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Gravitational Deep Convoluted Stacked Kernel Extreme Learning Based Classification for Face Recognition 基于重力深度卷积堆叠核极限学习的人脸识别分类
Q4 ENGINEERING, ELECTRICAL & ELECTRONIC Pub Date : 2023-10-24 DOI: 10.32985/ijeces.14.8.9
Gowri A, J. Abdul Samath
In recent times, researchers have designed several deep learning (DL) algorithms and specifically face recognition (FR) made an extensive crossover. Deep Face Recognition systems took advantage of the hierarchical framework of the DL algorithms to learn discriminative face characterization. However, when handling severe occlusions in a face, the execution of present-day methods reduces appreciably. Several prevailing works regard that, when face recognition is taken into consideration, affinity materializes to be a pivotal recognition feature. However, the rate of affinity changes when the face image for recognition is found to be illuminated, and occluded, with changes in the age of the subject. Motivated by these issues, in this work a novel method called Gravitational Deep Convoluted Stacked Kernel Extreme Learning-based (GDC-SKEL) classification for face recognition is proposed for human face recognition problems in frontal views with varying age, illumination, and occlusion. First, with the face images provided as input, Gravitational Center Loss-based Face Alignment model is proposed to minimize the intra-class difference, which can overcome the influence of occlusion in face images. Second, Deep Convoluted Tikhonov Regularization-based Facial Region Feature extraction is applied to the occlusion-removed face images. Here, by employing the Convoluted Tikhonov Regularization function, salient features are said to be extracted with an age-invariant representation. Finally, Stacked Kernel Extreme Learning-based Classification is designed. The extracted features are given to the Stacked Kernel Extreme Learning-based Classification and to identify testing samples Stacked Kernel is utilized. The performance of GDC-SKEL is evaluated on Cross-Age Celebrity Dataset. Experimental results are compared with other state-of-the-art classifiers in terms of face recognition accuracy, face recognition time, PSNR, and False Positive Rate which shows the effectiveness of the proposed GDC-SKEL classifier.
近年来,研究人员设计了几种深度学习(DL)算法,特别是人脸识别(FR)算法进行了广泛的交叉。深度人脸识别系统利用深度学习算法的层次框架来学习判别人脸特征。然而,当处理面部严重的咬合时,当前方法的执行明显减少。一些流行的研究认为,当考虑人脸识别时,亲和力是一个关键的识别特征。然而,当被识别的人脸图像被照亮或遮挡时,亲和性的速率随着被识别对象年龄的变化而变化。基于这些问题,本研究提出了一种基于重力深度卷积堆叠核极限学习(gdc - skl)的人脸识别新方法,用于不同年龄、光照和遮挡的正面视图下的人脸识别问题。首先,以提供的人脸图像为输入,提出了基于重力中心损失的人脸对齐模型,最小化类内差异,克服了遮挡对人脸图像的影响;其次,将基于深度卷积Tikhonov正则化的人脸区域特征提取应用于去遮挡后的人脸图像。在这里,通过使用卷积Tikhonov正则化函数,可以用年龄不变表示提取显著特征。最后,设计了基于堆叠核极限学习的分类算法。将提取的特征交给基于堆叠核极限学习的分类算法,并利用堆叠核对测试样本进行识别。在跨年龄名人数据集上对GDC-SKEL的性能进行了评估。在人脸识别准确率、人脸识别时间、PSNR和误报率等方面,将实验结果与其他最先进的分类器进行了比较,验证了GDC-SKEL分类器的有效性。
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引用次数: 0
AI-Based Q-Learning Approach for Performance Optimization in MIMO-NOMA Wireless Communication Systems 基于ai的MIMO-NOMA无线通信系统性能优化q -学习方法
Q4 ENGINEERING, ELECTRICAL & ELECTRONIC Pub Date : 2023-10-24 DOI: 10.32985/ijeces.14.8.3
Ammar A. Majeed, Douaa Ali Saed, Ismail Hburi
In this paper, we investigate the performance enhancement of Multiple Input, Multiple Output, and Non-Orthogonal Multiple Access (MIMO-NOMA) wireless communication systems using an Artificial Intelligence (AI) based Q-Learning reinforcement learning approach. The primary challenge addressed is the optimization of power allocation in a MIMO-NOMA system, a complex task given the non-convex nature of the problem. Our proposed Q-Learning approach adaptively adjusts power allocation strategy for proximal and distant users, optimizing the trade-off between various conflicting metrics and significantly improving the system’s performance. Compared to traditional power allocation strategies, our approach showed superior performance across three principal parameters: spectral efficiency, achievable sum rate, and energy efficiency. Specifically, our methodology achieved approximately a 140% increase in the achievable sum rate and about 93% improvement in energy efficiency at a transmitted power of 20 dB while also enhancing spectral efficiency by approximately 88.6% at 30 dB transmitted Power. These results underscore the potential of reinforcement learning techniques, particularly Q-Learning, as practical solutions for complex optimization problems in wireless communication systems. Future research may investigate the inclusion of enhanced channel simulations and network limitations into the machine learning framework to assess the feasibility and resilience of such intelligent approaches.
