Articles

A Teaching Practice Review of the Use of Multiple-Choice Questions for Formative and Summative Assessment of Student Work on Advanced Undergraduate and Postgraduate Modules in Engineering

Aidan O'Dwyer — Tue, 05 Jun 2012 07:31:50 PDT

This paper reflects on, reports on and evaluates the use of multiple-choice questions, in both formative and summative assessment modes, on control engineering modules taken by advanced undergraduate and postgraduate engineering students, over four academic years. The material covered by the modules is analytical in nature. The rationale for examining the assessment strategy was the poor performance by students in a closed book traditional terminal examination on one of the advanced undergraduate modules over some years. The change in assessment strategy has improved student learning, as measured by assessment data; student feedback on the assessment methods is broadly positive. The assessment approach has been extended with success to some postgraduate modules. Overall, an evidence based approach is taken in the reporting and analysis.

Steganography Using Stochastic Diffusion for the Covert Communication of Digital Images

Jonathan Blackledge et al. — Tue, 05 Jun 2012 07:31:48 PDT

This paper is devoted to the study of a method called Stochastic Diffusion for encrypting digital images and embedding the information in another host image or image set. We introduce the theoretical background to the method and the mathematical models upon which it is based. This includes a comprehensive study of the diusion equation and its properties leading to a convolution model for encrypting data with a stochastic field that is fundamental to the approach considered. Two methods of implementing the approach are then considered. The first method introduces a lossy algorithm for hiding an image in a single host image which is based on the binarization of the encrypted data. The second method considers a similar approach which uses three host images to produce a near perfect reconstruction from the decrypt. In both cases, details of the algorithms developed are provide and examples given. The methods considered have applications for covert cryptography and the authentication and self-authentication of documents and full colour images.

Risk Management Trends: Currency Trading using the Fractal Market Hypothesis

Jonathan Blackledge et al. — Tue, 05 Jun 2012 07:31:46 PDT

We report on a research and development programme in financial modelling and economic security undertaken in the Information and Communications Security Research Group (ICSRG, 2011) which has led to the launch of a new company - Currency Traders Ireland Limited - funded by Enterprise Ireland. Currency Traders Ireland Limited (CTI, 2011) has a fifty year exclusive license to develop a new set of indicators for analysing currency exchange rates (Forex trading). We consider the background to the approach taken and present examples of the results obtained to date. In this ‘Introduction’, we provide a background to and brief overview of conventional economic models and the problesms associated with them.

Non-Gaussian Analysis of Wind Velocity Data for the Determination of Power Quality Control

Jonathan Blackledge et al. — Tue, 05 Jun 2012 07:31:44 PDT

The quality of power (i.e. the sustainable power output as a function time) of any wind dependent energy converter (including wind turbines and wave energy converters) is determined by many design and environmental factors but timedependent variations in the wind speed are arguably the most important. In this paper we consider a non-Gaussian model for analysing and then simulating wind velocity data. In particular, we consider a Lévy distribution for the statistical characteristics of wind velocity and show how this distribution can be used to derive a stochastic fractional diffusion equation for the wind velocity as a function of time whose solution is characterised by the L´evy index. A L´evy index based numerical analysis is then performed on wind velocity data for both rural and urban areas where, in the latter case, the index is shown to have a larger value. Finally, an empirical relationship is derived for the power output from a wind turbine in terms of the L´evy index using Betz law and a similar relationship obtained for a wave energy converter. In both cases, it is shown how the average power output as a function of time is (inversely) related to the Lévy index for the wind velocity. It is concluded that these relationships may have value in determining the optimal geographical locations for the construction of wind and wave farms and for monitoring their performance in terms of power quality control.

Evaluation of a Prototype Desktop Virtual Reality Model Developed to Enhance Electrical Safety and Design in the Built Environment

Jonathan Blackledge et al. — Tue, 05 Jun 2012 07:31:42 PDT

The use of Desktop Virtual Reality (VR) systems for enhancing electrical safety and engineering design is a novel prospect for both practicing and student electrical services engineers. This innovative approach, which can be readily accessed via the World Wide Web, constitutes a marked shift in conventional learning and design techniques to a more immersive, interactive and intuitive working and learning environment. This paper initially identifies the unique characteristics of desktop web based VR technologies and highlights the educational affordances offered by working in such an environment. Subsequently, using a prototype model titled ‘Virtual Electrical Services’, a case study is carried out to evaluate the users’ attitudes toward VR learning environments and also the usability of the prototype model developed. From the completed case study, it appears that the users perceive the prototype to be a useful tool and are receptive to using VR as a learning and design tool. The paper includes a discussion on the limitations of the system developed and the implications for future enhancement.

