Localization Techniques in Wireless Sensor Networks using Measurement of Received Signal Strength Indicator
|
|
|
- Merryl Watkins
- 10 years ago
- Views:
Transcription
1 ELERONIS, VOL. 5, NO., JUNE 0 67 Localizaio echiqes i Wireless Sesor Neworks sig Measreme o Receive Sigal Sregh Iicaor M. Srbiovska, V. Dimcev,. Gavrovski a Z. Kokolaski Absrac he presee paper escribes iere localizaio echiqes i wireless sesor eworks (WSN) a correspoig localizaio algorihms. orrec locaio is reqire or ma WSN applicaios, b i is oe oo expesive o icle GS aapers i each sesor oe. Isea o reqirig ever oe o have GS isalle, all localizaio mehos assme ol a ew oes eqippe wih GS harware which kow heir posiios wiho commicaig wih oher oes. he sesors wih kow locaio iormaio a heir cooriaes will be esimae b he sesor ework localizaio algorihms. he mai goal o localizaio proceres is o ece, as accrael as possible, he locaio o a oe rom he parial iormaio obaie rom a se o oes, which alrea kow heir locaio. Measreme o he receive sigal sregh iicaor (RSSI) parameer is se or isace eermiaio bewee sesor oes. he evelope algorihm is implemee i a real sesor ework. Iex erms Wireless sesor eworks, Localizaio, Sesor oes W I. INRODUION ireless eworkig has become a ver poplar research opic, over he las ecae. Rece avaces i wireless commicaios a elecroics have eable he evelopme o low-cos, low-power a mli-cioal sesors ha are small i size a commicae i shor isaces. heap, smar sesors, eworke hrogh wireless liks a eploe i large mbers, provie eormos opporiies or eviromeal moiorig, meical reame, agriclre, miliar aairs b also i hosehols a raic pollio areas []. esie hese, WSN are also se i some ageros workig evirome like mies a clear power saios i orer o moior heir sae sas. he progress o boh sesig a iormaio echolog is makig he phsical worl measreme aa more available M.Srbiovska is wih he Facl o Elecrical Egieerig a Iormaio echologies, Skopje, Maceoia ( [email protected]) V.Dimcev is wih he Facl o Elecrical Egieerig a Iormaio echologies, Skopje, Maceoia ( [email protected]).gavrovski is wih he Facl o Elecrical Egieerig a Iormaio echologies, Skopje, Maceoia ( [email protected]) Z. Kokolaski is wih he Facl o Elecrical Egieerig a Iormaio echologies, Skopje, Maceoia ( [email protected]) a cheap i erms o acqisiio, processig, sorage a rerieval. Iellige sesors, which are possibl arrage i wire or wireless eworks, ca acqire raw aa rom he evirome or log perios o ime a hose aa ca be sael sore [,3]. I sesor eworks, oes are eploe io a plae irasrcre where here is o a priori kowlege o locaio. he problem o esimaig spaial cooriaes o he oe is reerre as localizaio. he mai pracical objecive is o locae each oe as accrael as possible wih a cerai amo o error abo he isaces bewee a sbse o oes i wireless sesor eworks. o iei he cooriaes o sesor oes (also calle kow oes) reqires measrig a isace e.g., measrig ime o arrival (oa) or ime ierece o arrival (oa) [4]. Diiclies cocerig ime measreme resl rom schroizaio o ivolve evices as well as he high mahemaical eor o calclae he posiio. he measreme o he receive sigal sregh (RSS) oers a possibili o eermie isace wih miimal eor. erhaps he simples meho o proviig localizaio is o eqip ever sesor oe wih a GS receiver. However, a GS receiver is expesive i erms o moe, size a eerg. Aoher aleraive is ha-placig each sesor a maall recorig is posiio. his is pracical a error proe approach siable or large sesor eworks a ma o he propose WSN applicaios [5]. Mos o he exisig works ocs o icreasig he accrac i posiio esimaio b sig iere mahemaical echiqes sch as riaglaio, mlilaeraio, mliimesioal scalig, ec. he res o he paper is orgaize as ollows. I secio II measreme echiqes i WSN localizaio are iscsse; hese icle isace relae measremes. I secio III raio sigal measremes are explaie, receive sigal sregh (RSS) base isace measremes, ime o arrival (oa) a ime ierece o arrival (DoA). Secio IV iscsses iere raio sigal propagaio moels or wireless commicaios ha preic sigal sregh loss wih isace pah loss; icle ree space propagaio moel, wo-ra gro moel a log isace moel. Experimeal a measreme resls are give i Secio V. Fiall a smmar is provie i Secio VI.