在本文中,我们使用基于人工智能(AI)的Q-Learning强化学习方法研究了多输入、多输出和非正交多址(MIMO-NOMA)无线通信系统的性能增强。解决的主要挑战是MIMO-NOMA系统中的功率分配优化,这是一个复杂的任务,因为问题的非凸性质。我们提出的Q-Learning方法自适应地调整近端和远端用户的功率分配策略,优化各种冲突指标之间的权衡,显著提高系统性能。与传统的功率分配策略相比,我们的方法在三个主要参数上表现出卓越的性能:频谱效率、可实现的和速率和能源效率。具体来说,我们的方法在传输功率为20 dB时实现了可实现的和率提高约140%,能源效率提高约93%,同时在传输功率为30 dB时提高了频谱效率约88.6%。这些结果强调了强化学习技术的潜力,特别是Q-Learning,作为无线通信系统中复杂优化问题的实用解决方案。未来的研究可能会研究将增强的通道模拟和网络限制纳入机器学习框架,以评估这种智能方法的可行性和弹性。
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引用次数: 0
Survivability with Adaptive Routing and Reactive Defragmentation in IP-over-EON after A Router Outage 路由器中断后IP-over-EON中自适应路由和反应性碎片整理的生存能力
Q4 ENGINEERING, ELECTRICAL & ELECTRONIC Pub Date : 2023-10-24 DOI: 10.32985/ijeces.14.8.5
M. Ridwansyah, Syafruddin Syarif, D. Dewiani, S.T. Wardi
The occurrence of a router outage in the IP layer can lead to network survivability issues in IP-over-elastic-optical networks with consequent effects on the existing connections used in transiting the router. This usually leads to the application of a path to recover any affected traffic by utilizing the spare capacity of the unaffected lightpath on each link. However, the spare capacity in some links is sometimes insufficient and thus needs to be spectrally expanded. A new lightpath is also sometimes required when it is impossible to implement the first process. It is important to note that both processes normally lead to a large number of lightpath reconfigurations when applied to different unaffected lightpaths. Therefore, this study proposes an adaptive routing strategy to generate the best path with the ability to optimize the use of unaffected lightpaths to perform reconfiguration and minimize the addition of free spectrum during the expansion process. The reactive defragmentation strategy is also applied when it is impossible to apply spectrum expansion because of the obstruction of the neighboring spectrum. This proposed strategy is called lightpath reconfiguration and spectrum expansion with reactive defragmentation (LRSE+RD), and its performance was compared to the first Shortest Path (1SP) as the benchmark without a reactive defragmentation strategy. The simulation conducted for the two topologies with two traffic conditions showed that LRSE+RD succeeded in reducing the lightpath reconfigurations, new lightpath number, and additional power consumption, including the additional operational expense compared to 1SP.
