Design of a new method for detection of occupancy in the smart home using an FBG sensor

This article introduces a new way of using a fibre Bragg grating (FBG) sensor for detecting the presence and number of occupants in the monitored space in a smart home (SH). CO2 sensors are used to determine the CO2 concentration of the monitored rooms in an SH. CO2 sensors can also be used for occupancy recognition of the monitored spaces in SH. To determine the presence of occupants in the monitored rooms of the SH, the newly devised method of CO2 prediction, by means of an artificial neural network (ANN) with a scaled conjugate gradient (SCG) algorithm using measurements of typical operational technical quantities (indoor temperature, relative humidity indoor and CO2 concentration in the SH) is used. The goal of the experiments is to verify the possibility of using the FBG sensor in order to unambiguously detect the number of occupants in the selected room (R104) and, at the same time, to harness the newly proposed method of CO2 prediction with ANN SCG for recognition of the SH occupancy status and the SH spatial location (rooms R104, R203, and R204) of an occupant. The designed experiments will verify the possibility of using a minimum number of sensors for measuring the non-electric quantities of indoor temperature and indoor relative humidity and the possibility of monitoring the presence of occupants in the SH using CO2 prediction by means of the ANN SCG method with ANN learning for the data obtained from only one room (R203). The prediction accuracy exceeded 90% in certain experiments. The uniqueness and innovativeness of the described solution lie in the integrated multidisciplinary application of technological procedures (the BACnet technology control SH, FBG sensors) and mathematical methods (ANN prediction with SCG algorithm, the adaptive filtration with an LMS algorithm) employed for the recognition of number persons and occupancy recognition of selected monitored rooms of SH.Web of Science202art. no. 39

Default risk in an interconnected banking system with endogeneous asset markets : [Version: August 2011]

This paper analyzes the emergence of systemic risk in a network model of interconnected bank balance sheets. Given a shock to asset values of one or several banks, systemic risk in the form of multiple bank defaults depends on the strength of balance sheets and asset market liquidity. The price of bank assets on the secondary market is endogenous in the model, thereby relating funding liquidity to expected solvency - an important stylized fact of banking crises. Based on the concept of a system value at risk, Shapley values are used to define the systemic risk charge levied upon individual banks. Using a parallelized simulated annealing algorithm the properties of an optimal charge are derived. Among other things we find that there is not necessarily a correspondence between a bank's contribution to systemic risk - which determines its risk charge - and the capital that is optimally injected into it to make the financial system more resilient to systemic risk. The analysis has policy implications for the design of optimal bank levies. JEL Classification: G01, G18, G33 Keywords: Systemic Risk, Systemic Risk Charge, Systemic Risk Fund, Macroprudential Supervision, Shapley Value, Financial Networ

Disintegration of positive isometric group representations on Lp\mathrm{L}^p-spaces

Let $G$ be a Polish locally compact group acting on a Polish space $X$ with a $G$-invariant probability measure $\mu$. We factorize the integral with respect to $\mu$ in terms of the integrals with respect to the ergodic measures on $X$, and show that $\mathrm{L}^p(X,\mu)$ ($1\leq p<\infty$) is $G$-equivariantly isometrically lattice isomorphic to an $\mathrm{L}^p$-direct integral of the spaces $\mathrm{L}^{p}(X,\lambda)$, where $\lambda$ ranges over the ergodic measures on $X$. This yields a disintegration of the canonical representation of $G$ as isometric lattice automorphisms of $\mathrm{L}^p(X,\mu)$ as an $\mathrm{L}^p$-direct integral of order indecomposable representations. If $(X^\prime,\mu^\prime)$ is a probability space, and, for some $1\leq q<\infty$, $G$ acts in a strongly continuous manner on $\mathrm{L}^q(X^\prime,\mu^\prime)$ as isometric lattice automorphisms that leave the constants fixed, then $G$ acts on $\mathrm{L}^{p}(X^{\prime},\mu^{\prime})$ in a similar fashion for all $1\leq p<\infty$. Moreover, there exists an alternative model in which these representations originate from a continuous action of $G$ on a compact Hausdorff space. If $(X^\prime,\mu^\prime)$ is separable, the representation of $G$ on $\mathrm{L}^p(X^\prime,\mu^\prime)$ can then be disintegrated into order indecomposable representations. The notions of $\mathrm{L}^p$-direct integrals of Banach spaces and representations that are developed extend those in the literature.Comment: Section on future perspectives added. 35 pages. To appear in Positivit

