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Author = Blackledge, Jonathan;
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Displaying Results 1 - 25 of 118 on page 1 of 5
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A Covert Encryption Method for Applications in Electronic Data Interchange
(2009)
Blackledge, Jonathan; Dubovitskiy, Dmitry
A Covert Encryption Method for Applications in Electronic Data Interchange
(2009)
Blackledge, Jonathan; Dubovitskiy, Dmitry
Abstract:
<p>A principal weakness of all encryption systems is that the output data can be ‘seen’ to be encrypted. In other words, encrypted data provides a ‘flag’ on the potential value of the information that has been encrypted. In this paper, we provide a new approach to ‘hiding’ encrypted data in a digital image.</p> <p>In conventional (symmetric) encryption, the plaintext is usually represented as a binary stream and encrypted using an XOR type operation with a binary cipher. The algorithm used is ideally designed to: (i) generate a maximum entropy cipher so that there is no bias with regard to any bit; (ii) maximize diffusion in terms of key dependency so that a change in any bit of the key can effect any, and potentially all, bits of the cipher. In the work reported here, we consider an approach in which a binary or low-bit plaintext image is encrypted with a decimal integer or floating point cipher using a convolution operation and the output quantized into a 1-bit a...
http://arrow.dit.ie/engscheleart2/27
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A Generalized Nonlinear Model for the Evolution of Low Frequency Freak Waves
(2010)
Blackledge, Jonathan
A Generalized Nonlinear Model for the Evolution of Low Frequency Freak Waves
(2010)
Blackledge, Jonathan
Abstract:
<p>This paper presents a generalized model for simulating wavefields 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.</p> <p>Models for the source function (which, in physical terms, describes the conversion of wind energy into wave energy) are also considered on a separa...
http://arrow.dit.ie/engscheleart2/10
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A Generalized Nonlinear Model for the Evolution of Low Frequency Freak Waves
(2011)
Blackledge, Jonathan
A Generalized Nonlinear Model for the Evolution of Low Frequency Freak Waves
(2011)
Blackledge, Jonathan
Abstract:
<p>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.</p> <p>Models for the source function (which, in physical terms, describes the conversion of wind energy into wave energy) are also considered on a separ...
http://arrow.dit.ie/engscheleart2/41
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A Hardware One-Time Pad Prototype Generator for Localising Cloud Security
(2017)
Tobin, Paul; Tobin, lee; McKeever, Mick; Blackledge, Jonathan
A Hardware One-Time Pad Prototype Generator for Localising Cloud Security
(2017)
Tobin, Paul; Tobin, lee; McKeever, Mick; Blackledge, Jonathan
Abstract:
<p>In this paper, we examine a system for encrypting data before storing in the Cloud. Adopting this system gives excellent security to stored data and complete control for accessing data by the client at different locations. The motivation for developing this personal encryption came about because of poor Cloud security and doubts over the safety of public encryption algorithms which might contain backdoors. However, side-channel attacks and other unwanted third-party interventions in Cloud security, probably contribute more to the poor security record history. These factors led to the development of a prototype for personalising security locally which defeats cryptanalysis. The key distribution problem associated with random binary sequences called one-time-pads, does not exist for one-to-Cloud applications, unlike bidirectional communications where it was a big issue. The random binary sequences were generated from chaotic analogue oscillators with initial conditions from a...
http://arrow.dit.ie/engscheleart/256
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A Hardware One-Time Pad Prototype Generator for Localising Cloud Security
(2017)
Blackledge, Jonathan; Tobin, Paul; Tobin, lee; McKeever, Mick
A Hardware One-Time Pad Prototype Generator for Localising Cloud Security
(2017)
Blackledge, Jonathan; Tobin, Paul; Tobin, lee; McKeever, Mick
Abstract:
<p>Abstract: In this paper, we examine a system for encrypting data before storing in the Cloud. Adopting this system gives excellent security to stored data and complete control for accessing data by the client at different locations. The motivation for developing this personal encryption came about because of poor Cloud security and doubts over the safety of public encryption algorithms which might contain backdoors. However, side-channel attacks and other unwanted third-party interventions in Cloud security, probably contribute more to the poor security record history. These factors led to the development of a prototype for personalising security locally which defeats cryptanalysis. The key distribution problem associated with random binary sequences called one-time-pads, does not exist for one-to-Cloud applications, unlike bidirectional communications where it was a big issue. The random binary sequences were generated from chaotic analogue oscillators with initial conditi...