在IP层发生路由器中断可能导致IP-over-elastic-optical网络中的网络生存性问题,从而对用于传输路由器的现有连接产生影响。这通常导致通过利用每个链路上未受影响的光路的备用容量来恢复任何受影响的流量的应用路径。但是,某些链路的备用容量有时不足,因此需要进行频谱扩展。当不可能实现第一个过程时,有时也需要新的光路。值得注意的是,当应用于不同的未受影响的光路时,这两个过程通常会导致大量的光路重新配置。因此,本研究提出了一种自适应路由策略,以生成最佳路径,并能够优化使用未受影响的光路进行重新配置,并在扩展过程中最大限度地减少自由频谱的增加。当由于邻近谱的阻碍而无法进行谱扩展时,也可以采用反应性碎片整理策略。该策略被称为光路重构和光谱扩展与反应性碎片整理(LRSE+RD),并将其性能与第一最短路径(1SP)作为基准进行了比较。在两种交通条件下对两种拓扑进行的仿真表明,与1SP相比,LRSE+RD成功地减少了光路重构、新光路数量和额外的功耗,包括额外的运营费用。
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引用次数: 0
Beamforming Array Antenna Technique Based on Partial Update Adaptive Algorithms 基于部分更新自适应算法的波束形成阵列天线技术
Q4 ENGINEERING, ELECTRICAL & ELECTRONIC Pub Date : 2023-10-24 DOI: 10.32985/ijeces.14.8.1
Zahraa A. Shubber, Thamer M. Jamel, Ali. K. Nahar
The most important issues for improving the performance of modern wireless communication systems are interference cancellation, efficient use of energy, improved spectral efficiency and increased system security. Beamforming Array Antenna (BAA) is one of the efficient methods used for this purpose. Full band BAA, on the other hand, will suffer from a large number of controllable elements, a long convergence time and the complexity of the beamforming network. Since no attempt had previously been made to use Partial Update (PU) for BAA, the main novelty and contribution of this paper was to use PU instead of full band adaptive algorithms. PU algorithms will connect to a subset of the array elements rather than all of them. As a result, a common number of working antennas for the system's entire cells can be reduced to achieve overall energy efficiency and high cost-effectiveness. In this paper, we propose a new architectural model that employs PU adaptive algorithms to control and minimize the number of phase shifters, thereby reducing the number of base station antennas. We will concentrate on PU LMS (Least Mean Square) algorithms such as sequential-LMS, M-max LMS, periodic-LMS, and stochastic-LMS. According to simulation results using a Uniform Linear Array (ULA) and three communications channels, the M-max-LMS, periodic LMS, and stochastic LMS algorithms perform similarly to the full band LMS algorithm in terms of square error, tracking weight coefficients, and estimation input signal, with a quick convergence time, low level of error signal at steady state and keeping null steering's interference-suppression capability intact.
为了提高现代无线通信系统的性能,最重要的问题是消除干扰、有效利用能量、提高频谱效率和提高系统安全性。波束形成阵列天线(BAA)是实现这一目标的有效方法之一。而全频带BAA则存在可控因素多、收敛时间长、波束形成网络复杂等问题。由于以前没有尝试使用部分更新(PU)进行BAA,因此本文的主要新颖和贡献在于使用PU代替全波段自适应算法。PU算法将连接到数组元素的子集,而不是所有元素。因此,可以减少系统整个单元的共同工作天线数量,以实现整体能源效率和高成本效益。在本文中,我们提出了一种新的架构模型,该模型采用PU自适应算法来控制和最小化移相器的数量,从而减少基站天线的数量。我们将专注于PU LMS(最小均方)算法,如序列LMS、M-max LMS、周期性LMS和随机LMS。采用均匀线性阵列(ULA)和三个通信通道的仿真结果表明,M-max-LMS、周期LMS和随机LMS算法在平方误差、跟踪权系数和估计输入信号方面与全频带LMS算法相似,收敛时间快,稳态误差信号水平低,并保持了零转向的干扰抑制能力。
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引用次数: 0
Power Flow Control of the Grid-Integrated Hybrid DG System using an ARFMF Optimization 基于ARFMF优化的并网混合DG系统潮流控制
Q4 ENGINEERING, ELECTRICAL & ELECTRONIC Pub Date : 2023-10-24 DOI: 10.32985/ijeces.14.8.12
Saleem Mohammad, S.D. Sundarsingh Jeebaseelan
A power flow control scheme for a grid-integrated Hybrid DG System (HDGS) is presented in this work, utilizing an advanced random forest algorithm combined with the moth-flame optimization (ARFMF) approach. The proposed control scheme combines the random forest algorithm (RFA) and moth-flame optimization algorithm (MFO) for consolidated execution. The random forest algorithm (RFA), an AI technique, is well-suited for nonlinear systems due to its accurate interpolation and extrapolation capabilities. It is an ensemble learning method that combines multiple decision trees to make predictions. The algorithm constructs a forest of decision trees and aggregates their predictions to produce the final output. The moth-flame optimization (MFO) process is a meta-heuristic optimization procedure inspired by the transverse orientation of moths in nature. It improves initial random solutions and converges to superior positions in the search area. Similarly, the MFO is effective in nonlinear systems as it accurately interpolates and extrapolates arbitrary information. In the proposed technique, the RFA performs the calculation process to determine precise control gains for the HDGS through online implementation based on power variation between the source side and the load side. The recommended dataset is used to implement the AI approach for online execution, reducing optimization process time. The learning process of the RFA is guided by the MFO optimization algorithm. The MFO technique defines the objective function using system information based on equal and unequal constraints, including the accessibility of renewable energy sources, power demand, and state of charge (SOC) of storage systems. Storage devices such as batteries stabilize the energy generated by renewable energy systems to maintain a constant, stable output power. The proposed model is implemented on the MATLAB/Simulink platform, and its execution is compared to previous approaches.