Analysis of Wind Velocity Signals for Estimating the Wave Power Density of Ireland's Coastal Resource

Jonathan Blackledge et al. — Tue, 22 May 2012 00:35:45 PDT

The aim of this paper is to report on a possible correlation between the Lévy index for the wind velocity and the mean Energy Density of sea surface waves in the same location. The result is based on data obtained from six buoys located around the coast of Ireland and maintained by the Marine Institute of Ireland. These buoys provide signals on the wind velocity, wave height and wave period as well as other data on an hourly interval. Using this data, we consider the relationship between a stochastic model for the time variations in wave height that, in turn, is based on a non-Gaussian model for the wind force characterized by the Lévy index. Although the results presented in this paper can not be said to statistically significant due to the limited amount of data that is available (i.e. the Marine Institute of Ireland only maintains six buoys around the coast of Ireland) they indicate the possibility of developing a method of accurately estimating the energy and power densities of sea waves from knowledge of the wind velocity alone.

Simulation and Analysis of Stochastic Signals using the Kolmogorov-Feller Equation

Jonathan Blackledge et al. — Mon, 21 May 2012 09:45:12 PDT

We consider a Green's function solution to the Classical Kolmogorov- Feller Equation which requires an iterative approach for which a sufficient convergence condition is derived. The solution obtained is applied to the simulation of signals whose spectral properties are determined by a Characteristic Function of the form j k j􀀀q; q > 0 where k is the spatial frequency and q is the 'Fourier Dimension'. Using example macroeconomic financial time series (FTSE Close-of-Day and the Dow Jones Industrial Average), correlations are observed to exist between q and long term trends in the series using a standard moving window process. This result provides the potential for developing an accurate short term forecasting strategy.

Stochastic Volatility Analysis using the Generalised Kolmogorov-Feller Equation

Jonathan Blackledge et al. — Mon, 21 May 2012 09:45:08 PDT

We consider an approach to analysing the Stochastic Volatility of a financial time series using the Generalised Kolmogorov-Feller Equation (GKFE). After reviewing the computation of the Stochastic Volatility using a phase only condition, a Green’s function solution to the GKFE equation is derived which depends upon the ‘memory function’ used to construct the GKFE. Using the Mittag-Leffler memory function, we derive an expression for the Impulse Response Function associated with a short time window of data which is then used to derive an algorithm for computing a new index using a standard moving window process. It is shown that application of this index to both a financial time series and its corresponding Stochastic Volatility provides a correlation between the start, direction and end of a trend depending on the sampling rate of the time series and the look-back window that is used.

Development and Evaluation of a Desktop VR System for Electrical Services Engineers

Jonathan Blackledge et al. — Mon, 21 May 2012 09:45:03 PDT

This paper presents a prototype desktop virtual reality model, developed to enhance electrical safety and design in the built environment. The model presented has the potential to be used as an educational tool for third level students, an industry design tool or as a virtual electrical safety manual for the general public. A description of the development of the virtual reality model is presented along with the applications that were developed within the model. Subsequently, a case study is carried out to evaluate the users’ attitudes toward VR learning environments and also the usability of the prototype model developed. Based on the development of this prototype model, it appears from the completed case study that the users perceive the prototype to be a useful tool and were receptive to using VR as a learning and design tool.

Application of Stochastic Diffusion for Hiding High Fidelity Encrypted Images

Jonathan Blackledge et al. — Mon, 21 May 2012 07:05:27 PDT

Cryptography coupled with information hiding has received increased attention in recent years and has become a major research theme because of the importance of protecting encrypted information in any Electronic Data Interchange system in a way that is both discrete and covert. One of the essential limitations in any cryptography system is that the encrypted data provides an indication on its importance which arouses suspicion and makes it vulnerable to attack. Information hiding of Steganography provides a potential solution to this issue by making the data imperceptible, the security of the hidden information being a threat only if its existence is detected through Steganalysis. This paper focuses on a study methods for hiding encrypted information, specifically, methods that encrypt data before embedding in host data where the ‘data’ is in the form of a full colour digital image. Such methods provide a greater level of data security especially when the information is to be submitted over the Internet, for example, since a potential attacker needs to first detect, then extract and then decrypt the embedded data in order to recover the original information.

