysis of Improved Minima Controlled Recursive Averaging (IMCRA) Algorithm, the Kalman filter and the cascading of IMCRA and Kalman filter algorithms. Performance of speech enhancement algorithms can be predicted in two different ways. One is the objective method of evaluation in which the speech quality parameters are predicted computationally. The second is a subjective listening test in which the processed speech signal is subjected to the listeners who judge the quality of speech on certain parameters. The comparative objective evaluation of these algorithms was analyzed in terms of Global SNR, Segmental SNR and Perceptual Evaluation of Speech Quality (PESQ) by the authors and it was reported that with cascaded algorithms there is a substantial increase in objective parameters. Since subjective evaluation is the real test to judge the quality of speech enhancement algorithms, the authenticity of superiority of cascaded algorithms over individual IMCRA and Kalman algorithms is tested through subjective analysis in this paper. The results of subjective listening tests have confirmed that the cascaded algorithms perform better under all types of noise conditions.
Abstract: This paper investigates MIMO (Multiple-Input
Multiple-Output) adaptive filtering techniques for the application
of supervised source separation in the context of convolutive
mixtures. From the observation that there is correlation among the
signals of the different mixtures, an improvement in the NSAF
(Normalized Subband Adaptive Filter) algorithm is proposed in
order to accelerate its convergence rate. Simulation results with
mixtures of speech signals in reverberant environments show the
superior performance of the proposed algorithm with respect to the
performances of the NLMS (Normalized Least-Mean-Square) and
conventional NSAF, considering both the convergence speed and
SIR (Signal-to-Interference Ratio) after convergence.
Abstract: Tracking of moving people has gained a matter of great importance due to rapid technological advancements in the field of computer vision. The objective of this study is to design a motion based detection and tracking multiple walking pedestrians randomly in different directions. In our proposed method, Gaussian mixture model (GMM) is used to determine moving persons in image sequences. It reacts to changes that take place in the scene like different illumination; moving objects start and stop often, etc. Background noise in the scene is eliminated through applying morphological operations and the motions of tracked people which is determined by using the Kalman filter. The Kalman filter is applied to predict the tracked location in each frame and to determine the likelihood of each detection. We used a benchmark data set for the evaluation based on a side wall stationary camera. The actual scenes from the data set are taken on a street including up to eight people in front of the camera in different two scenes, the duration is 53 and 35 seconds, respectively. In the case of walking pedestrians in close proximity, the proposed method has achieved the detection ratio of 87%, and the tracking ratio is 77 % successfully. When they are deferred from each other, the detection ratio is increased to 90% and the tracking ratio is also increased to 79%.
Abstract: First of all, the carbon trading price and trading volume in Shanghai are transformed by Fourier transform, and the frequency response diagram is obtained. Then, the frequency response diagram is analyzed and the Blackman filter is designed. The Blackman filter is used to filter, and the carbon trading time domain and frequency response diagram are obtained. After wavelet analysis, the carbon trading data were processed; respectively, we got the average value for each 5 days, 10 days, 20 days, 30 days, and 60 days. Finally, the data are used as input of the Back Propagation Neural Network model for prediction.
Abstract: The context aware adaptive routing protocol is presented for unicast communication in intermittently connected mobile ad hoc networks (MANETs). The selection of the node is done by the Kalman filter prediction theory and it also makes use of utility functions. The context aware adaptive routing is defined by spray and wait technique, but the time consumption in delivering the message is too high and also the resource wastage is more. In this paper, we describe the spray and focus routing scheme for avoiding the existing problems.