2 68 ELERONIS, VOL. 5, NO., JUNE 0 II. LOALIZAION EHNIQUES he goal o he locaio esimaio mehos is o calclae he posiio (cooriaes) o sesor oes i wireless sesor eworks. Localizaio i WSN is a complex problem ha ca be solve i iere was [6]. Some localizaio echiqes allow o esimae oes posiio sig iormaio rasmie b a se o oes ha are aware o heir ow locaios (GS or example). I ca be isigishe wo classes o mehos epeig rom he oes harware capabiliies: oecivi base mehos ha se ol coecivi iormaio o locae he eire sesor ework; Disace base mehos ha se ier-sesor isace or agle measremes o eermie locaio o he oes. Disace base mehos reqire aiioal eqipme b wih his meho i ca be reache mch beer resolio ha i case o coecivi base oes. he proximi iormaio bewee oes oe helps o eermie heir geomeric relaioship. he isace bewee hem or agle o a siglar riagle ca be easil esimae. Whe he isaces bewee a objec a a mber o oes are measre, i is also reqire o i he acal posiio o oes b combiig he isace measremes. he mos se mehos or he isace measremes rom hree or more oes are: riaglaio, simple rilaeraio a mlilaeraio. riaglaio is a meho or iig he posiio o a oe, whe he agles are measre b Agle o Arrival echiqe. A example o sch a procere is show i Figre.a. he objec X measres is agles wih respec o he beacos A, A a A3. he measre agles orm hree sraigh lies alog he irecios XA, XA a XA3. he iersecio bewee he hree lies eies he locaio o he oe X. he accrac o his echiqe is heavil epee po he accrac o he emploe agle measreme echiqe Simple rilaeraio is se whe we have a accrae esimae o isaces bewee a oe a a leas hree beaco oes. his simple meho is he iersecio o hree circles ceere a beacos as he posiio o he oe. he sceario is show i Figre.b. Mlilaeraio is accepe as he mos appropriae wa o eermie he locaio o a sesor oe base o locaios o beacos. A example is show i Figre.c, where he oes A, A, A3, a A4 are beacos, wih kow esimaes o heir locaios, while he oe X esimaes is locaio sig a mlilaeraio procere. he procere aemps o esimae he posiio o a oe b miimizig he error a iscrepacies bewee he measre vales. he characerisics o wireless commicaio are pariall eermie b he isace bewee seer a receiver, a i hese characerisics ca be measre a he receiver he ca serve as a esimaor o isace. he mos impora characerisics are ime o Arrival (oa), ime Dierece o Arrival (oa), a Receive Sigal Sregh Iicaor (RSSI). b A a c A 3 A = A + + A cos(c) = A + cos(b) A = + cos(a) a) A A 5 A 4 A Fig.. Localizaio asics a) riaglaio b) rilaeraio c) Mlilaeraio. a A 3 c) A c b) b III. RADIO SIGNAL MEASUREMENS ime o Arrival (oa) ses he relaioship bewee isace a rasmissio ime whe he propagaio spee is kow. I he seer a he receiver kow he ime whe he rasmissio sars he ime o sigal propagaio ca be se o esimae he isace. o provie accepable accrac a ver high accrael schroize clocks are reqire or seer a receiver. o overcome he ee or explici schroizaio, he rorip ime is oe ilize. Rorip propagaio ime measremes measre he ierece bewee he ime whe a sigal is se b a sesor a he ime whe he sigal rere b a seco sesor is receive a he origial sesor., his meho is aece b he ieral ela reqire or halig he sigal i a seco sesor [7]. Aoher echiqe ha is se o overcome he ee o explici schroizaio is ime ierece o arrival (DoA) meho, which ilizes implici schroizaio b irecl proviig he sar o rasmissio iormaio o he receiver. I is possible i wo rasmissio meims o iere propagaio spees are se. For example he seer ca se a lraso a raio sigal simlaeosl. Whe he receiver ges he raio sigal i ca sar measrig he ime il arrival o he lraso rasmissio, sael igorig he propagaio ime o he raio commicaio [7]. he mai isavaage o his echiqe is he ee o wo pes o seers a receivers o each oe.
3 ELERONIS, VOL. 5, NO., JUNE 0 69 echiqe which esimaes he isaces bewee eighborig oes is he meho base o a saar eare o i mos wireless evices, a receive sigal sregh iicaor (RSSI). ase o he kow rasmi power, he eecive propagaio loss ca be calclae. heoreical a empirical moels are se o raslae his loss io a isace esimae. his meho has bee se mail or RF sigals. I pracical scearios, he ieal isribio o RSSI is o applicable, becase he propagaio o he raio sigal is ierere wih a lo o ilecig eecs e.g: Relecio o objecs; Diracio a eges; Reracio b meia wih iere propagaio veloci. he low complexi a he as calclaio recomme his localizaio algorihm as ver poplar a oe se i wireless sesor eworks. coeicie shows he ampig o he sigal. oh parameers ms be eermie empiricall [9]. measrig he RSSI a iere isaces he vales o a A ca be eermie (4). A liear leas sqare approximaio o solve a A shol be implemee. RSSI (m) RSSI as a cio o isace IV. HE RADIO SIGNAL OAGAION MODELING here are ma raio propagaio moels [8] kow or wireless commicaios ha preic sigal-sregh loss wih isace pah loss. here are hree moels wiel se or wireless sesor eworks. Free space propagaio moel is bil o he assmpio ha he rasmier a receiver are i he lie o sigh, a here are o obsacles bewee hem. he receiver sigal power, R is relae o isace,, b he iverse sqare law: -0 isace (m) = = =.5 =3 =4 measre Fig. Measre vs calclae RSSI wih iere. o eermie, RSSI vales wihi 30m are measre a compare wih heoreical crves accorig o eqaio 4 whereb is varie rom o 4 (igre ). 4 = () wo-ra gro moel as relecio o he previos moel. A wo-ra gro moel receiver receives wo ras, irec commicaio ra a relece ra: = () m 6 4 I he real worl he sigal oe ecas a a aser or slower rae, kow as log-isace moel (3) Where: is he loss expoe, is a cosa ha epes rom he rasceiver characerisics, is he power o rasmier sigal. A excepe orm o he relaio bewee isace a receive power simpliie or he case o a oe meer reerece isace is: RSSI [ m ] = 0 log ( ) + A (4) 0 where: eoes he rasmier-o-receiver isace, A represes he RSS vale measre b a receiver ha is locae m awa rom a rasmier, a RSS is he acal measre vale a isace. he sigal propagaio Fig. 3 Roo mea sqare error bewee heoreical a measre RSSI wih iere. he majori o he RSSI vales are i he area bewee heoreical crves = a =3, hs more vales i ierval [.0, 3.0] are researche. he roo mea sqare error bewee heoreical a measre RSSI vales is calclae a compare wih each oher. De o he miimal roo mea sqare error =.5 is chose as he appropriae ampig coeicie. Figre 3 shows he pical errors o isace measremes wih RSSI.