本文利用一种先进的随机森林算法结合蛾焰优化(ARFMF)方法,提出了一种并网混合DG系统(HDGS)的潮流控制方案。该控制方案将随机森林算法(RFA)和蛾焰优化算法(MFO)相结合,便于统一执行。随机森林算法(RFA)是一种人工智能技术,由于其精确的内插和外推能力,非常适合于非线性系统。它是一种组合多个决策树进行预测的集成学习方法。该算法构建一个决策树的森林,并汇总它们的预测以产生最终输出。蛾焰优化(MFO)过程是受自然界飞蛾横向方向启发的元启发式优化过程。它改进了初始随机解,并收敛到搜索区域的优越位置。同样,MFO在非线性系统中是有效的,因为它可以准确地内插和外推任意信息。在提出的技术中,RFA通过在线实现,根据源侧和负载侧之间的功率变化,执行计算过程,以确定HDGS的精确控制增益。推荐的数据集用于实现在线执行的AI方法,减少优化过程时间。RFA的学习过程由最优解优化算法指导。MFO技术使用基于等约束和不等约束的系统信息来定义目标函数,包括可再生能源的可及性、电力需求和存储系统的荷电状态(SOC)。电池等存储设备稳定可再生能源系统产生的能量,以保持恒定、稳定的输出功率。该模型在MATLAB/Simulink平台上实现,并与以往的方法进行了比较。
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引用次数: 0
Design and Performance Analysis of Rectangular Microstrip Patch Antennas Using Different Feeding Techniques for 5G Applications 5G应用中不同馈电技术矩形微带贴片天线的设计与性能分析
Q4 ENGINEERING, ELECTRICAL & ELECTRONIC Pub Date : 2023-10-24 DOI: 10.32985/ijeces.14.8.2
Sattar Othman Hasan, Saman Khabbat Ezzulddin, Othman Salim Hammd, Rashad Hassan Mahmud
In this article, the design and performance of a novel rectangular microstrip patch antenna (RMPA) utilizing the dielectric substrate material FR4 of relative permittivity (Ԑr = 4.3) and thickness (h = 0.254 mm) is proposed to operate at (fr = 28 GHz). Three different feeding techniques (microstrip inset line, coaxial probe, and proximity coupled line) are investigated to improve the antenna radiation performance especially the antenna gain and bandwidth using Computer Simulation Technology (CST) and High Frequency Structure Simulator (HFSS). The simulated frequency responses generally reveal that the proximity-coupled fed provides extremely directive pattern and maintain higher radiation performance regardless of its antenna size which is larger than the other considered feeding ones. With the presence of the three feeding techniques, the gain is improved from 5.50 dB to 6.83 dB additionally, the antenna bandwidth is improved from 0.6 GHz to 3.60 GHz at fr = 28 GHz when the reflection coefficient S11= -10 dB. Compared to the previously designed RMPA, the proposed design has the advantages of reliable size, larger bandwidth and higher gain, which make it more suitable for many 5G application systems.