Abstract: The expansion of telecommunication and progress of electronic media constitute important elements of our times. The recent worldwide convergence of information and communication technologies (ICT) and dynamic development of the mass media is leading to noticeable changes in the functioning of contemporary states and societies. Currently, modern technologies play more and more important roles and filter down to almost every field of contemporary human life. It results in the growth of online interactions that can be observed by the inconceivable increase in the number of people with home PCs and Internet access. The proof of it is undoubtedly the emergence and use of concepts such as e-society, e-banking, e-services, e-government, e-government, e-participation and e-democracy. The newly coined word e-democracy evidences that modern technologies have also been widely used in politics. Without any doubt in most countries all actors of political market (politicians, political parties, servants in political/public sector, media) use modern forms of communication with the society. Most of these modern technologies progress the processes of getting and sending information to the citizens, communication with the electorate, and also – which seems to be the biggest advantage – electoral procedures. Thanks to implementation of ICT the interaction between politicians and electorate are improved. The main goal of this text is to analyze electronic voting (e-voting) as one of the important forms of electronic democracy in terms of security aspects. The author of this paper aimed at answering the questions of security of electronic voting as an additional form of participation in elections and referenda.
Abstract: The use of more and more electronic power switches with a nonlinear behavior generates non-sinusoidal currents in distribution networks, which causes damage to domestic and industrial equipment. The multi-level shunt power active filter is subsequently shown to be an adequate solution to the problem raised. Nevertheless, the difficulty of adjusting the active filter DC supply voltage requires another technology to ensure it. In this article, a photovoltaic generator is associated with the DC bus power terminals of the active filter. The proposed system consists of a field of solar panels, three multi-level voltage inverters connected to the power grid and a non-linear load consisting of a six-diode rectifier bridge supplying a resistive-inductive load. Current control techniques of active and reactive power are used to compensate for both harmonic currents and reactive power as well as to inject active solar power into the distribution network. An algorithm of the search method of the maximum power point of type Perturb and observe is applied. Simulation results of the system proposed under the MATLAB/Simulink environment shows that the performance of control commands that reassure the solar power injection in the network, harmonic current compensation and power factor correction.
Abstract: The heavy rainfall from 3rd to 22th January 2017 had swamped much area of Ranot district in southern Thailand. Due to heavy rainfall, the district was flooded which had a lot of effects on economy and social loss. The major objective of this study is to detect flooding extent using Sentinel-1A data and identify a number of damaged buildings over there. The data were collected in two stages as pre-flooding and during flood event. Calibration, speckle filtering, geometric correction, and histogram thresholding were performed with the data, based on intensity spectral values to classify thematic maps. The maps were used to identify flooding extent using change detection, along with the buildings digitized and collected on JOSM desktop. The numbers of damaged buildings were counted within the flooding extent with respect to building data. The total flooded areas were observed as 181.45 sq.km. These areas were mostly occurred at Ban khao, Ranot, Takhria, and Phang Yang sub-districts, respectively. The Ban khao sub-district had more occurrence than the others because this area is located at lower altitude and close to Thale Noi and Thale Luang lakes than others. The numbers of damaged buildings were high in Khlong Daen (726 features), Tha Bon (645 features), and Ranot sub-district (604 features), respectively. The final flood extent map might be very useful for the plan, prevention and management of flood occurrence area. The map of building damage can be used for the quick response, recovery and mitigation to the affected areas for different concern organization.
Abstract: This paper presents a virtual active power filter (VAPF) using vehicle to grid (V2G) technology to maintain power quality requirements. The optimal discrete operation of the power converter of electric vehicle (EV) is based on recognizing desired switching states using the model predictive control (MPC) algorithm. A fast dynamic response, lower total harmonic distortion (THD) and good reference tracking performance are realized through the presented control strategy. The simulation results using MATLAB/Simulink validate the effectiveness of the scheme in improving power quality as well as good dynamic response in power transferring capability.
Abstract: This paper presents two of the most knowing kernel
adaptive filtering (KAF) approaches, the kernel least mean squares
and the kernel recursive least squares, in order to predict a new output
of nonlinear signal processing. Both of these methods implement a
nonlinear transfer function using kernel methods in a particular space
named reproducing kernel Hilbert space (RKHS) where the model is
a linear combination of kernel functions applied to transform the
observed data from the input space to a high dimensional feature
space of vectors, this idea known as the kernel trick. Then KAF is the
developing filters in RKHS. We use two nonlinear signal processing
problems, Mackey Glass chaotic time series prediction and nonlinear
channel equalization to figure the performance of the approaches
presented and finally to result which of them is the adapted one.