4 70 ELERONIS, VOL. 5, NO., JUNE 0 V. EXERIMENAL RESULS I orer o creae a experimeal sep or a Zigee ework,.4ghz evelopme ki belogig o he Silico Laboraories is se. he boar is show i Fig. 4. Fig. 4. Sesor oe. Each boar eares a silico laboraories 805F microcoroller a a hipco 40 [0].4 GHz rasceiver. Sppor compoes icle a US ierace, JAG programmig ierace, a varie o pshbos a a volage reglaor. I is coce a experime o ivesigae he relaioship bewee he measre RSSI a he isace bewee oes. he locaios o hree mai oes are kow (i he igre ame wih D, E a F), he receive sigal sregh o his oes are kow, he locaio o he hree oes ame wih A, a shol be eermie (Fig.5) e measremes or each posiio a ook he average vale are perorme. he relaioship bewee he receive sigal sregh a he isace is show i ig.6. RSSI base ragig mehos reqire he kowlege o he RSS-o-isace crve as ollows: RSSI A 0 (m) oe Fig.5 osiios o he oes i ree space. E = 0 (5) where eoes he rasmier-o-receiver isace, is he propagaio pah-loss expoe. De o he miimal roo mea sqare error =.5 is chose as he appropriae ampig acor. F А D Fig. 6. Relaioship bewee RSSI a isace he RSS-o-isace reerece crve i (5) is obaie via a leas-sqare liear iig rom several RSS measre vales. he obaie resl is show i Fig.6 alog wih real measremes. I Fig. 6 i) he RSS vales are represee i m as provie b he receiver oes, ii) he isace i x- axis is ormalize o he reerece isace o m, a iii) he iig parameers are A=50.6 a =.5. Obaie resl or he pah-loss expoe compare o he heoreical vale (=) is e o he ac ha receiver oes are locae ver close o hge biligs, which provies cosrcive relece propagaio pah i aiio o he irec oe. I geeral, he resl o a measreme is ol esimae o he vale o he measra a is complee ol whe accompaie b a saeme o he cerai o ha esimae []. hs he ieal meho or evalaig a expressig measreme cerai shol be capable o reail proviig a ierval, i pariclar, oe wih a coverage probabili or level o coiece ha correspos i a realisic wa o ha reqire. he measreme cerai (x) [] is eie as saar eviaio o arihmeic mea x : i= ( ) i ( x) = x x (6) For he cerai o x x is vali: x = x ± s (7) he eqaio (7) is eie as ierval i which he accrae vale will appear wih some probabili, kow as coiece ierval. he measreme cerai eie wih: = x o he kow parameer is ( xi ) (8) i= i where x are he ceraiies o he kow parameers;
5 ELERONIS, VOL. 5, NO., JUNE 0 7 I his case, or he isace ceraiies bewee oes, parameer epes rom he ceraiies o rasmie a receive power : R = (9) R Disace cerai is calclae wih he relaio: = p + (0) he isace ceraiies o he sesor oes are presee i Figre 7. he localizaio error (ig. 7) is icreasig, whe he receivig oes epar rom he rasmier []. he posiios o he oes are show i igre 5. he larges isace bewee oes is 30 meers, or his isace he cerai is m. Localizaio error (m) Fig. 7 Localizaio error Disace (m) For he larges isace o 30 meers he localizaio error is 3%. his iaccrac is e o he ac ha receiver oes are locae ver close o hge biligs, which provies cosrcive relece propagaio pah i aiio o he irec oe. Mlipah arises whe more ha oe pah is available or raio sigal propagaio. Meallic maerials as well as ielecrics (or elecrical islaors) case relecios. Whe mliple sigal propagaio pahs exis, he acal sigal level receive is he vecor sm o all he sigals icie rom a irecio or agle o arrival. A mai challege wih RSS ragig is ha he eec o relecig a aeaig objecs i he evirome ca have larger eecs o RSS ha isace. he presee algorihm i combiaio wih Zigbee oers los o avaages. he mos impora avaage is he simpliie implemeaio process e o alrea eie ameal cios wihi he provie proocol sie o Zigbee. VI. ONLUSIONS Wireless sesor ework localizaio is aracig sigiica research ieres. WSN are wiel applicable o ma pracical applicaios iclig eviromeal moiorig, miliar applicaios, ec. i which sesors ma ee o kow heir geographical locaios. Accrae a low-cos localizaio is a criical reqireme or he eplome o wireless sesor eworks i a wie varie o applicaios. he simplici o RSS is especiall appealig or he localizaio i WSN becase o heir cos, size a power cosmpio. his paper has provie a review o he measreme echiqes i WSN localizaio a he correspoig localizaio algorihms. I his experimeal work a RSSbase localizaio approach or ooor wireless sesor eworks is presee. he RSSI was se o eermie he isaces bewee he sesor oes. his experime has smmarize heoreical a pracical ivesigaios cocerig he aalsis o RSSI measremes. Localizaio ssem ha ses RSSI i a sesor ework base o he Zigbee saar is implemee. he isace measreme accrac o he se echiqe hrogh acal experimeal resls is evalae. I he re research, i is plae o appl measreme o RSSI sig iere aea polarizaio. Roaio o he receive aea rom verical o horizoal will aec he receive eerg rom mliple sigals. I is impora o ivesigae he posiio o a aea i orer o ecrease he scaerig o he receive sigal. REFERENES [] Aa Hac, Wireless Sesor Neworks Desigs, Uiversi o Hawaii a Maoa, Hooll, USA, 003 [] E. allawa,. Gora, L. Heser, J. A. Gierrez, M. Naeve,. Heile, a V. ahl, Home Neworkig wih IEEE : A Developig Saar or Low-Rae Wireless ersoal Area Neworks, IEEE ommicaios Magazie, vol. 40, o. 8, pp , Ags 00 [3] Vlao Haziski, Areas Köpke, Holger Karl, Aam Wolisz, A commo wireless sesor eworks archiecre, echical Repor KN- 03-0, elecommicaio Neworks Grop, echische Uiversiä erli, 003 [4] aolo Sai, opolog orol i Wireless A hoc a Sesor Neworks, Isio i Iormaica e elemaica el NR- Ial, Joh Wile, 005 [5] Kazem Sohrab, Daiel Mioli, aieb Zai, Wireless Sesor Neworks: echolog, roocols a Applicaios, 007 [6] Jaso Leser Hill, Ssem Archiecre or Wireless Sesor Neworks, hd hesis, Uiversi o alioria, erkele, 003 [7] W. ri. Digial rasmissio Ssems erormace Aalsis a Moelig. McGraw-Hill elecommicaios. McGraw-Hill, New York, 998 [8] Holger Karl a Areas Willig, roocols a Archiecres or Wireless Sesor Neworks, Joh Wile & Sos, 005 [9] erhar H. Walke, Sea Magol, Lars erlema, IEEE 80 Wireless Ssems: roocols, Mli-hop Mesh/Relaig, erormace a Specrm oexisece, 006 [0] Daashee or chipco 40.4 GHz IEEE /Zigee RF rasceiver [] Gie o he expressio o cerai i measreme, Eropea commiee or saarizaio, rssels, 999 [] S. Slijepcevic, S. Megeria, a M. okojak. Locaio Errors i Wireless Embee Sesor Neworks: Sorces, Moels, a Eec o Applicaios. AM Mobile ompig a ommicaios Review, 6(3): 67 78, 00