http://arrow.dit.ie/engscheleart/258
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A Quality Control System using Texture Analysis in Metallurgy
(2011)
Blackledge, Jonathan; Dubovitskiy, Dymitiy
A Quality Control System using Texture Analysis in Metallurgy
(2011)
Blackledge, Jonathan; Dubovitskiy, Dymitiy
Abstract:
<p>Object detection, recognition and texture classification is an important aspect of many industrial quality control systems. In this paper, we report on a system designed for the inspection of surfaces which has a range of applications in the area of metallurgy. The approach considered is based on the application of Fractal Geometry and Fuzzy Logic for texture classification and, in this paper, focuses on the manufacture of rolled steel. The manufacture of high quality metals requires automatic surface inspection for the assessment of quality control. Quality control systems are required for several tasks such as screening defected products, monitoring the manufactures process, sorting information for different applications and product certification and grading for end customers. The system discussed in this paper was developed for the Novolipetck Iron and Still Corporation in Russia and tested with images captured at a rolling mill with metal sheets moving at speed of up to...
http://arrow.dit.ie/engscheleart/185
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A Stochastic Model for Wind Turbine Power Quality using a Levy Index Analysis of Wind Velocity Data
(2011)
Blackledge, Jonathan; Coyle, Eugene; Kearney, Derek
A Stochastic Model for Wind Turbine Power Quality using a Levy Index Analysis of Wind Velocity Data
(2011)
Blackledge, Jonathan; Coyle, Eugene; Kearney, Derek
Abstract:
<p>The power quality of a wind turbine is determined by many factors but time-dependent variation in the wind velocity are arguably the most important. After a brief review of the statistics of typical wind speed data, a non- Gaussian model for the wind velocity is introduced that is based on a Levy distribution. It is shown how this distribution can be used to derive a stochastic fractional diusion equation for the wind velocity as a function of time whose solution is characterised by the Levy index. A Levy index numerical analysis is then performed on wind velocity data for both rural and urban areas where, in the latter case, the index has a larger value. Finally, an empirical relationship is derived for the power output from a wind turbine in terms of the Levy index using Betz law.</p>
http://arrow.dit.ie/engscheleart/146
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A Surface Inspection Machine Vision System that Includes Fractal Texture Analysis
(2008)
Blackledge, Jonathan; Dubovitskiy, Dmitry
A Surface Inspection Machine Vision System that Includes Fractal Texture Analysis
(2008)
Blackledge, Jonathan; Dubovitskiy, Dmitry
Abstract:
<p>The detection, recognition and classification of features in a digital image is an important component of quality control systems in production and process engineering and industrial systems monitoring, in general. In this paper, a new pattern recognition system is presented that has been designed for the specific task of monitoring the quality of sheet-steel production in a rolling mill. The system is based on using both the Euclidean and Fractal geometric properties of an imaged object to develop training data that is used in conjunction with a supervised learning procedure based on the application of a fuzzy inference engine. Thus, the classification method includes the application of a set of features which include fractal parameters such as the Lacunarity and Fractal Dimension and thereby incorporates the characterisation of an object in terms of texture that, in this application, has metallurgical significance.</p> <p>The principal issues associated with o...
