SearcharxivSearch

arXiv subjects

Florian Stark

Publications and source records attributed to Florian Stark.

2 recordsLinked to original sources

Driving-Over Detection in the Railway Environment

To enable fully automated driving of trains, numerous new technological components must be introduced into the railway system. Tasks that are nowadays carried out by the operating stuff, need to be taken over by automatic systems. Therefore, equipment for automatic train operation and observing the environment is needed. Here, an important task is the detection of collisions, including both (1) collisions with the front of the train as well as (2) collisions with the wheel, corresponding to an driving-over event. Technologies for detecting the driving-over events are barely investigated nowadays. Therefore, detailed driving-over experiments were performed to gather knowledge for fully automated rail operations, using a variety of objects made from steel, wood, stone and bones. Based on the captured test data, three methods were developed to detect driving-over events automatically. The first method is based on convolutional neural networks and the other two methods are classical threshold-based approaches. The neural network based approach provides an mean accuracy of 99.6% while the classical approaches show 85% and 88.6%, respectively.

eess.SP

Testing and Dating Structural Changes in Copula-based Dependence Measures

This paper is concerned with testing and dating structural breaks in the dependence structure of multivariate time series. We consider a cumulative sum (CUSUM) type test for constant copula-based dependence measures, such as Spearman's rank correlation and quantile dependencies. The asymptotic null distribution is not known in closed form and critical values are estimated by an i.i.d. bootstrap procedure. We analyze size and power properties in a simulation study under different dependence measure settings, such as skewed and fat-tailed distributions. To date break points and to decide whether two estimated break locations belong to the same break event, we propose a pivot confidence interval procedure. Finally, we apply the test to the historical data of ten large financial firms during the last financial crisis from 2002 to mid-2013.

econ.EM