http://www.ejournalofscience.org Monitoring of Network Traffic based on Queuing Theory
VOL., NO., November ISSN XXXX-XXXX ARN Joural of Sciece a Techology - ARN Jourals. All righs reserve. hp://www.ejouralofsciece.org Moiorig of Newor Traffic base o Queuig Theory S. Saha Ray,. Sahoo Naioal
DEVELOPMENT OF THE DECISION-AID TOOL (UADAT)
Op #3: Framework for he ceraiy aalysis of ischarge WMO Projec: Assessme of he Performace of Flow Measreme Isrmes a Techiqes measremes a gielies for implemeaio DEVELOPMENT OF THE DECISION-AID TOOL UADAT
Bullwhip Effect Measure When Supply Chain Demand is Forecasting
J. Basic. Appl. Sci. Res., (4)47-43, 01 01, TexRoad Publicaio ISSN 090-4304 Joural of Basic ad Applied Scieific Research www.exroad.com Bullwhip Effec Measure Whe Supply Chai emad is Forecasig Ayub Rahimzadeh
UNDERWRITING AND EXTRA RISKS IN LIFE INSURANCE Katarína Sakálová
The process of uderwriig UNDERWRITING AND EXTRA RISKS IN LIFE INSURANCE Kaaría Sakálová Uderwriig is he process by which a life isurace compay decides which people o accep for isurace ad o wha erms Life
FORECASTING MODEL FOR AUTOMOBILE SALES IN THAILAND
FORECASTING MODEL FOR AUTOMOBILE SALES IN THAILAND by Wachareepor Chaimogkol Naioal Isiue of Developme Admiisraio, Bagkok, Thailad Email: [email protected] ad Chuaip Tasahi Kig Mogku's Isiue of Techology
Ranking of mutually exclusive investment projects how cash flow differences can solve the ranking problem
Chrisia Kalhoefer (Egyp) Ivesme Maageme ad Fiacial Iovaios, Volume 7, Issue 2, 2 Rakig of muually exclusive ivesme projecs how cash flow differeces ca solve he rakig problem bsrac The discussio abou he
CHAPTER 22 ASSET BASED FINANCING: LEASE, HIRE PURCHASE AND PROJECT FINANCING
CHAPTER 22 ASSET BASED FINANCING: LEASE, HIRE PURCHASE AND PROJECT FINANCING Q.1 Defie a lease. How does i differ from a hire purchase ad isalme sale? Wha are he cash flow cosequeces of a lease? Illusrae.
Data Protection and Privacy- Technologies in Focus. Rashmi Chandrashekar, Accenture
Daa Proeio ad Privay- Tehologies i Fous Rashmi Chadrashekar, Aeure Sesiive Creai Daa Lifeyle o Busiess sesiive daa proeio is o a sigle eve. Adequae proeio o mus be provided appropriaely hroughou Mai he
On Motion of Robot End-effector Using The Curvature Theory of Timelike Ruled Surfaces With Timelike Ruling
O Moio of obo Ed-effecor Usig he Curvaure heory of imelike uled Surfaces Wih imelike ulig Cumali Ekici¹, Yasi Ülüürk¹, Musafa Dede¹ B. S. yuh² ¹ Eskişehir Osmagazi Uiversiy Deparme of Mahemaics, 6480-UKEY
1/22/2007 EECS 723 intro 2/3
1/22/2007 EES 723 iro 2/3 eraily, all elecrical egieers kow of liear sysems heory. Bu, i is helpful o firs review hese coceps o make sure ha we all udersad wha his heory is, why i works, ad how i is useful.
14 Protecting Private Information in Online Social Networks
4 roecig rivae Iormaio i Olie Social eworks Jiamig He ad Wesley W. Chu Compuer Sciece Deparme Uiversiy o Calioria USA {jmhekwwc}@cs.ucla.edu Absrac. Because persoal iormaio ca be ierred rom associaios
Combining Adaptive Filtering and IF Flows to Detect DDoS Attacks within a Router
KSII RANSAIONS ON INERNE AN INFORMAION SYSEMS VOL. 4, NO. 3, Jue 2 428 opyrigh c 2 KSII ombiig Adapive Filerig ad IF Flows o eec os Aacks wihi a Rouer Ruoyu Ya,2, Qighua Zheg ad Haifei Li 3 eparme of ompuer
Studies in sport sciences have addressed a wide
REVIEW ARTICLE TRENDS i Spor Scieces 014; 1(1: 19-5. ISSN 99-9590 The eed o repor effec size esimaes revisied. A overview of some recommeded measures of effec size MACIEJ TOMCZAK 1, EWA TOMCZAK Rece years
A panel data approach for fashion sales forecasting
A pael daa approach for fashio sales forecasig Shuyu Re([email protected]), Tsa-Mig Choi, Na Liu Busiess Divisio, Isiue of Texiles ad Clohig, The Hog Kog Polyechic Uiversiy, Hug Hom, Kowloo, Hog Kog Absrac:
Procedia - Social and Behavioral Sciences 109 ( 2014 ) 590 594
Available olie a www.scieceirec.com ScieceDirec Proceia - Social a Behavioral Scieces 109 ( 2014 ) 590 594 2 Worl Coferece O Busiess, Ecoomics A Maageme - WCBEM2013 Aalyzig he applicaios of cusomer lifeime
A Queuing Model of the N-design Multi-skill Call Center with Impatient Customers
Ieraioal Joural of u- ad e- ervice, ciece ad Techology Vol.8, o., pp.- hp://dx.doi.org/./ijuess..8.. A Queuig Model of he -desig Muli-skill Call Ceer wih Impaie Cusomers Chuya Li, ad Deua Yue Yasha Uiversiy,
Research Article Dynamic Pricing of a Web Service in an Advance Selling Environment
Hidawi Publishig Corporaio Mahemaical Problems i Egieerig Volume 215, Aricle ID 783149, 21 pages hp://dx.doi.org/1.1155/215/783149 Research Aricle Dyamic Pricig of a Web Service i a Advace Sellig Evirome
4. Levered and Unlevered Cost of Capital. Tax Shield. Capital Structure
4. Levered ad levered Cos Capial. ax hield. Capial rucure. Levered ad levered Cos Capial Levered compay ad CAP he cos equiy is equal o he reur expeced by sockholders. he cos equiy ca be compued usi he
Task is a schedulable entity, i.e., a thread
Real-Time Scheduling Sysem Model Task is a schedulable eniy, i.e., a hread Time consrains of periodic ask T: - s: saring poin - e: processing ime of T - d: deadline of T - p: period of T Periodic ask T
Estimating Non-Maturity Deposits
Proceedigs of he 9h WSEAS Ieraioal Coferece o SIMULATION, MODELLING AND OPTIMIZATION Esimaig No-Mauriy Deposis ELENA CORINA CIPU Uiversiy Poliehica Buchares Faculy of Applied Scieces Deparme of Mahemaics,