Fiber-optic breath sensors: A comparison study

The paper presents a comparative study of three fiber optic sensors based on the fiber Bragg grating (FBG). The basic monitored parameter is the respiratory rate of the human body. Fiber-optic sensors are immune to electromagnetic interference (EMI). This fact singles them out as ideal for use in magnetic resonance environments (typically in MRI -magnetic resonance imaging) as a prediction of hyperventilation states in patients. These patient conditions arise as a result of the closed tunnel environment in MR scanners. The results (10 volunteers with written consent) were compared with the results using the conventional respiratory belt (RB) in a laboratory environment and processed using the objective Bland-Altman (B-A) method.Web of Science40635

Endogenous banks' networks, cascades and systemic risk : [draft: march 2013]

We develop a dynamic network model whose links are governed by banks' optmizing decisions and by an endogenous tâtonnement market adjustment. Banks in our model can default and engage in firesales: risk is transmitted through direct and cascading counterparty defaults as well as through indirect pecuniary externalities triggered by firesales. We use the model to assess the evolution of the network configuration under various prudential policy regimes, to measure banks' contribution to systemic risk (through Shapley values) in response to shocks and to analyze the effects of systemic risk charges. We complement the analysis by introducing the possibility of central bank liquidity provision

Encapsulation of FBG sensor into the PDMS and its effect on spectral and temperature characteristics

Fiber Bragg Grating (FBG) is the most distributed type of fiber-optic sensors. FBGs are primarily sensitive to the effects of temperature and deformation. By employing different transformation techniques, it is possible to use FBG to monitor any physical quantity. To use them as parts of sensor applications, it is essential to encapsulate FBGs to achieve their maximum protection against external effects and damage. Another reason to encapsulate is increasing of sensitivity to the measured quantity. Polydimethylsiloxane (PDMS) encapsulation appears to be an interesting alternative due to convenient temperature and flexibility of the elastomer. This article describes an experimental proposal of FBG PDMS encapsulation process, also providing an analysis of the FBG spectral characteristics and temperature sensitivity, both influenced by high temperature and the process of polydimethylsiloxane curing itself. As for the PDMS type, Sylgard 184 was employed. Encapsulation consisted of several steps: allocation of FBG to PDMS in its liquid state, curing PDMS at the temperature of 80°C ± 5 %, and a 50-minute relaxation necessary to stabilize a Bragg wavelength. A broadband light source and an optical spectrum analyzer were both used to monitor the parameters during the processes of curing and relaxation. Presented results imply that such a method of encapsulation does not have any influence on the structure or functionality of the FBG. At the same time, a fourfold increase of temperature sensitivity was monitored when compared to a bare FBG

Methods of power line interference elimination in EMG signals

Electromyogram (EMG) recordings are often corrupted by the wide range of artifacts, which one of them is power line interference (PLI). The study focuses on some of the well-known signal processing approaches used to eliminate or attenuate PLI from EMG signal. The results are compared using signal-to-noise ratio (SNR), correlation coefficients and Bland-Altman analysis for each tested method: notch filter, adaptive noise canceller (ANC) and wavelet transform (WT). Thus, the power of the remaining noise and shape of the output signal are analysed. The results show that the ANC method gives the best output SNR and lowest shape distortion compared to the other methods.Web of Science40706