本文提出了一种新型矩形微带贴片天线(RMPA)的设计和性能,该天线采用相对介电常数(Ԑr = 4.3)和厚度(h = 0.254 mm)的介电衬底材料FR4,工作在(fr = 28 GHz)。利用计算机仿真技术(CST)和高频结构模拟器(HFSS)研究了三种不同馈电技术(微带插入线、同轴探头和接近耦合线)对天线辐射性能的改善,特别是天线增益和带宽的提高。模拟频率响应结果表明,无论天线尺寸如何,邻近耦合馈电都能提供极好的定向方向图,并保持较高的辐射性能。在三种馈电技术的作用下,增益从5.50 dB提高到6.83 dB,天线带宽从0.6 GHz提高到3.60 GHz,在fr = 28 GHz时,反射系数S11= -10 dB。与之前设计的RMPA相比,本文设计的RMPA具有尺寸可靠、带宽更大、增益更高的优点,更适合多种5G应用系统。
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引用次数: 0
A Robust Cardiovascular Disease Predictor Based on Genetic Feature Selection and Ensemble Learning Classification 基于遗传特征选择和集成学习分类的鲁棒心血管疾病预测器
Q4 ENGINEERING, ELECTRICAL & ELECTRONIC Pub Date : 2023-09-11 DOI: 10.32985/ijeces.14.7.7
Sadiyamole P. A., S. Manju Priya
Timely detection of heart diseases is crucial for treating cardiac patients prior to the occurrence of any fatality. Automated early detection of these diseases is a necessity in areas where specialized doctors are limited. Deep learning methods provided with a decent set of heart disease data can be used to achieve this. This article proposes a robust heart disease prediction strategy using genetic algorithms and ensemble deep learning techniques. The efficiency of genetic algorithms is utilized to select more significant features from a high-dimensional dataset, combined with deep learning techniques such as Adaptive Neuro-Fuzzy Inference System (ANFIS), Multi-Layer Perceptron (MLP), and Radial Basis Function (RBF), to achieve the goal. The boosting algorithm, Logit Boost, is made use of as a meta-learning classifier for predicting heart disease. The Cleveland heart disease dataset found in the UCI repository yields an overall accuracy of 99.66%, which is higher than many of the most efficient approaches now in existence.
及时发现心脏疾病对于在发生任何死亡之前治疗心脏病患者至关重要。在专业医生有限的地区,这些疾病的自动早期检测是必要的。深度学习方法提供了一组像样的心脏病数据,可以用来实现这一目标。本文提出了一种使用遗传算法和集成深度学习技术的鲁棒心脏病预测策略。利用遗传算法的效率从高维数据集中选择更重要的特征,并结合自适应神经模糊推理系统(ANFIS)、多层感知器(MLP)和径向基函数(RBF)等深度学习技术来实现这一目标。这种名为Logit Boost的增强算法被用作预测心脏病的元学习分类器。在UCI存储库中发现的克利夫兰心脏病数据集的总体准确率为99.66%,比目前存在的许多最有效的方法都要高。
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引用次数: 0
Amazigh Spoken Digit Recognition using a Deep Learning Approach based on MFCC 基于MFCC的深度学习语音数字识别
Q4 ENGINEERING, ELECTRICAL & ELECTRONIC Pub Date : 2023-09-11 DOI: 10.32985/ijeces.14.7.6
Hossam Boulal, Mohamed Hamidi, Mustapha Abarkan, Jamal Barkani
The field of speech recognition has made human-machine voice interaction more convenient. Recognizing spoken digits is particularly useful for communication that involves numbers, such as providing a registration code, cellphone number, score, or account number. This article discusses our experience with Amazigh's Automatic Speech Recognition (ASR) using a deep learning- based approach. Our method involves using a convolutional neural network (CNN) with Mel-Frequency Cepstral Coefficients (MFCC) to analyze audio samples and generate spectrograms. We gathered a database of numerals from zero to nine spoken by 42 native Amazigh speakers, consisting of men and women between the ages of 20 and 40, to recognize Amazigh numerals. Our experimental results demonstrate that spoken digits in Amazigh can be recognized with an accuracy of 91.75%, 93% precision, and 92% recall. The preliminary outcomes we have achieved show great satisfaction when compared to the size of the training database. This motivates us to further enhance the system's performance in order to attain a higher rate of recognition. Our findings align with those reported in the existing literature.