Hilbert Transform Relations
BULGARIAN ACADEMY OF SCIENCES CYBERNEICS AND INFORMAION ECHNOLOGIES Volume 5, No Sofia 5 Hilber rasform Relaios Each coiuous problem (differeial equaio) has may discree approximaios (differece equaios)
Ranking Optimization with Constraints
Rakig Opimizaio wih Cosrais Fagzhao Wu, Ju Xu, Hag Li, Xi Jiag Tsighua Naioal Laboraory for Iformaio Sciece ad Techology, Deparme of Elecroic Egieerig, Tsighua Uiversiy, Beijig, Chia Noah s Ark Lab, Huawei
Modeling the Nigerian Inflation Rates Using Periodogram and Fourier Series Analysis
CBN Joural of Applied Saisics Vol. 4 No.2 (December, 2013) 51 Modelig he Nigeria Iflaio Raes Usig Periodogram ad Fourier Series Aalysis 1 Chukwuemeka O. Omekara, Emmauel J. Ekpeyog ad Michael P. Ekeree
Cointegration: The Engle and Granger approach
Coinegraion: The Engle and Granger approach Inroducion Generally one would find mos of he economic variables o be non-saionary I(1) variables. Hence, any equilibrium heories ha involve hese variables require
APPLICATIONS OF GEOMETRIC
APPLICATIONS OF GEOMETRIC SEQUENCES AND SERIES TO FINANCIAL MATHS The mos powerful force i he world is compoud ieres (Alber Eisei) Page of 52 Fiacial Mahs Coes Loas ad ivesmes - erms ad examples... 3 Derivaio
How To Calculate Price Elasiciy Per Capia Per Capi
Price elasiciy of demand for crude oil: esimaes for 23 counries John C.B. Cooper Absrac This paper uses a muliple regression model derived from an adapaion of Nerlove s parial adjusmen model o esimae boh
Distributed Containment Control with Multiple Dynamic Leaders for Double-Integrator Dynamics Using Only Position Measurements
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 57, NO. 6, JUNE 22 553 Disribued Coaime Corol wih Muliple Dyamic Leaders for Double-Iegraor Dyamics Usig Oly Posiio Measuremes Jiazhe Li, Wei Re, Member, IEEE,
COLLECTIVE RISK MODEL IN NON-LIFE INSURANCE
Ecoomic Horizos, May - Augus 203, Volume 5, Number 2, 67-75 Faculy of Ecoomics, Uiversiy of Kragujevac UDC: 33 eissn 227-9232 www. ekfak.kg.ac.rs Review paper UDC: 005.334:368.025.6 ; 347.426.6 doi: 0.5937/ekohor30263D
3. Cost of equity. Cost of Debt. WACC.
Corporae Fiace [09-0345] 3. Cos o equiy. Cos o Deb. WACC. Cash lows Forecass Cash lows or equiyholders ad debors Cash lows or equiyholders Ecoomic Value Value o capial (equiy ad deb) - radiioal approach
A New Simple Proof of the No-arbitrage Theorem for Multi-period Binomial Model
Inernaional Jornal of Bsiness an Social Science ol No ; Jl A New Simple Proof of e No-arbirage eorem for Mli-perio Binomial Moel Liang Hong ASA PD Assisan Professor of Maemaics an Acarial science Deparmen
Capacitors and inductors
Capaciors and inducors We coninue wih our analysis of linear circuis by inroducing wo new passive and linear elemens: he capacior and he inducor. All he mehods developed so far for he analysis of linear
A formulation for measuring the bullwhip effect with spreadsheets Una formulación para medir el efecto bullwhip con hojas de cálculo
irecció y rgaizació 48 (01) 9-33 9 www.revisadyo.com A formulaio for measurig he bullwhip effec wih spreadshees Ua formulació para medir el efeco bullwhip co hojas de cálculo Javier Parra-Pea 1, Josefa
Improving Survivability through Traffic Engineering in MPLS Networks
Improvig Survivabiiy hrough Traffic Egieerig i MPLS Neworks Mia Ami, Ki-Ho Ho, George Pavou, ad Michae Howarh Cere for Commuicaio Sysems Research, Uiversiy of Surrey, UK Emai:{M.Ami, K.Ho, G.Pavou, M.Howarh}@eim.surrey.ac.uk
Stock Trading with Recurrent Reinforcement Learning (RRL) CS229 Application Project Gabriel Molina, SUID 5055783
Sock raing wih Recurren Reinforcemen Learning (RRL) CS9 Applicaion Projec Gabriel Molina, SUID 555783 I. INRODUCION One relaively new approach o financial raing is o use machine learning algorihms o preic
On alternative methods of determining Radius of Curvature using Newton s Rings set up
Inernaional Leers of Chemisry, Physics and Asronomy Online: 0-03-5 ISSN: 99-3843, Vol. 48, pp 7-31 doi:10.1805/www.scipress.com/ilcpa.48.7 0 SciPress Ld., Swizerland On alernaive mehods of deermining Radius
Circularity and the Undervaluation of Privatised Companies
CMPO Workig Paper Series No. 1/39 Circulariy ad he Udervaluaio of Privaised Compaies Paul Grou 1 ad a Zalewska 2 1 Leverhulme Cere for Marke ad Public Orgaisaio, Uiversiy of Brisol 2 Limburg Isiue of Fiacial
12. Spur Gear Design and selection. Standard proportions. Forces on spur gear teeth. Forces on spur gear teeth. Specifications for standard gear teeth
. Spur Gear Desig ad selecio Objecives Apply priciples leared i Chaper 11 o acual desig ad selecio of spur gear sysems. Calculae forces o eeh of spur gears, icludig impac forces associaed wih velociy ad
Answer, Key Homework 2 David McIntyre 45123 Mar 25, 2004 1
Answer, Key Homework 2 Daid McInyre 4123 Mar 2, 2004 1 This prin-ou should hae 1 quesions. Muliple-choice quesions may coninue on he ne column or page find all choices before making your selecion. The
PERFORMANCE COMPARISON OF TIME SERIES DATA USING PREDICTIVE DATA MINING TECHNIQUES
, pp.-57-66. Available olie a hp://www.bioifo.i/coes.php?id=32 PERFORMANCE COMPARISON OF TIME SERIES DATA USING PREDICTIVE DATA MINING TECHNIQUES SAIGAL S. 1 * AND MEHROTRA D. 2 1Deparme of Compuer Sciece,
The Term Structure of Interest Rates
The Term Srucure of Ieres Raes Wha is i? The relaioship amog ieres raes over differe imehorizos, as viewed from oday, = 0. A cocep closely relaed o his: The Yield Curve Plos he effecive aual yield agais
Why we use compounding and discounting approaches
Comoudig, Discouig, ad ubiased Growh Raes Near Deb s school i Souher Colorado. A examle of slow growh. Coyrigh 000-04, Gary R. Evas. May be used for o-rofi isrucioal uroses oly wihou ermissio of he auhor.