http://arrow.dit.ie/engscheleart2/32
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A Techno-Economic Analysis of Photovoltaic System Design as Specifically Applied to Commercial Buildings in Ireland
(2012)
Blackledge, Jonathan; Rivas Duarte, Maria-Jose; Kearney, Derek Joseph; Murphy, Eamonn
A Techno-Economic Analysis of Photovoltaic System Design as Specifically Applied to Commercial Buildings in Ireland
(2012)
Blackledge, Jonathan; Rivas Duarte, Maria-Jose; Kearney, Derek Joseph; Murphy, Eamonn
Abstract:
<p>This paper evaluates the viability of installing photovoltaic (PV) systems in existing commercial buildings in Dublin. Data collected from previously installed photovoltaic systems at the Dublin Institute of Technology was analysed in order to determine the potential solar resource available in Ireland. A 1.1 kWp photovoltaic system installed in Dublin can produce over 900 kWh of electricity in a given year depending on the available solar resource for that year. A feasibility study was conducted in Dublin city centre in order to evaluate the technical, financial and environmental aspects of integrating a PV system into an existing building. The intention is that the results from this work will help in demonstrating the benefits and challenges associated with installing PV systems in existing commercial buildings in Ireland.</p>
http://arrow.dit.ie/sdar/vol1/iss2/5
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Advances in the Quantification of Turbulence: a Wind Resource Characteristic
(2013)
Woolmington, Thomas; Sunderland, Keith; Blackledge, Jonathan; Conlon, Michael
Advances in the Quantification of Turbulence: a Wind Resource Characteristic
(2013)
Woolmington, Thomas; Sunderland, Keith; Blackledge, Jonathan; Conlon, Michael
Abstract:
<p>Wind resource assessment is a critical parameter in a diverse range of considerations within the built environment. Engineers and scientists, engaging in building design, energy conservation/application and air-quality/air-pollution control measures, need to be cognisant of how the associated wind resource imposes increased complexities in their design and modelling processes. In this regard, the topographical heterogeneities within these environments, present significant challenges to quantifying the resource and its turbulent characteristics. Indeed, from the perspective of assessing the wind resource within the built environment, topographical heterogeneity is the primary proponent of turbulence and the main inhibitor to acquiring meaningful measurements.</p> <p>This paper presents two aspects of turbulence assessment within the built environment. Firstly, an analysis of how turbulence is quantified is considered. The industry standard, turbulent intensity (T...
http://arrow.dit.ie/engscheleart/202
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An Approach to Unification Using a Linear Systems Model for the Propagation of Broad-Band Signals
(2007)
Blackledge, Jonathan
An Approach to Unification Using a Linear Systems Model for the Propagation of Broad-Band Signals
(2007)
Blackledge, Jonathan
Abstract:
<p>We review the inhomogeneous scalar Helmholtz equation in three-dimensions and the scattering of scalar wavefields from a scatterer of compact support. An asymptotic solution is then considered representing the effect of the frequency approaching zero when a ‘wavefield’ reduces to a ‘field’. The characteristics of ultra-low frequency Helmholtz scattering are then considered and the physical significance discussed of a model that is based on the scattering of Helmholtz wavefields over a broad frequency spectrum. This is equivalent to using a linear systems approach for modelling the propagation, interaction and detection of broad-band signals and provides an approach to the classification of a field from a wavefield that is intrinsically causal and thus, consistent with the basic principle of information theory. The approach leads to the proposal that all fields are derived from wavefields interacting over a broad frequency spectrum and that there are two principal field type...
http://arrow.dit.ie/engscheleart2/34
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An Optical Machine Vision System for Applications in Cytopathology
(2010)
Blackledge, Jonathan; Dubovitskiy, Dmitry
An Optical Machine Vision System for Applications in Cytopathology
(2010)
Blackledge, Jonathan; Dubovitskiy, Dmitry
Abstract:
<p>This paper discusses a new approach to the processes of object detection, recognition and classification in a digital image focusing on problem in Cytopathology. A unique self learning procedure is presented in order to incorporate expert knowledge. The classification method is based on the application of a set of features which includes fractal parameters such as the Lacunarity and Fourier dimension. Thus, the approach includes the characterisation of an object in terms of its fractal properties and texture characteristics. The principal issues associated with object recognition are presented which include the basic model and segmentation algorithms. The self-learning procedure for designing a decision making engine using fuzzy logic and membership function theory is also presented and a novel technique for the creation and extraction of information from a membership function considered. The methods discussed and the algorithms developed have a range of applications and in...
http://arrow.dit.ie/engscheleart2/18
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Analysis of Wind Velocity and the Quantification of Wind Turbulence in Rural and Urban Environments Using the Levy Index and Fractal Dimension
(2012)
Blackledge, Jonathan; Coyle, Eugene; McCoy, Niall; Kearney, Derek; Sunderland, Keith; W...
