In this paper, the effects of oil and gold prices on stock market index are investigated. We use a cointegrated vector autoregressive Markov-switching model to examine the nonlinear properties of these three variables during the period of January 2003 - December 2014. The Markov-switching vector-equilibrium-correction model with three regimes representing "deep recession", "mild recession" and ...

We describe an onset detection system that takes a twostage approach, both of which are based on unsupervised learning in a probabilistic model. The first stage uses independent component analysis (ICA) to fit a short-term non-Gaussian model to frames of audio data. This model is used to generate a reduced signal to be interpreted as the ‘surprisingness’ of the original audio signal. Our hypoth...

Six topologies of dynamic Bayesian Networks are evaluated for predicting the future user events: (1) Markov Chain of order 1, (2) Hidden Markov Model, (3) autoregressive Hidden Markov Model, (4) factorial Hidden Markov Model, (5) simple hierarchical Hidden Markov Model and (6) tree structured Hidden Markov Model. Goal of the investigation is to evaluate, which of these models has the best fit f...

This is the second in a two part series of papers on incorporation of the broadcast approach into oblivious protocols for the relay channel where the source and the relay are collocated. Part I described the broadcast approach and its benefits in terms of achievable rates when used with the sequential decodeand-forward (SDF) scheme. Part II investigates yet another oblivious scheme, the Block-M...

Geographically distributed teams are increasingly prevalent in the workplace, and research on distributed teams is ever more available. Despite this increased attention, we still know surprisingly little about how the dynamics of distributed teams differ from those of their collocated counterparts and how existing models of teams apply to this new form of work. For example, although it has been...

in this paper we address the issue of recognizing farsi handwritten words. two types of gradient features are extracted from a sliding vertical stripe which sweeps across a word image. these are directional and intensity gradient features. the feature vector extracted from each stripe is then coded using the self organizing map (som). in this method each word is modeled using the discrete hidde...

mobile ad-hoc networks have attracted a great deal of attentions over the past few years. considering their applications, the security issue has a great significance in them. security scheme utilization that includes prevention and detection has the worth of consideration. in this paper, a method is presented that includes a multi-level security scheme to identify intrusion by sensors and authe...

The Functional Mock-up Interface (FMI) is an industry standard which enables co-simulation of complex heterogeneous systems using multiple simulation engines. In this paper, we show how to use FMI in order to co-simulate hybrid systems modeled in the model checkers SPACEEX and UPPAAL. We show how FMI components can be automatically generated from SPACEEX and UPPAAL models. We also validate the ...

We present results from a multi-generational study of collocated group console gaming. We examine the intergenerational gaming practices of four generations of gamers, from ages 3 to 83 and, in particular, the roles that gamers of different generations take on when playing together in groups. Our findings highlight the extent to which existing gaming technologies are amenable to interactions wi...