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Research ArticleOpen accessEvery word in the titleAn Approximate Formula of European Option for Fractional Stochastic Volatility Jump-Diffusion ModelP. Sattayatham, A. IntarasitProblem statement: We presented option pricing when the stock prices follows a jumpdiffusion model and their stochastic volatility follows a fractional stochastic volatility model. This proposed model exhibits the a memory of a stochastic volatility model that is not expressed in the classical stochastic volatility model. Approach: We introduce an approximated method to fractional stochastic volatility model perturbed by the … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 27 Jul 2011 · 7,971 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Hybrid Approach based on Winter's Model and Weighted Fuzzy Time Series for Forecasting Trend and Seasonal DataSuhartono, Muhammad Hisyam LeeProblem statement: In the literature, the most studied of fuzzy time series for the purpose of forecasting is the first order fuzzy time series model. In this model, only the first lagged variable is used when constructing the first order fuzzy time series model. Therefore, such approaches fail to analyze accurately trend and seasonal time series which is an important … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 18 Jul 2011 · 7,948 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Linear Model for Moving Measurements Estimation in Urban Climate StudiesClaudia Cotrim Pezzuto, Lucila Chebel Labaki, Lia Toledo Moreira Mota, Alexandre Alexandre de Assis MotaProblem statement: Several methods can be adopted to study the variations in urban climate. The mobile measurement method is one of them, involving information provided by moving measurements of air temperature, that are taken in points defined along pre-established routes and also data from fixed-point temperature recording stations. Because moving measurements are made in different times along the measurement process, … …American Journal of Applied Sciences, Vol. 8, Issue 7 · 24 Jun 2011 · 7,041 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleImproving the Performance of Multivariate Bernoulli Model based Documents Clustering Algorithms using Transformation TechniquesPerumal Pitchandi, Nedunchezhian RajuProblem statement: Document clustering is the most important areas of data mining since they are very much and currently the subject of significant global research since such areas strengthen the enterprises of web intelligence, web mining, web search engine design and so forth. Generative models based on the multivariate Bernoulli and multinomial distributions have been widely used for text classification. … …Journal of Computer Science, Vol. 7, Issue 5 · 7 May 2011 · 7,284 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA New Modified Gaussian Mixture Model for Color-Texture SegmentationM. Sujaritha, S. AnnaduraiProblem statement: This study presents a new, simple and efficient modified Gaussian mixture model based clustering algorithm for color-texture segmentation. The proposed mixture model introduces a new component density function which incorporates spatial information and the weighting factor for neighborhood effect is fully adaptive to the image content. Approach: It enhances the smoothness towards piecewise-homogeneous segmentation and reduces the edge-blurring … …Journal of Computer Science, Vol. 7, Issue 2 · 25 Feb 2011 · 7,332 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleAnalysis of the Model Checkers' Input Languages for Modeling Traffic Light SystemsPathiah Abdul Samat, Abdullah Mohd Zin, Zarina ShukurProblem statement: Model checking is an automated verification technique that can be used for verifying properties of a system. A number of model checking systems have been developed over the last few years. However, there is no guideline that is available for selecting the most suitable model checker to be used to model a particular system. Approach: In this study, … …Journal of Computer Science, Vol. 7, Issue 2 · 25 Feb 2011 · 7,890 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleTime Series Forecasting by using Seasonal Autoregressive Integrated Moving Average: Subset, Multiplicative or Additive ModelSuhartonoProblem statement: Most of Seasonal Autoregressive Integrated Moving Average (SARIMA) models that used for forecasting seasonal time series are multiplicative SARIMA models. These models assume that there is a significant parameter as a result of multiplication between nonseasonal and seasonal parameters without testing by certain statistical test. Moreover, most popular statistical software such as MINITAB and SPSS only has facility … …Journal of Mathematics and Statistics, Vol. 7, Issue 1 · 29 Jan 2011 · 18,307 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleAcoustic Model Adaptation for Indonesian Language Utterance Training SystemLinda Indrayanti, Yoshifumi Chisaki, Tsuyoshi UsagawaProblem statement: In order to build an utterance training system for Indonesian language, a speech recognition system designed for Indonesian is necessary. However, the system hardly works well due to the pronunciation variants of non-native utterances may lead to substitution/deletion error. This research investigated the pronunciation variant and proposes acoustic model adaptation to improve performance of the system. Approach: The … …Journal of Computer Science, Vol. 6, Issue 11 · 23 Oct 2010 · 7,173 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleModeling and Controller Design of an Electro-Hydraulic Actuator SystemM. F. Rahmat, S. Md. Rozali, N. Abdul Wahab et al.Problem statement: Electro-hydraulic actuators are widely used in motion control application. Its valve needs to be controlled to determine direction of the motion. Mathematical modeling is a description of a system in terms of equations. It can be divided into two parts; physical modeling and system identification. The objective of this study was to obtain mathematical model of an electro-hydraulic … …American Journal of Applied Sciences, Vol. 7, Issue 8 · 31 Aug 2010 · 11,187 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleModeling A Multi-Compartments Biological System with Membrane ComputingRavie Chandren Muniyandi, Abdullah Mohd. ZinProblem statement: Most of the biological systems have been hierarchical in structure with processes interacting between different compartments. Membrane computing formalism has provided modeling capabilities in representing the structure of biological systems. Approach: This study was carried to investigate the modeling of a multi-compartment biological system by using membrane computing formalism. The hormone-induced calcium oscillations in liver cells which was … …Journal of Computer Science, Vol. 6, Issue 10 · 10 Aug 2010 · 7,258 accessesView PDFCite