Analysis of Wind Velocity and the Quantification of Wind Turbulence in Rural and Urban Environments Using the Levy Index and Fractal Dimension
(2012)
Blackledge, Jonathan; Coyle, Eugene; McCoy, Niall; Kearney, Derek; Sunderland, Keith; Woolmington, Thomas
Abstract:
<p>This paper is concerned with a quantitative and comparative analysis of wind velocities in urban and rural environments. It is undertaken to provide a route to the classification of wind energy in a rural and urban setting. This is a common problem and the basis of a significant focus of research into wind energy. In this paper, we use a non-Gaussian statistical model to undertake this task, and, through a further modification of the data analysis algorithms used, extend the model to study the effect of wind turbulence, thereby introducing a new metric for this effect that is arguably superior to a more commonly used and qualitatively derived measure known as the Turbulence Intensity. Starting from Einstein’s evolution equation for an elastic scattering process, we consider a stochastic model for the wind velocity that is based on the Generalised Kolmogorov Feller Equation. For a specific ‘memory function’ - the Mittag-Leffler function - it is shown that, under specified co...
http://arrow.dit.ie/engscheleart2/67
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Analysis of Wind Velocity Signals for Estimating the Wave Power Density of Ireland's Coastal Resource
(2012)
Blackledge, Jonathan; Coyle, Eugene; Kearney, Derek; McGuirk, Ronan
Analysis of Wind Velocity Signals for Estimating the Wave Power Density of Ireland's Coastal Resource
(2012)
Blackledge, Jonathan; Coyle, Eugene; Kearney, Derek; McGuirk, Ronan
Abstract:
<p>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 dens...
http://arrow.dit.ie/engscheleart2/49
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Application of Artificial Intelligence for Detecting Computing Derived Viruses
(2017)
Blackledge, Jonathan; Asiru, Omotayo; Dlamini, Moses
Application of Artificial Intelligence for Detecting Computing Derived Viruses
(2017)
Blackledge, Jonathan; Asiru, Omotayo; Dlamini, Moses
Abstract:
<p>Computer viruses have become complex and operates in a stealth mode to avoid detection. New viruses are argued to be created each and every day. However, most of these supposedly ‘new’ viruses are not completely new. Most of the supposedly ‘new’ viruses are not necessarily created from scratch with completely new (something novel that has never been seen before) mechanisms. For example, most of these viruses just change their form and signatures to avoid detection. But their operation and the way they infect files and systems is still the same. Hence, such viruses cannot be argued to be new. In this paper, the authors refer to such viruses as derived viruses. Just like new viruses, derived viruses are hard to detect with current scanning-detection methods. Therefore, this paper proposes a virus detection system that detects derived viruses better than existing methods. The proposed system integrates a mutating engine together with neural network to improve the detection rat...
http://arrow.dit.ie/engscheleart/259
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Application of Artificial Intelligence for Detecting Derived Viruses
(2017)
Asiru, Omotayo; Dlamini, Moses; Blackledge, Jonathan
Application of Artificial Intelligence for Detecting Derived Viruses
(2017)
Asiru, Omotayo; Dlamini, Moses; Blackledge, Jonathan
Abstract:
<p>Computer viruses have become complex and operates in a stealth mode to avoid detection. New viruses are argued to be created each and every day. However, most of these supposedly ‘new’ viruses are not completely new. Most of the supposedly ‘new’ viruses are not necessarily created from scratch with completely new (something novel that has never been seen before) mechanisms. For example, most of these viruses just change their form and signatures to avoid detection. But their operation and the way they infect files and systems is still the same. Hence, such viruses cannot be argued to be new. In this paper, the authors refer to such viruses as derived viruses. Just like new viruses, derived viruses are hard to detect with current scanning-detection methods. Therefore, this paper proposes a virus detection system that detects derived viruses better than existing methods. The proposed system integrates a mutating engine together with neural network to improve the detection rat...