语音识别领域使人机语音交互更加便捷。识别语音数字对于涉及数字的交流特别有用,例如提供注册代码、手机号码、分数或账号。本文讨论了我们使用基于深度学习的方法使用Amazigh的自动语音识别(ASR)的经验。我们的方法包括使用具有Mel-Frequency倒谱系数(MFCC)的卷积神经网络(CNN)来分析音频样本并生成频谱图。我们收集了一个数据库,里面有42个说阿马齐格语的人说的从0到9的数字,这些人的年龄在20到40岁之间,有男有女,用来识别阿马齐格语的数字。实验结果表明,Amazigh语音数字识别的准确率为91.75%,准确率为93%,召回率为92%。与训练数据库的规模相比,我们取得的初步结果令人非常满意。这促使我们进一步提高系统的性能,以获得更高的识别率。我们的发现与现有文献报道的结果一致。
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引用次数: 0
Microphone Array Speech Enhancement Via Beamforming Based Deep Learning Network 基于波束形成的深度学习网络的麦克风阵列语音增强
Q4 ENGINEERING, ELECTRICAL & ELECTRONIC Pub Date : 2023-09-11 DOI: 10.32985/ijeces.14.7.5
Jeyasingh Pathrose, Mohamed Ismail M, Madhan Mohan P
In general, in-car speech enhancement is an application of the microphone array speech enhancement in particular acoustic environments. Speech enhancement inside the moving cars is always an interesting topic and the researchers work to create some modules to increase the quality of speech and intelligibility of speech in cars. The passenger dialogue inside the car, the sound of other equipment, and a wide range of interference effects are major challenges in the task of speech separation in-car environment. To overcome this issue, a novel Beamforming based Deep learning Network (Bf-DLN) has been proposed for speech enhancement. Initially, the captured microphone array signals are pre-processed using an Adaptive beamforming technique named Least Constrained Minimum Variance (LCMV). Consequently, the proposed method uses a time-frequency representation to transform the pre-processed data into an image. The smoothed pseudo-Wigner-Ville distribution (SPWVD) is used for converting time-domain speech inputs into images. Convolutional deep belief network (CDBN) is used to extract the most pertinent features from these transformed images. Enhanced Elephant Heard Algorithm (EEHA) is used for selecting the desired source by eliminating the interference source. The experimental result demonstrates the effectiveness of the proposed strategy in removing background noise from the original speech signal. The proposed strategy outperforms existing methods in terms of PESQ, STOI, SSNRI, and SNR. The PESQ of the proposed Bf-DLN has a maximum PESQ of 1.98, whereas existing models like Two-stage Bi-LSTM has 1.82, DNN-C has 1.75 and GCN has 1.68 respectively. The PESQ of the proposed method is 1.75%, 3.15%, and 4.22% better than the existing GCN, DNN-C, and Bi-LSTM techniques. The efficacy of the proposed method is then validated by experiments.
一般来说,车载语音增强是麦克风阵列语音增强在特定声学环境中的应用。车内语音增强一直是一个有趣的话题,研究人员致力于开发一些模块来提高车内语音的质量和可理解性。车内乘客的对话、其他设备的声音以及大范围的干扰效应是车内环境语音分离任务面临的主要挑战。为了克服这个问题,一种新的基于波束形成的深度学习网络(Bf-DLN)被提出用于语音增强。首先,使用最小约束最小方差(LCMV)自适应波束形成技术对捕获的麦克风阵列信号进行预处理。因此,该方法使用时频表示将预处理后的数据转换为图像。平滑伪wigner - ville分布(SPWVD)用于将时域语音输入转换为图像。使用卷积深度信念网络(CDBN)从这些变换后的图像中提取最相关的特征。采用增强型大象听算法(Enhanced Elephant Heard Algorithm, EEHA)通过消除干扰源来选择所需的干扰源。实验结果表明,该策略能够有效地去除原始语音信号中的背景噪声。该策略在PESQ、STOI、SSNRI和信噪比方面优于现有方法。本文提出的Bf-DLN的PESQ最大值为1.98,而现有的Two-stage Bi-LSTM模型的PESQ最大值为1.82,DNN-C模型的PESQ最大值为1.75,GCN模型的PESQ最大值为1.68。与现有的GCN、DNN-C和Bi-LSTM技术相比,该方法的PESQ分别提高了1.75%、3.15%和4.22%。通过实验验证了该方法的有效性。
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引用次数: 0
Multi Indicator based Hierarchical Strategies for Technical Analysis of Crypto market Paradigm 基于多指标的加密市场范式技术分析层次策略