The dog-and-rabbit chase problem as an exercise in introductory kinematics
The dog-and-rabbi chase problem as an exercise in inrodcor kinemaics O I Chashchina 1 Z KSilagadze 1 1 Deparmen of Phsics Novosibirsk Sae Universi 63 9 Novosibirsk Rssia Bdker Insie of Nclear Phsics 63
Granger Causality Analysis in Irregular Time Series
Grager Causaliy Aalysis i Irregular Time Series Mohammad Taha Bahadori Ya Liu Absrac Learig emporal causal srucures bewee ime series is oe of he key ools for aalyzig ime series daa. I may real-world applicaios,
The All New... TACO ZONE CONTROLS WIRING GUIDE
he All ew... ACO ZOE COROLS WIRIG GUIDE Pages Switching Relays Single Zone Wiring 4 Switching Relays Oil Boiler Wiring Safety otice 5 Switching Relays O EXP Connected ogether with Priority 6 9 Switching
Introduction to Statistical Analysis of Time Series Richard A. Davis Department of Statistics
Iroduio o Saisial Aalysis of Time Series Rihard A. Davis Deparme of Saisis Oulie Modelig obeives i ime series Geeral feaures of eologial/eviromeal ime series Compoes of a ime series Frequey domai aalysis-he
Caring for trees and your service
Caring for rees and your service Line clearing helps preven ouages FPL is commied o delivering safe, reliable elecric service o our cusomers. Trees, especially palm rees, can inerfere wih power lines and
Acceleration Lab Teacher s Guide
Acceleraion Lab Teacher s Guide Objecives:. Use graphs of disance vs. ime and velociy vs. ime o find acceleraion of a oy car.. Observe he relaionship beween he angle of an inclined plane and he acceleraion
REVISTA INVESTIGACION OPERACIONAL VOL. 31, No.2, 159-170, 2010
REVISTA INVESTIGACION OPERACIONAL VOL. 3, No., 59-70, 00 AN ALGORITHM TO OBTAIN AN OPTIMAL STRATEGY FOR THE MARKOV DECISION PROCESSES, WITH PROBABILITY DISTRIBUTION FOR THE PLANNING HORIZON. Gouliois E.
Journal Of Business & Economics Research September 2005 Volume 3, Number 9
Opion Pricing And Mone Carlo Simulaions George M. Jabbour, (Email: [email protected]), George Washingon Universiy Yi-Kang Liu, ([email protected]), George Washingon Universiy ABSTRACT The advanage of Mone Carlo
General Bounds for Arithmetic Asian Option Prices
The Uiversiy of Ediburgh Geeral Bouds for Arihmeic Asia Opio Prices Colombia FX Opio Marke Applicaio MSc Disseraio Sude: Saiago Sozizky s1200811 Supervisor: Dr. Soirios Sabais Augus 16 h 2013 School of
Underwater Landslide Shape, Motion, Deformation, and Tsunami Generation
Prceedigs f The Thireeh (2003) Ieraial Offshre ad Plar Egieerig Cferece Hll, Hawaii, USA, May 25 30, 2003 Cpyrigh 2003 by The Ieraial Sciey f Offshre ad Plar Egieers ISBN 1 880653-60 5 (Se); ISSN 1098
Chapter 2 Problems. 3600s = 25m / s d = s t = 25m / s 0.5s = 12.5m. Δx = x(4) x(0) =12m 0m =12m
Chaper 2 Problems 2.1 During a hard sneeze, your eyes migh shu for 0.5s. If you are driving a car a 90km/h during such a sneeze, how far does he car move during ha ime s = 90km 1000m h 1km 1h 3600s = 25m
Optimal Stock Selling/Buying Strategy with reference to the Ultimate Average
Opimal Sock Selling/Buying Sraegy wih reference o he Ulimae Average Min Dai Dep of Mah, Naional Universiy of Singapore, Singapore Yifei Zhong Dep of Mah, Naional Universiy of Singapore, Singapore July
The Transport Equation
The Transpor Equaion Consider a fluid, flowing wih velociy, V, in a hin sraigh ube whose cross secion will be denoed by A. Suppose he fluid conains a conaminan whose concenraion a posiion a ime will be
Exchange Rates, Risk Premia, and Inflation Indexed Bond Yields. Richard Clarida Columbia University, NBER, and PIMCO. and
Exchage Raes, Risk Premia, ad Iflaio Idexed Bod Yields by Richard Clarida Columbia Uiversiy, NBER, ad PIMCO ad Shaowe Luo Columbia Uiversiy Jue 14, 2014 I. Iroducio Drawig o ad exedig Clarida (2012; 2013)
Silicon Diffused Power Transistor
GENERAL DESCRIPTION High volage, high-speed swiching npn ransisors in a fully isolaed SOT99 envelope, primarily for use in horizonal deflecion circuis of colour elevision receivers. QUICK REFERENCE DATA
Reaction Rates. Example. Chemical Kinetics. Chemical Kinetics Chapter 12. Example Concentration Data. Page 1
Page Chemical Kieics Chaper O decomposiio i a isec O decomposiio caalyzed by MO Chemical Kieics I is o eough o udersad he soichiomery ad hermodyamics of a reacio; we also mus udersad he facors ha gover
Teaching Bond Valuation: A Differential Approach Demonstrating Duration and Convexity
JOURNAL OF EONOMIS AND FINANE EDUATION olume Number 2 Wier 2008 3 Teachig Bod aluaio: A Differeial Approach Demosraig Duraio ad ovexi TeWah Hah, David Lage ABSTRAT A radiioal bod pricig scheme used i iroducor
ON THE RISK-NEUTRAL VALUATION OF LIFE INSURANCE CONTRACTS WITH NUMERICAL METHODS IN VIEW ABSTRACT KEYWORDS 1. INTRODUCTION
ON THE RISK-NEUTRAL VALUATION OF LIFE INSURANCE CONTRACTS WITH NUMERICAL METHODS IN VIEW BY DANIEL BAUER, DANIELA BERGMANN AND RÜDIGER KIESEL ABSTRACT I rece years, marke-cosise valuaio approaches have