http://arrow.dit.ie/engscheleart/257
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Application of Stochastic Diffusion for Hiding High Fidelity Encrypted Images
(2011)
Blackledge, Jonathan; Al-Rawi, AbdulRahman
Application of Stochastic Diffusion for Hiding High Fidelity Encrypted Images
(2011)
Blackledge, Jonathan; Al-Rawi, AbdulRahman
Abstract:
<p>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 ...
http://arrow.dit.ie/engscheleart2/45
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Application of the Fractal Market Hypothesis for Modelling Macroeconomic Time Series
(2008)
Blackledge, Jonathan
Application of the Fractal Market Hypothesis for Modelling Macroeconomic Time Series
(2008)
Blackledge, Jonathan
Abstract:
<p>This paper explores the conceptual background to financial time series analysis and financial signal processing in terms of the Efficient Market Hypothesis. By revisiting the principal conventional approaches to market analysis and the reasoning associated with them, we develop a Fractal Market Hypothesis that is based on the application of non-stationary fractional dynamics using an operator of the type <br /> ∂<sup>2</sup> / ∂x<sup>2</sup> − σ<sup>q(t) </sup> * ∂ <sup>q(t)</sup>/ ∂t<sup>q(t)</sup></p> <p>where <em>σ<sup>−1</sup></em> is the fractional diffusivity and q is the Fourier dimension which, for the topology considered, (i.e. the one-dimensional case) is related to the Fractal Dimension <em>1 < D<sub>F</sub> < 2 </em> by <em>q = 1 − D<sub>F</sub> + 3/2.</em></p> <p>We consider an approach that is base...
http://arrow.dit.ie/engscheleart2/28
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Application of the Fractional Diffusion Equation for Predicting Market Behaviour
(2010)
Blackledge, Jonathan
Application of the Fractional Diffusion Equation for Predicting Market Behaviour
(2010)
Blackledge, Jonathan
Abstract:
<p>Most Financial modelling system rely on an underlying hypothesis known as the Eficient Market Hypothesi (EMH) including the famous BlackScholes formula for placing an option. However, the EMH has a fundamental flaw: it is based on the assumption that economic processes are normally distributed and it has long been known that this is not the case. This fundamental assumption leads to a number of shortcomings associated with using the EMH to analyse financial data which includes failure to predict the future volatility of a market share value. This paper introduces a new financial risk assessment model based on Levy statistics and considers a financial forecasting system that uses a solution to a non-stationary fractional diusion equation characterized by the Levy index. Variation in the Levy index are considered in order to assess the future volatility of financial data together with the likelihood of the markets become bear or bull dominant thereby providing a solution to s...
http://arrow.dit.ie/engscheleart2/11
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Audio Data Verification and Authentication using Frequency Modulation Based Watermarking
(2008)
Blackledge, Jonathan; Farooq, Omar
Audio Data Verification and Authentication using Frequency Modulation Based Watermarking
(2008)
Blackledge, Jonathan; Farooq, Omar
Abstract:
<p>An approach to watermarking digital signals using frequency modulation - ‘Chirp Coding’ - is considered. The principles underlying this approach are based on the use of a matched filter to reconstruct a ‘chirp stream’ code that is uniquely robust. The method is generic in the sense that it can, in principle, be used for a variety of different signal (the authentication of speech and biomedical signals, for example). Further, by generating a bit stream that is signal dependent, chirp coding provides a method of self-authentication, which has a wide range of applications including copyright protection and digital rights management. However, in this paper, we focus on the application of chirp coding for the verification, authentication and self-authentication of audio signals. We also consider the effect of using a multi-level chirp coding approach to increase the ‘volume’ of data that can be embedded into a host signal.</p> <p>The theoretical and computational asp...