Q4 ENGINEERING, ELECTRICAL & ELECTRONIC Pub Date : 2023-09-11 DOI: 10.32985/ijeces.14.7.4
V S S K R Naganjaneyulu G, Prashanth G, Revanth M, A V Narasimhadhan
The usage of technical analysis in the crypto market is very popular among algorithmic traders. This involves the application of strategies based on technical indicators, which shoot BUY and SELL signals to help the investors to take trading decisions. However, instead of depending on the popular myths of the market, a proper empirical analysis can be helpful in lucrative endeavors in trading cryptocurrencies. In this work, four technical indicators namely Exponential Moving Averages (EMA), Bollinger Bands (BB), Relative Strength Index (RSI), and Parabolic Stop And Reverse (PSAR) are used individually to devise strategies that are implemented, and their performance is validated using the price data of Bitcoin from yahoo finance for 2018-22, individually for each year and all the five years consolidated to compute the performance metrics including Profit percentage, Net profitability percentage, and Number of total transactions. The results show that the performance of strategies based on trend indicators is better than that of momentum indicators where the EMA strategy provided the best result with a profit percentage of 394.13%. Further, the performance of these strategies is analyzed in three different market scenarios namely Uptrend/Bullish trend, Downtrend/Bearish trend, and Fluctuating/oscillating markets to analyze the applicability of each of these smart strategies in the three scenarios. Based on the insights obtained from the analysis, Hybrid strategies using multiple indicators with a hierarchical approach are developed whose performance is further improved by imposing constraints in a Downtrend market scenario. The novelty of these algorithms is that they identify the scenario in the market using multiple indicators in a hierarchal approach, and utilize appropriate indicators as per the market scenario. Four strategies namely, Multi indicator based Hierarchical Strategy (MIHS) with EMA9, Multi indicator based Hierarchical Strategy (MIHS) with EMA7, Multi-Indicator based Hierarchical Constrained Strategy (MIHCS) with EMA9, and Multi-Indicator based Hierarchical Constrained Strategy (MIHCS) with EMA7 are developed which give profit percentage of 154.45%, 437.48%, 256.31%, and 701.77% respectively when applied on the Bitcoin price data during 2018-22.
在加密市场中,技术分析的使用在算法交易者中非常流行。这涉及到基于技术指标的策略应用,这些技术指标发出买入和卖出信号,以帮助投资者做出交易决策。然而,与其依赖于流行的市场神话,适当的实证分析可能有助于交易加密货币的有利可图的努力。在这项工作中,四个技术指标,即指数移动平均线(EMA)、布林带(BB)、相对强弱指数(RSI)和抛物线止损和反转(PSAR),分别用于设计实施的策略,并使用雅虎财经2018-22年比特币的价格数据验证其性能,分别用于每年和所有五年合并,以计算业绩指标,包括利润百分比、净盈利百分比、和总交易数。结果表明,基于趋势指标的策略表现优于基于动量指标的策略,其中均线策略表现最佳,盈利百分比为394.13%。此外,这些策略的表现分析了三种不同的市场情景,即上升/看涨趋势,下降/看跌趋势和波动/振荡市场,以分析这些智能策略在三种情景中的适用性。基于从分析中获得的见解,开发了采用分层方法的多指标混合策略,通过在下降趋势市场情景中施加约束,进一步提高了其绩效。这些算法的新颖之处在于,它们以分层的方式使用多个指标来识别市场中的场景,并根据市场场景使用适当的指标。基于EMA9的多指标分层策略(MIHS)、基于EMA7的多指标分层策略(MIHS)、基于EMA9的多指标分层约束策略(MIHCS)和基于EMA7的多指标分层约束策略(MIHCS)对2018-22年比特币价格数据的分析结果显示,其收益率分别为154.45%、437.48%、256.31%和701.77%。
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International Journal of Electrical and Computer Engineering Systems
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