Search results for "RED"
showing 10 items of 23890 documents
Gear classification and fault detection using a diffusion map framework
2015
This article proposes a system health monitoring approach that detects abnormal behavior of machines. Diffusion map is used to reduce the dimensionality of training data, which facilitates the classification of newly arriving measurements. The new measurements are handled with Nyström extension. The method is trained and tested with real gear monitoring data from several windmill parks. A machine health index is proposed, showing that data recordings can be classified as working or failing using dimensionality reduction and warning levels in the low dimensional space. The proposed approach can be used with any system that produces high-dimensional measurement data. peerReviewed
Dependency on un-captured GDP as a source of resilience beyond economic value in countries with advanced ICT infrastructure: Similarities and dispari…
2015
Abstract The majority of countries with advanced information and communication technology (ICT) infrastructure have been experiencing extended stagnation due to an “embedded” trap in ICT advancement. However, certain countries have been able to sustain a high level of ICT- driven global competitiveness. This suggests that in these contexts there is resilience beyond economic value. Finland and Singapore can be considered countries of resilience with respect to ICT-driven global competitiveness because of their continued GDP growth despite the recession. While both countries share significant similarities including institutional strength in ICT, they demonstrate noteworthy disparities in the…
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models
2017
Abstract European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like the Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD). The early exercise constraint of American options is enforced by a penalty on subset of grid points. The presented numerical experiments demonstrate that pricing with ROMs can be orders of magnitude faster within a give…
Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-diffusion Models
2016
American options can be priced by solving linear complementary problems (LCPs) with parabolic partial(-integro) differential operators under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates models. These operators are discretized using finite difference methods leading to a so-called full order model (FOM). Here reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD) and non negative matrix factorization (NNMF) in order to make pricing much faster within a given model parameter variation range. The numerical experiments demonstrate orders of magnitude faster pricing with ROMs. peerReviewed
Super-fit and population size reduction in compact Differential Evolution
2011
Although Differential Evolution is an efficient and versatile optimizer, it has a wide margin of improvement. During the latest years much effort of computer scientists studying Differential Evolution has been oriented towards the improvement of the algorithmic paradigm by adding and modifying components. In particular, two modifications lead to important improvements to the original algorithmic performance. The first is the super-fit mechanism, that is the injection at the beginning of the optimization process of a solution previously improved by another algorithm. The second is the progressive reduction of the population size during the evolution of the population. Recently, the algorithm…
A New Augmented Lagrangian Approach for $L^1$-mean Curvature Image Denoising
2015
Variational methods are commonly used to solve noise removal problems. In this paper, we present an augmented Lagrangian-based approach that uses a discrete form of the L1-norm of the mean curvature of the graph of the image as a regularizer, discretization being achieved via a finite element method. When a particular alternating direction method of multipliers is applied to the solution of the resulting saddle-point problem, this solution reduces to an iterative sequential solution of four subproblems. These subproblems are solved using Newton’s method, the conjugate gradient method, and a partial solution variant of the cyclic reduction method. The approach considered here differs from ex…
Assessing game experience: Heart rate variability, in-game behavior and self-report measures
2014
Assessing game experience by means of recordings of physiological reactions elicited during game play is a technique that has gained popularity in recent years in the field of digital games research. However, since physiological signals are typically linked to several psychological processes, the use of some measures such as cardiac activity or heart rate (HR) remains problematic. The goal of the present study is to investigate to what extent game logs and self-report measures of game experience have a predictive value for heart rate variability during game play. Our results showed that the accurate registration of in-game behaviors by means of game logs carries the potential of providing r…
Combining PCA and multiset CCA for dimension reduction when group ICA is applied to decompose naturalistic fMRI data
2015
An extension of group independent component analysis (GICA) is introduced, where multi-set canonical correlation analysis (MCCA) is combined with principal component analysis (PCA) for three-stage dimension reduction. The method is applied on naturalistic functional MRI (fMRI) images acquired during task-free continuous music listening experiment, and the results are compared with the outcome of the conventional GICA. The extended GICA resulted slightly faster ICA convergence and, more interestingly, extracted more stimulus-related components than its conventional counterpart. Therefore, we think the extension is beneficial enhancement for GICA, especially when applied to challenging fMRI d…
LOCAL CONTROL OF SOUND IN STOCHASTIC DOMAINS BASED ON FINITE ELEMENT MODELS
2011
A numerical method for optimizing the local control of sound in a stochastic domain is developed. A three-dimensional enclosed acoustic space, for example, a cabin with acoustic actuators in given locations is modeled using the finite element method in the frequency domain. The optimal local noise control signals minimizing the least square of the pressure field in the silent region are given by the solution of a quadratic optimization problem. The developed method computes a robust local noise control in the presence of randomly varying parameters such as variations in the acoustic space. Numerical examples consider the noise experienced by a vehicle driver with a varying posture. In a mod…
Online anomaly detection using dimensionality reduction techniques for HTTP log analysis
2015
Modern web services face an increasing number of new threats. Logs are collected from almost all web servers, and for this reason analyzing them is beneficial when trying to prevent intrusions. Intrusive behavior often differs from the normal web traffic. This paper proposes a framework to find abnormal behavior from these logs. We compare random projection, principal component analysis and diffusion map for anomaly detection. In addition, the framework has online capabilities. The first two methods have intuitive extensions while diffusion map uses the Nyström extension. This fast out-of-sample extension enables real-time analysis of web server traffic. The framework is demonstrated using …