After providing an extensive survey of the current methods available, we present a new method of encrypting and then hiding full colour images in three full colour host images with out loss of fidelity following data extraction and decryption. The application of this technique, which is based on a technique called ‘Stochastic Diffusion’ are wide ranging and include covert image information interchange, digital image authentication, video authentication, copyright protection and digital rights management of image data in general.

Parallel Operation of Inverters and Active Power Filters in Distributed Generation System: A Review

Shafiuzzaman Khan Khadem et al. — Mon, 21 May 2012 03:57:41 PDT

In this paper a technical review of parallel operation of power electronics inverters for load sharing conditions in distributed generation (DG) network is presented. Emphasis is given to parallel operation of Active Power Filters (APFs) as they are widely used to mitigate load current disturbances into DG networks. Discussions on recent advances in control strategies as applied to APFs are presented.

Computation of the Stochastic Volatility and Levy Index Using the Kolmogorov-Feller Equation with Applications to Carbon Price Data Analysis

Jonathan Blackledge et al. — Mon, 23 Apr 2012 01:49:02 PDT

We derive new algorithms for computing time variations in the Stochastic Volatility and the L´evy index using a standard financial price model and a Green’s function solution to the Kolmogorov-Feller equation. A principal condition upon which the algorithms are based is the Phase Only Condition which allows the Power Spectral Density Function of a financial time series (specifically the log price differences) to be taken to be a constant. The paper is composed of four component parts: (i) the Stochastic Volatility is derived and studied numerically; (ii) the Kolmogorov-Feller equation is studied and solved to provide a model for the stochastic characteristics of a financial time series using the Levy Characteristic Function; (iii) a method for computing the L´evy index is proposed given price data and the Stochastic Volatility of the data; (iv) numerical algorithms are designed and example results presented. Although the models proposed and the algorithms developed are applicable to financial time series in general, in this paper, we consider a study of the Stochastic Volatility and L´evy index for Carbon price data. This is because of the increasing importance of ‘Carbon trading’ with regard to climatic control and the emission of Carbon Dioxide and other green-house gases. The results presented therefore represent a study of a financial indicator (in particular the Levy index) that may be of value for future energy commodities trading, and, in particular, Carbon price risk assessment modelling.

Integration of UPQC for Power Quality Improvement in Distributed Generation Network – A Review

Shafiuzzaman Khan Khadem et al. — Wed, 14 Dec 2011 11:43:28 PST

In this paper a technical review of the integration of a Unified Power Quality Conditioner (UPQC) in a distributed generation network is presented. Although the primary task of UPQC is to minimize grid voltage and load current disturbances along with reactive and harmonic power compensation, additional functionalities such as compensation of voltage interruption and active power transfer to the load and grid have also been identified. Connection methodologies with their advantages and disadvantages are also described. Recent improvements in capacity expansion techniques and future trends for the application of UPQC in distributed modes are also identified.

A Generalized Nonlinear Model for the Evolution of Low Frequency Freak Waves

Jonathan Blackledge — Fri, 12 Aug 2011 07:54:44 PDT

This paper presents a generalized model for simulating wave fields associated with the sea surface. This includes the case when `freak waves' may occur through an effect compounded in the nonlinear (cubic) Schrodinger equation. After providing brief introductions to linear sea wave models, `freak waves' and the linear and nonlinear Schrodinger equations, we present a unified model that provides for a piecewise continuous transition from a linear to a nonlinear state. This is based on introducing a fractional time derivative to develop a fractional nonlinear partial differential equation with a stochastic source function. In order to explore the characteristics of this equation, we consider a separation of variables approach in order to derive governing equations for the spatial and temporal behaviour.

Models for the source function (which, in physical terms, describes the conversion of wind energy into wave energy) are also considered on a separable basis. With regard to the temporal characteristics, we provide a new model that is based on assuming Levy processes for the time-dependent wind velocity informed by experimental data. We consider a spatial frequency model that is based on a generalization of Berman and Ornstein-Uhlenbeck processes. This provides a statistically self-ane source function which has a synergy with the Pierson-Moskowitz model for the spectral form of fully developed wind driven seas based on `similarity theory'.

Having presented the source function models, solutions to the governing nonlinear wave equations are explored using a Green's function transformation under a low frequency bandwidth condition. Iterative methods of solution are then considered in three dimensions and then in two-dimensions. Example results are presented based on considering a first order solution that is equivalent to the application of the Born approximation for the linear Schrodinger equation. The simulations provide evidence for the formation of freak waves being related to the fact that the wind force (as a function of time) is non-Gaussian distributed. Consequently, freak waves are more common than would be expected using Gaussian statistics.

