• Title/Summary/Keyword: S-Transform

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AN APPROXIMATED EUROPEAN OPTION PRICE UNDER STOCHASTIC ELASTICITY OF VARIANCE USING MELLIN TRANSFORMS

  • Kim, So-Yeun;Yoon, Ji-Hun
    • East Asian mathematical journal
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    • v.34 no.3
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    • pp.239-248
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    • 2018
  • In this paper, we derive a closed-form formula of a second-order approximation for a European corrected option price under stochastic elasticity of variance model mentioned in Kim et al. (2014) [1] [J.-H. Kim, J Lee, S.-P. Zhu, S.-H. Yu, A multiscale correction to the Black-Scholes formula, Appl. Stoch. Model. Bus. 30 (2014)]. To find the explicit-form correction to the option price, we use Mellin transform approaches.

Testing unknown age classes of life distributions based on TTT-transform

  • El-Din, M.M. Mohie;Abu-Youssef, S.E.;Ali, Nahed S.A.
    • International Journal of Reliability and Applications
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    • v.14 no.1
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    • pp.1-9
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    • 2013
  • A nonparametric procedure for testing exponentially against used better than aged in expectation (UBAE) class of life distributions is presented. We construct a test statistics based on scaled total time on test (TTT)-transformation, to test exponentiality against UBAE class of life distributions. The distribution of the statistic is investigated via simulation. Practical applications of the proposed test are presented.

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ON A CERTAIN EXTENSION OF THE RIEMANN-LIOUVILLE FRACTIONAL DERIVATIVE OPERATOR

  • Nisar, Kottakkaran Sooppy;Rahman, Gauhar;Tomovski, Zivorad
    • Communications of the Korean Mathematical Society
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    • v.34 no.2
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    • pp.507-522
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    • 2019
  • The main aim of this present paper is to present a new extension of the fractional derivative operator by using the extension of beta function recently defined by Shadab et al. [19]. Moreover, we establish some results related to the newly defined modified fractional derivative operator such as Mellin transform and relations to extended hypergeometric and Appell's function via generating functions.

Detection of Premature Ventricular Contraction Using Discrete Wavelet Transform and Fuzzy Neural Network (이산 웨이블릿 변환과 퍼지 신경망을 이용한 조기심실수축 추출)

  • Jang, Hyoung-Jong;Lim, Joon-Shik
    • Journal of Korea Multimedia Society
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    • v.12 no.3
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    • pp.451-459
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    • 2009
  • This paper presents an approach to detect premature ventricular contraction(PVC) using discrete wavelet transform and fuzzy neural network. As the input of the algorithm, we use 14 coefficients of d3, d4, and d5, which are transformed by a discrete wavelet transform(DWT). This paper uses a neural network with weighted fuzzy membership functions(NEWFM) to diagnose PVC. The NEWFM discussed in this paper classifies a normal beat and a PVC beat. The size of the window of DWT is $-31/360{\sim}+32/360$ second(64 samples) whose center is the R wave. Using the seven records of the MIT-BIH arrhythmia database used in Shyu's paper, the classification performance of the proposed algorithm is 99.91%, which outperforms the 97.04% of Shyu's analysis. Using the forty records of the M1T-BIH arrhythmia database used in Inan's paper, the classification performance of the proposed algorithm is 98.01%, which outperforms 96.85% of Inan's one. The SE and SP of the proposed algorithm are 84.67% and 99.39%, which outperforms the 82.57% and 98.33%, respectively, of Inan's study.

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Design of Low Bits Rate Transform Excitation Wide Band Speech and Audio Coder of Analysis-by-Synthesis Structure (분석/합성 구조의 저 전송률 변환여기 광대역 음성/오디오 부호화기 설계)

  • Jang, Sunghoon;Hong, Kibong;Lee, Insung
    • The Journal of the Acoustical Society of Korea
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    • v.31 no.7
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    • pp.472-479
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    • 2012
  • This paper is aimed to design 9.2 kbps low bits late transform excitation coder that target to voice and audio signal. To set up low bit rate, we used Band-selection in frequency domain and gain-shape quantization and AbS structure. To decrease lots of calculation from ABS structure, we used each band IDFT and synthesis. And we designed non-transfer band for performance by inserting comfort noise. We propose coder that has low bit rate and similar performance comparing with original 10.4 kbps AMR-WB+ TCX mode.

