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An infrared-based device for non-invasive monitoring of eyelid movement during sleep

100%

Wojewnik P. , Żmigrodzki J.

Polish Journal of Medical Physics And Engineering

2013

tom 19

nr 2

85-91

The increased movement of eyes and eyelids is characteristic of the rapid eye movement (REM) sleep stage, making it an important indicator in sleep monitoring. A device was designed to detect this activity in a non-invasive way by means of measuring infrared light intensity reflected off the eyelid. The system converts the light intensity into current through a photodetector, performs analog signal processing and analog to digital conversion (ADC). The data is transmitted wirelessly to a computer, where the results can be displayed, stored and analyzed with a dedicated software, which also provides control over the device. The hardware is embedded in a mask, which is put over the patient's eyes. User safety in terms of mechanical, electrical and optical dangers has been ensured. The device was tested on a napping subject.

MULTIVARIATE DECOMPOSITIONS FOR VALUE AT RISK MODELLING

80%

Szupiluk R. , Wojewnik P. , Ząbkowski T.

Metody Ilościowe w Badaniach Ekonomicznych

2013

tom 14

nr 2

240-250

This paper presents the application of independent component analysis (ICA) for value at risk modelling (VaR). The probabilistic models fitted to hidden components from the time series help to identify the independent factors influencing the portfolio value. An important issue here is the choice of the ICA algorithm, especially taking into account the characteristics of the instruments with respect to higher-order statistics. The proposed ICA-VaR concept has been tested on transactional data of selected stocks listed on Warsaw Stock Exchange.