Cryptography and Steganography: New Algorithms and Applications

Jonathan Blackledge — Fri, 12 Aug 2011 07:54:43 PDT

Developing methods for ensuring the secure exchange of information is one of the oldest occupations in history. With the revolution in Information Technology, the need for securing information and the variety of methods that have been developed to do it has expanded rapidly. Much of the technology that forms the basis for many of the techniques used today was originally conceived for use in military communications and has since found a place in a wide range of industrial and commercial sectors. This has led to the development of certain industry standards that are compounded in specific data processing algorithms together with the protocols and procedures that are adopted in order to implement them. These standards are of course continually scrutinized for their effectiveness and undergo improvements and/or changes as required.

Currency Trading using the Fractal Market Hypothesis

Jonathan Blackledge et al. — Fri, 12 Aug 2011 07:54:41 PDT

Protection of UPQC Against the Load Side Short Circuits

Iurie Axente et al. — Mon, 14 Feb 2011 09:02:04 PST

This study presents a protection scheme for protecting the series inverter of a unified power quality conditioner (UPQC). The proposed scheme protects the series inverter from overcurrents and overvoltages, which appear during short-circuit faults on the load side of the UPQC. The main protection element is a crowbar connected across the secondary of the series transformer and consists of a pair of antiparallel connected thyristors, which is governed by a simple Zener diode-based control circuit. In the case of an overvoltage, the crowbar short circuits the secondary of the transformer, thus removing the overvoltage and diverting the fault current from the series inverter. An additional circuit is used to disable the inverters in overcurrent conditions. The effectiveness of the proposed protection scheme is demonstrated both through simulation and experimentation.

Diffusion and Fractional Diffusion based Models for Multiple Light Scattering and Image Analysis

Jonathan Blackledge — Thu, 03 Feb 2011 06:58:29 PST

This paper considers a fractional light diffusion model as an approach to characterizing the case when intermediate scattering processes are present, i.e. the scattering regime is neither strong nor weak. In order to introduce the basis for this approach, we revisit the elements of formal scattering theory and the classical diffusion problem in terms of solutions to the inhomogeneous wave and diffusion equations respectively. We then address the significance of these equations in terms of a random walk model for multiple scattering. This leads to the proposition of a fractional diffusion equation for modelling intermediate strength scattering that is based on a generalization of the diffusion equation to fractional form. It is shown how, by induction, the fractional diffusion equation can be justified in terms of the generalization of a random walk model to fractional form as characterized by the Hurst exponent. Image processing and analysis methods are proposed that are based on diffusion and fractional diffusion models and some application examples given.

Modelling and Computer Simulation of Radar Screening using Plasma Clouds

Jonathan Blackledge — Thu, 03 Feb 2011 06:58:27 PST

Following a brief introduction on the principles of screening an aerospace vehicle using a plasma, we develop models for the Impulse Response Functions (IRFs) associated with microwave (Radar) back-scattering from a strong and weakly ionized plasma screen. In the latter case, it is shown that the strength of the return signal is determined by an IRF that is characterised by the simple negative exponential exp(−σ₀t/Є₀) where σ₀ is the average conductivity of the plasma, Є₀ is the permittivity of free space and t is the two-way travel time. For a weakly ionized plasma, the conductivity is determined by the number density of electrons. We develop a model for an electron beam induced plasma that includes the effect of cascade ionization and losses due to diffusion and recombination. Qualitative results are then derived for the number density of a plasma screen over a sub-sonic aerospace vehicle and a numerical simulation considered that is based on an iterative approach using a Green’s function solution for a stationary and a moving vehicle. An example is provided for an idealised case relating to a subsonic missile such as a ‘cruise missile’.

Digital Watermarking and Self-Authentication using Chirp Coding

Jonathan Blackledge — Thu, 03 Feb 2011 06:58:26 PST

This paper discusses a new approach to ‘watermarking’ digital signals using linear frequency modulated or ‘chirp’ coding. The principles underlying this approach are based on the use of a matched filter to provide a reconstruction of a chirped code that is uniquely robust, i.e. in the case of very low signal-to-noise ratios.

Chirp coding for authenticating data is generic in the sense that it can be used for a range of data types and applications (the authentication of speech and audio signals, for example). The theoretical and computational aspects of the matched filter and the properties of a chirp are revisited to provide the essential background to the method. Signal code generating schemes are then addressed and details of the coding and decoding techniques considered.