SOME RESULTS RELATED WITH POISSON-SZEGÖKERNEL AND BEREZIN TRANSFORM

  • Yang, Gye Tak;Choi, Ki Seong
    • Journal of the Chungcheong Mathematical Society
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    • v.24 no.3
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    • pp.417-426
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    • 2011
  • Let ${\mu}$ be a finite positive Borel measure on the unit ball $B{\subset}{\mathbb{C}}^n$ and ${\nu}$ be the Euclidean volume measure such that ${\nu}(B)=1$. For the unit sphere $S=\{z:{\mid}z{\mid}=1\}$, ${\sigma}$ is the rotation-invariant measure on S such that ${\sigma}(S) =1$. Let ${\mathcal{P}}[f]$ be the Poisson-$Szeg{\ddot{o}}$ integral of f and $\tilde{\mu}$ be the Berezin transform of ${\mu}$. In this paper, we show that if there is a constant M > 0 such that ${\int_B}{\mid}{\mathcal{P}}[f](z){\mid}^pd{\mu}(z){\leq}M{\int_B}{\mid}{\mathcal{P}}[f](z){\mid}^pd{\nu}(z)$ for all $f{\in}L^p(\sigma)$, then ${\parallel}{\tilde{\mu}}{\parallel}_{\infty}{\equiv}{\sup}_{z{\in}B}{\mid}{\tilde{\mu}}(z){\mid}<{\infty}$, and we show that if ${\parallel}{\tilde{\mu}{\parallel}_{\infty}<{\infty}$, then ${\int_B}{\mid}{\mathcal{P}}[f](z){\mid}^pd{\mu}(z){\leq}C{\mid}{\mid}{\tilde{\mu}}{\mid}{\mid}_{\infty}{\int_S}{\mid}f(\zeta){\mid}^pd{\sigma}(\zeta)$ for some constant C.

Determination of the Group Velocity and Source Location of Dispersive Plate Waves using Wavelet Transform (Wavelet 변환을 이용한 분산성 판파의 군속도와 음원 위치 결정)

  • Jang, Yeong-Su;Jeong, Hyeon-Jo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.4 s.175
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    • pp.1024-1031
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    • 2000
  • The plate waves propagating in thin plates have dispersive nature showing the dependence of velocities on the frequency. Wavelet transform (WT) using Gabor function can be used to analyze the dispersive waves in the time-frequency domain, and then to find the arrival time of the waves propagating in the plate. Plate waves in the aluminum plate of 3 mm thickness were identified and generated by pencil lead breaks and the lowest order symmetric ($S_o$) and antisymmetric ($A_o$) modes were analyzed by the WT method. The measured group velocities agreed very well with theoretical predictions in the frequency range of 50-400 kHz. The pencil breaks were also used to simulate acoustic emission sources in the plate, and the source location algorithm using the wavelet transform of dispersive plate waves was found to give accurate results.

Modified WFRFT-based Transform Domain Communication System Incorporating with Spectrum Mismatching

  • Xu, Ruiyang;Da, Xinyu;Liang, Yuan;Hu, Hang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.10
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    • pp.4797-4813
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    • 2018
  • The transform domain communication system (Hereinafter referred to as TDCS) takes on numerous advantages, inclusive of anti-jamming and low probability of detection. Yet its application is confined by the consistent spectrum in the transmitter and receiver, which is not possible in the case of a huge distance exsits between them. In this paper, a TDCS based modified weighted fractional fourier transform (WFRFT) is proposed to solve the problem resulting from spectrum mismatching for TDCS application. The amplitude and phase information are incorporated with the TDCS signals and transmit to the receiver together in the wake of a modified WFRFT. The basic function and the TDCS signals shall be accessible to the receivers in the wake of an inverse WFRFT transform, which make sure that the original information can be demodulated properly. The system's reliability while transmitting signals with different modulation methods and with spectrum mismatching is demonstrated by bit error rate (BER). In the meantime, the constellations of the signals and the BER performances at the eavesdropper demonstrate the proposed system is better secured.

Acoustic emission source location and noise cancellation for crack detection in rail head

  • Kuanga, K.S.C.;Li, D.;Koh, C.G.
    • Smart Structures and Systems
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    • v.18 no.5
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    • pp.1063-1085
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    • 2016
  • Taking advantage of the high sensitivity and long-distance detection capability of acoustic emission (AE) technique, this paper focuses on the crack detection in rail head, which is one of the most vulnerable parts of rail track. The AE source location and noise cancellation were studied on the basis of practical rail profile, material and operational noise. In order to simulate the actual AE events of rail head cracks, field tests were carried out to acquire the AE waves induced by pencil lead break (PLB) and operational noise of the railway system. Wavelet transform (WT) was first utilized to investigate the time-frequency characteristics and dispersion phenomena of AE waves. Here, the optimal mother wavelet was selected by minimizing the Shannon entropy of wavelet coefficients. Regarding the obvious dispersion of AE waves propagating along the rail head and the high operational noise, the wavelet transform-based modal analysis location (WTMAL) method was then proposed to locate the AE sources (i.e. simulated cracks) respectively for the PLB-induced AE signals with and without operational noise. For those AE signals inundated with operational noise, the Hilbert transform (HT)-based noise cancellation method was employed to improve the signal-to-noise ratio (SNR). Finally, the experimental results demonstrated that the proposed crack detection strategy could locate PLB-simulated AE sources effectively in the rail head even at high operational noise level, highlighting its potential for field application.