ISABEL MARIA FERRAZ CORDEIRO ABSTRACT
SOME NOTES ON THE AVERAGE DURATION OF AN INCOME PROTECTION CLAIM* BY ISABEL MARIA FERRAZ CORDEIRO ABSTRACT Coreiro (2002a) has presene a muliple sae moel for Income Proecion (formerly known as Permanen
Module 4. Single-phase AC circuits. Version 2 EE IIT, Kharagpur
Module 4 Single-phase A circuis ersion EE T, Kharagpur esson 5 Soluion of urren in A Series and Parallel ircuis ersion EE T, Kharagpur n he las lesson, wo poins were described:. How o solve for he impedance,
A GLOSSARY OF MAIN TERMS
he aedix o his glossary gives he mai aggregae umber formulae used for cosumer rice (CI) uroses ad also exlais he ierrelaioshis bewee hem. Acquisiios aroach Addiiviy Aggregae Aggregaio Axiomaic, or es aroach
Why Did the Demand for Cash Decrease Recently in Korea?
Why Did he Demand for Cash Decrease Recenly in Korea? Byoung Hark Yoo Bank of Korea 26. 5 Absrac We explores why cash demand have decreased recenly in Korea. The raio of cash o consumpion fell o 4.7% in
Statistical Profile Generation for Traffic Monitoring Using Real-time UAV based Video Data
Proceedig o he 5h Medierraea Coerece o Corol & Auomaio, July 27-29, 27, Ahe - Greece 34-7 Saiical Proile Geeraio or raic Moiorig Uig Real-ime UAV baed Video Daa A. Puri, K. P. Valavai ad M. Koii Deparme
Inductance and Transient Circuits
Chaper H Inducance and Transien Circuis Blinn College - Physics 2426 - Terry Honan As a consequence of Faraday's law a changing curren hrough one coil induces an EMF in anoher coil; his is known as muual
A New Hybrid Network Traffic Prediction Method
This full ex paper was peer reviewed a he direcio of IEEE Couicaios Sociey subjec aer expers for publicaio i he IEEE Globeco proceedigs. A New Hybrid Nework Traffic Predicio Mehod Li Xiag, Xiao-Hu Ge,
Developing Equity Release Markets: Risk Analysis for Reverse Mortgage and Home Reversion
Developing Equiy Release Markes: Risk Analysis for Reverse Morgage and Home Reversion Daniel Alai, Hua Chen, Daniel Cho, Kaja Hanewald, Michael Sherris Developing he Equiy Release Markes 8 h Inernaional
1. Introduction - 1 -
The Housig Bubble ad a New Approach o Accouig for Housig i a CPI W. Erwi iewer (Uiversiy of Briish Columbia), Alice O. Nakamura (Uiversiy of Albera) ad Leoard I. Nakamura (Philadelphia Federal Reserve
Principal components of stock market dynamics. Methodology and applications in brief (to be updated ) Andrei Bouzaev, bouzaev@ya.
Principal componens of sock marke dynamics Mehodology and applicaions in brief o be updaed Andrei Bouzaev, [email protected] Why principal componens are needed Objecives undersand he evidence of more han one
An Approach for Measurement of the Fair Value of Insurance Contracts by Sam Gutterman, David Rogers, Larry Rubin, David Scheinerman
A Approach for Measureme of he Fair Value of Isurace Coracs by Sam Guerma, David Rogers, Larry Rubi, David Scheierma Absrac The paper explores developmes hrough 2006 i he applicaio of marke-cosise coceps
Determinants of Public and Private Investment An Empirical Study of Pakistan
eraioal Joural of Busiess ad Social Sciece Vol. 3 No. 4 [Special ssue - February 2012] Deermias of Public ad Privae vesme A Empirical Sudy of Pakisa Rabia Saghir 1 Azra Kha 2 Absrac This paper aalyses
On the analytic solution for the steady drainage of magnetohydrodynamic (MHD) Sisko fluid film down a vertical belt
Available a hp://pvamu.edu/aam Appl. Appl. Mah. IN: 193-9466 Vol. 10, Issue 1 (Jue 015), pp. 67-86 Applicaios ad Applied Mahemaics: A Ieraioal Joural (AAM) O he aalyic soluio for he seady draiage of mageohydrodyamic
Single-machine Scheduling with Periodic Maintenance and both Preemptive and. Non-preemptive jobs in Remanufacturing System 1
Absrac number: 05-0407 Single-machine Scheduling wih Periodic Mainenance and boh Preempive and Non-preempive jobs in Remanufacuring Sysem Liu Biyu hen Weida (School of Economics and Managemen Souheas Universiy
Chapter 8: Regression with Lagged Explanatory Variables
Chaper 8: Regression wih Lagged Explanaory Variables Time series daa: Y for =1,..,T End goal: Regression model relaing a dependen variable o explanaory variables. Wih ime series new issues arise: 1. One
A Note on Using the Svensson procedure to estimate the risk free rate in corporate valuation
A Noe on Using he Svensson procedure o esimae he risk free rae in corporae valuaion By Sven Arnold, Alexander Lahmann and Bernhard Schwezler Ocober 2011 1. The risk free ineres rae in corporae valuaion
Representing Topological Relationships for Moving Objects
Represening Topological Relaionships for Moving Objecs Erlend Tøssebro 1 and Mads Ngård 2 1 Deparmen of Elecronics and Compuer Science, Universi of Savanger, NO-4036 Savanger, Norwa [email protected]
1.- L a m e j o r o p c ió n e s c l o na r e l d i s co ( s e e x p li c a r á d es p u é s ).
