Machine vision for the automatic classification of images acquired from Non-destructive tests

This project is based on Artificial Intelligence (A.I) and Digital Image processing (I.P) for automatic condition monitoring of sleepers in the railway track. Rail inspection is a very important task in railway maintenance for traffic safety issues and in preventing dangerous situations. Monitoring railway track infrastructure is an important aspect in which the periodical inspection of rail rolling plane is required.Up to the present days the inspection of the railroad is operated manually by trained personnel. A human operator walks along the railway track searching for sleeper anomalies. This monitoring way is not more acceptable for its slowness and subjectivity. Hence, it is desired to automate such intuitive human skills for the development of more robust and reliable testing methods. Images of wooden sleepers have been used as data for my project. The aim of this project is to present a vision based technique for inspecting railway sleepers (wooden planks under the railway track) by automatic interpretation of Non Destructive Test (NDT) data using A.I. techniques in determining the results of inspection.

Testing linear cointegration against smooth-transition cointegration

This paper studies a smooth-transition (ST) type cointegration. The proposed ST cointegration allows for regime switching structure in a cointegrated system. It nests the linear cointegration developed by Engle and Granger (1987) and the threshold cointegration studied by Balke and Fomby (1997). We develop F-type tests to examine linear cointegration against ST cointegration in ST-type cointegrating regression models with or without time trends. The null asymptotic distributions of the tests are derived with stationary transition variables in ST cointegrating regression models. And it is shown that our tests have nonstandard limiting distributions expressed in terms of standard Brownian motion when regressors are pure random walks, while have standard asymptotic distributions when regressors contain random walks with nonzero drift. Finite-sample distributions of those tests are studied by Monto Carlo simulations. The small-sample performance of the tests states that our F-type tests have a better power when the system contains ST cointegration than when the system is linearly cointegrated. An empirical example for the purchasing power parity (PPP) data (monthly US dollar, Italy lira and dollar-lira exchange rate from 1973:01 to 1989:10) is illustrated by applying the testing procedures in this paper. It is found that there is no linear cointegration in the system, but there exits the ST-type cointegration in the PPP data.