Browsing by Subject "Standard deviation"

Now showing 1 - 4 of 4

Open Access
A gPC-based approach to uncertain transonic aerodynamics
(2010) Simon F.; Guillen P.; Sagaut P.; Lucor, D.
The present paper focus on the stochastic response of a two-dimensional transonic airfoil to parametric uncertainties. Both the freestream Mach number and the angle of attack are considered as random parameters and the generalized Polynomial Chaos (gPC) theory is coupled with standard deterministic numerical simulations through a spectral collocation projection methodology. The results allow for a better understanding of the flow sensitivity to such uncertainties and underline the coupling process between the stochastic parameters. Two kinds of non-linearities are critical with respect to the skin-friction uncertainties: on one hand, the leeward shock movement characteristic of the supercritical profile and on the other hand, the boundary-layer separation on the aft part of the airfoil downstream the shock. The sensitivity analysis, thanks to the Sobol' decomposition, shows that a strong non-linear coupling exists between the uncertain parameters. Comparisons with the one-dimensional cases demonstrate that the multi-dimensional parametric study is required to get the correct shape and magnitude of the standard deviation distributions of the flow quantities such as pressure and skin-friction. © 2009 Elsevier B.V.
Open Access
Investigation of personal variations in activity recognition using miniature inertial sensors and magnetometers
(IEEE, 2012-04) Yurtman, Aras; Barshan, Billur
In this paper, data acquired from five sensory units mounted on the human body, each containing a tri-axial accelerometer, gyroscope, and magnetometer, during 19 different human activities is used to calculate inter-subject and inter-activity variations using different methods and the results are summarized in various forms. Absolute, Euclidean, and dynamic time-warping distances are used to assess the similarity of the signals. The comparisons are made using the raw and normalized time-domain data, raw and normalized feature vectors. Firstly, inter-subject distances are averaged out per activity and per subject. Based on these values, the "best" subject is defined and identified according to his/her average distance to the others. Then, the averages and standard deviations of inter-activity distances are presented per subject, per unit, and per sensor. Moreover, the effects of removing the mean and the different distance measures on the results are discussed. © 2012 IEEE.
Open Access
Portfolio selection methods: an application to Istanbul Securities Exchange Market
(1991) Tuntaş, Mustafa Cem
In this study, frequently used Portfolio Theories are described and The Markowitz Mean Variance Model is used for the construction of the efficient frontier. In the construction of the efficient frontier daily price data from Istanbul Securities Exchange Market's First Market stocks during January 1 1990 - January 1 1991 period is used and the method is found useful for the ones who do not have insider information.
Open Access
Signal denoising by piecewise continuous polynomial fitting
(IEEE, 2010) Yıldız, Aykut; Arıkan, Orhan
Piecewise smooth signal denoising is cast as a non-linear optimization problem in terms of transition boundaries and a parametric smooth signal family. Optimal transition boundaries for a given number of transitions are obtained by using particle swarm optimization. The piecewise smooth section parameters are obtained as the maximum likelihood estimates conditioned on the optimal transition boundaries. The proposed algorithm is extended to the case where the number of transition boundaries are unknown by sequentially increasing number of sections until the residual error is at the level of noise standard deviation. Performance comparison with the state of the art techniques reveals the important advantages of the proposed technique. ©2010 IEEE.