PROCEDIMIENTO DE RECUPERACION Y COPIAS DE SEGURIDAD DEL CORTAFUEGOS LINUX P ar a p od e r re c u p e ra r nu e s t r o c o rt a f u e go s an t e un d es a s t r e ( r ot u r a d e l di s c o o d e l a
Unsteady State Molecular Diffusion
Chaper. Differeial Mass Balae Useady Sae Moleular Diffusio Whe he ieral oeraio gradie is o egligible or Bi
Mortality Variance of the Present Value (PV) of Future Annuity Payments
Morali Variance of he Presen Value (PV) of Fuure Annui Pamens Frank Y. Kang, Ph.D. Research Anals a Frank Russell Compan Absrac The variance of he presen value of fuure annui pamens plas an imporan role
Mathematics in Pharmacokinetics What and Why (A second attempt to make it clearer)
Mahemaics in Pharmacokineics Wha and Why (A second aemp o make i clearer) We have used equaions for concenraion () as a funcion of ime (). We will coninue o use hese equaions since he plasma concenraions
Analogue and Digital Signal Processing. First Term Third Year CS Engineering By Dr Mukhtiar Ali Unar
Analogue and Digial Signal Processing Firs Term Third Year CS Engineering By Dr Mukhiar Ali Unar Recommended Books Haykin S. and Van Veen B.; Signals and Sysems, John Wiley& Sons Inc. ISBN: 0-7-380-7 Ifeachor
A Digital Signature with Threshold Generation and Verification
Digial ignare wih Threshold Generaion and Verificaion nder Lal * and Manoj mar * *!"# $# bsrac - This paper proposes a signare scheme where he signares are generaed b he cooperaion of a nmber of people
Managing Learning and Turnover in Employee Staffing*
Maagig Learig ad Turover i Employee Saffig* Yog-Pi Zhou Uiversiy of Washigo Busiess School Coauhor: Noah Gas, Wharo School, UPe * Suppored by Wharo Fiacial Isiuios Ceer ad he Sloa Foudaio Call Ceer Operaios
A Re-examination of the Joint Mortality Functions
Norh merican cuarial Journal Volume 6, Number 1, p.166-170 (2002) Re-eaminaion of he Join Morali Funcions bsrac. Heekung Youn, rkad Shemakin, Edwin Herman Universi of S. Thomas, Sain Paul, MN, US Morali
CHARGE AND DISCHARGE OF A CAPACITOR
REFERENCES RC Circuis: Elecrical Insrumens: Mos Inroducory Physics exs (e.g. A. Halliday and Resnick, Physics ; M. Sernheim and J. Kane, General Physics.) This Laboraory Manual: Commonly Used Insrumens:
The Application of Multi Shifts and Break Windows in Employees Scheduling
The Applicaion of Muli Shifs and Brea Windows in Employees Scheduling Evy Herowai Indusrial Engineering Deparmen, Universiy of Surabaya, Indonesia Absrac. One mehod for increasing company s performance
Introduction to Hypothesis Testing
Iroducio o Hyohei Teig Iroducio o Hyohei Teig Scieific Mehod. Sae a reearch hyohei or oe a queio.. Gaher daa or evidece (obervaioal or eerimeal) o awer he queio. 3. Summarize daa ad e he hyohei. 4. Draw
Numerical Solution of Differential and Integral Equations
5 Numerical Soluio o Diereial ad Iegral Equaios The aspec o he calculus o Newo ad Leibiz ha allowed he mahemaical descripio o he phsical world is he abili o icorporae derivaives ad iegrals io equaios ha
EURODOLLAR FUTURES AND OPTIONS: CONVEXITY ADJUSTMENT IN HJM ONE-FACTOR MODEL
EURODOLLAR FUTURES AND OPTIONS: CONVEXITY ADJUSTMENT IN HJM ONE-FACTOR MODEL MARC HENRARD Absrac. In his noe we give pricing formlas for differen insrmens linked o rae fres ero-dollar fres. We provide
Capital Budgeting: a Tax Shields Mirage?
Theoreical ad Applied Ecoomics Volume XVIII (211), No. 3(556), pp. 31-4 Capial Budgeig: a Tax Shields Mirage? Vicor DRAGOTĂ Buchares Academy of Ecoomic Sudies [email protected] Lucia ŢÂŢU Buchares
1 HALF-LIFE EQUATIONS
R.L. Hanna Page HALF-LIFE EQUATIONS The basic equaion ; he saring poin ; : wrien for ime: x / where fracion of original maerial and / number of half-lives, and / log / o calculae he age (# ears): age (half-life)
Optimal Control Formulation using Calculus of Variations
Lecure 5 Opimal Conrol Formulaion using Calculus o Variaions Dr. Radhakan Padhi Ass. Proessor Dep. o Aerospace Engineering Indian Insiue o Science - Bangalore opics Opimal Conrol Formulaion Objecive &
A = p 4 (0.05)2 = 1.9635(10-3 ) m 2. J = p 2 (0.025)4 = 0.61359(10-4 ) m 4. s = P A = 2(10 3 ) 1.9635(10-3 = 1.019 MPa. t = Tc J = 500(0.
014 Pearson Educaion, Inc., Upper Saddle River, NJ. All righs reserved. This maerial is proeced under all copyrigh laws as hey currenly exis. No porion of his maerial may be reproduced, in any form or
The Journey. Roadmaps. 2 Architecture. 3 Innovation. Smart City
The Journe 1 Roadmaps 2 Archiecure 3 Innovaion Uili Mobili Living Enr Poins o a Grid Journe Sraeg COMM projec Evoluion no Revoluion IT Concerns Daa Mgm Inegraion Archiecure Analics Regulaor Analics Disribued
Fuzzy Task Assignment Model of Web Services Supplier
Advaed Siee ad Tehology eers Vol.78 (Mulrab 2014),.43-48 h://dx.doi.org/10.14257/asl.2014.78.08 Fuzzy Task Assige Model of Web Servies Sulier Su Jia 1,2,Peg Xiu-ya 1, *, Xu Yig 1,3, Wag Pei-lei 2, Ma Na-ji