http://arrow.dit.ie/engscheleart2/31
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Authentication of Biometric Features using Texture Coding for ID Cards
(2010)
Blackledge, Jonathan; Coyle, Eugene
Authentication of Biometric Features using Texture Coding for ID Cards
(2010)
Blackledge, Jonathan; Coyle, Eugene
Abstract:
<p>The use of image based information exchange has grown rapidly over the years in terms of both e-to-e image storage and transmission and in terms of maintaining paper documents in electronic form. Further, with the dramatic improvements in the quality of COTS (Commercial-Off-The-Shelf) printing and scanning devices, the ability to counterfeit electronic and printed documents has become a widespread problem. Consequently, there has been an increasing demand to develop digital watermarking techniques which can be applied to both electronic and printed images (and documents) that can be authenticated, prevent unauthorized copying of their content and, in the case of printed documents, withstand abuse and degradation before and during scanning. In this paper we consider the background to a novel approach to solving this problem that has been developed into practically realisable system.</p>
http://arrow.dit.ie/engscheleart/153
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Cable Heating Effects due to Harmonic Distortion in Electrical Installations
(2012)
Blackledge, Jonathan; O'Connell, Kevin; Barrett, Martin; Sung, Anthony
Cable Heating Effects due to Harmonic Distortion in Electrical Installations
(2012)
Blackledge, Jonathan; O'Connell, Kevin; Barrett, Martin; Sung, Anthony
Abstract:
<p>The increasing use of non-linear loads in electrical installations has exacerbated the problems of harmonic distortion in industrial and commercial electrical systems. In the UK the current practice to determine the cable size for an electric circuit is to use BS7671. However, previously the 16th edition IEE Wiring Regulations only dealt with situations where cables attain the conductor temperature generated by sinusoidal currents at the fundamental power frequency. This paper outlines the methods available to determine the minimum size of line conductors for protection against overload currents, taking into account the harmonic content of the load current, and explains the harmonic rating factor Cf introduced in 2008 for cables that are under significant harmonic influences. Since the effect of harmonic currents is to increase the joule losses in a cable, the ampacity of the cable will need to be corrected to ensure the maximum conductor operating temperature is not exceed...
http://arrow.dit.ie/engscheleart/183
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Chaos-based Encryption Keys and Neural Key-store for Cloud-hosted Data Confidentiality
(2017)
Mosola, N.N; Dlamini, M.T; Blackledge, Jonathan; Eloff, J.H.P; Venter, H.S
Chaos-based Encryption Keys and Neural Key-store for Cloud-hosted Data Confidentiality
(2017)
Mosola, N.N; Dlamini, M.T; Blackledge, Jonathan; Eloff, J.H.P; Venter, H.S
Abstract:
<p>Cloud computing brings flexible and cost-effective services. However, security concerns plague the cloud. Data confidentiality is one of the security concerns inhibiting the adoption of cloud computing. This concern stems from various cyberattacks directed towards gaining unauthorised access to cloud-bound or cloud-hosted data. This paper proposes a clientend encryption and key management system to curb cyberattacks that target compromising data confidentiality on the cloud.</p>
http://arrow.dit.ie/engscheleart/255
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Computation of the Stochastic Volatility and Levy Index Using the Kolmogorov-Feller Equation with Applications to Carbon Price Data Analysis
(2012)
Blackledge, Jonathan; Lamphiere, Marc; Panahi, Afshin
Computation of the Stochastic Volatility and Levy Index Using the Kolmogorov-Feller Equation with Applications to Carbon Price Data Analysis
(2012)
Blackledge, Jonathan; Lamphiere, Marc; Panahi, Afshin
Abstract:
<p>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 appl...
http://arrow.dit.ie/engscheleart2/43
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Covert Encryption and Document Authentication using Texture Coding
(2008)
Blackledge, Jonathan; Hallot, Mary
Covert Encryption and Document Authentication using Texture Coding
(2008)
Blackledge, Jonathan; Hallot, Mary
Abstract:
<p>With the improvements in the quality of Commercial-Off-The-Shelf (COTS) printing and scanning devices, the ability to counterfeit documents has become a widespread problem. Consequently, there has been an increasing demand to develop digital watermarking techniques which can be applied to both electronic and printed images (and documents) that can be authenticated, prevent unauthorized copying and withstand abuse and degradation. In this paper , a new approach to digital watermarking is presented and a range of possible applications are considered. The process is defined by using concepts and techniques borrowed from Cryptography. It is based on computing a 'scramble image' by diffusing a watermark image with a noise field (a cipher). The cover image (covertext) is then introduced using a simple additive process (confusion). The watermark is subsequently recovered by removing the covertext and then correlating the output with the original (key dependent) noise fie...
http://arrow.dit.ie/engscheleart2/30
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