Search results for: hybrid PSO-GA algorithm and mutual information
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 15456

Search results for: hybrid PSO-GA algorithm and mutual information

15456 Mutual Information Based Image Registration of Satellite Images Using PSO-GA Hybrid Algorithm

Authors: Dipti Patra, Guguloth Uma, Smita Pradhan

Abstract:

Registration is a fundamental task in image processing. It is used to transform different sets of data into one coordinate system, where data are acquired from different times, different viewing angles, and/or different sensors. The registration geometrically aligns two images (the reference and target images). Registration techniques are used in satellite images and it is important in order to be able to compare or integrate the data obtained from these different measurements. In this work, mutual information is considered as a similarity metric for registration of satellite images. The transformation is assumed to be a rigid transformation. An attempt has been made here to optimize the transformation function. The proposed image registration technique hybrid PSO-GA incorporates the notion of Particle Swarm Optimization and Genetic Algorithm and is used for finding the best optimum values of transformation parameters. The performance comparision obtained with the experiments on satellite images found that the proposed hybrid PSO-GA algorithm outperforms the other algorithms in terms of mutual information and registration accuracy.

Keywords: image registration, genetic algorithm, particle swarm optimization, hybrid PSO-GA algorithm and mutual information

Procedia PDF Downloads 408
15455 Hybrid EMPCA-Scott Approach for Estimating Probability Distributions of Mutual Information

Authors: Thuvanan Borvornvitchotikarn, Werasak Kurutach

Abstract:

Mutual information (MI) is widely used in medical image registration. In the different medical images analysis, it is difficult to choose an optimal bins size number for calculating the probability distributions in MI. As the result, this paper presents a new adaptive bins number selection approach that named a hybrid EMPCA-Scott approach. This work combines an expectation maximization principal component analysis (EMPCA) and the modified Scott’s rule. The proposed approach solves the binning problem from the various intensity values in medical images. Experimental results of this work show the lower registration errors compared to other adaptive binning approaches.

Keywords: mutual information, EMPCA, Scott, probability distributions

Procedia PDF Downloads 249
15454 Hybrid Bee Ant Colony Algorithm for Effective Load Balancing and Job Scheduling in Cloud Computing

Authors: Thomas Yeboah

Abstract:

Cloud Computing is newly paradigm in computing that promises a delivery of computing as a service rather than a product, whereby shared resources, software, and information are provided to computers and other devices as a utility (like the electricity grid) over a network (typically the Internet). As Cloud Computing is a newly style of computing on the internet. It has many merits along with some crucial issues that need to be resolved in order to improve reliability of cloud environment. These issues are related with the load balancing, fault tolerance and different security issues in cloud environment.In this paper the main concern is to develop an effective load balancing algorithm that gives satisfactory performance to both, cloud users and providers. This proposed algorithm (hybrid Bee Ant Colony algorithm) is a combination of two dynamic algorithms: Ant Colony Optimization and Bees Life algorithm. Ant Colony algorithm is used in this hybrid Bee Ant Colony algorithm to solve load balancing issues whiles the Bees Life algorithm is used for optimization of job scheduling in cloud environment. The results of the proposed algorithm shows that the hybrid Bee Ant Colony algorithm outperforms the performances of both Ant Colony algorithm and Bees Life algorithm when evaluated the proposed algorithm performances in terms of Waiting time and Response time on a simulator called CloudSim.

Keywords: ant colony optimization algorithm, bees life algorithm, scheduling algorithm, performance, cloud computing, load balancing

Procedia PDF Downloads 628
15453 Improving the Security of Internet of Things Using Encryption Algorithms

Authors: Amirhossein Safi

Abstract:

Internet of things (IOT) is a kind of advanced information technology which has drawn societies’ attention. Sensors and stimulators are usually recognized as smart devices of our environment. Simultaneously, IOT security brings up new issues. Internet connection and possibility of interaction with smart devices cause those devices to involve more in human life. Therefore, safety is a fundamental requirement in designing IOT. IOT has three remarkable features: overall perception, reliable transmission, and intelligent processing. Because of IOT span, security of conveying data is an essential factor for system security. Hybrid encryption technique is a new model that can be used in IOT. This type of encryption generates strong security and low computation. In this paper, we have proposed a hybrid encryption algorithm which has been conducted in order to reduce safety risks and enhancing encryption's speed and less computational complexity. The purpose of this hybrid algorithm is information integrity, confidentiality, non-repudiation in data exchange for IOT. Eventually, the suggested encryption algorithm has been simulated by MATLAB software, and its speed and safety efficiency were evaluated in comparison with conventional encryption algorithm.

Keywords: internet of things, security, hybrid algorithm, privacy

Procedia PDF Downloads 468
15452 A Comparative Study of GTC and PSP Algorithms for Mining Sequential Patterns Embedded in Database with Time Constraints

Authors: Safa Adi

Abstract:

This paper will consider the problem of sequential mining patterns embedded in a database by handling the time constraints as defined in the GSP algorithm (level wise algorithms). We will compare two previous approaches GTC and PSP, that resumes the general principles of GSP. Furthermore this paper will discuss PG-hybrid algorithm, that using PSP and GTC. The results show that PSP and GTC are more efficient than GSP. On the other hand, the GTC algorithm performs better than PSP. The PG-hybrid algorithm use PSP algorithm for the two first passes on the database, and GTC approach for the following scans. Experiments show that the hybrid approach is very efficient for short, frequent sequences.

Keywords: database, GTC algorithm, PSP algorithm, sequential patterns, time constraints

Procedia PDF Downloads 390
15451 A Hybrid ICA-GA Algorithm for Solving Multiobjective Optimization of Production Planning Problems

Authors: Omar Ramzi Jasim, Jalal Sultan Ashour

Abstract:

Production Planning or Master Production Schedule (MPS) is a key interface between marketing and manufacturing, since it links customer service directly to efficient use of production resources. Mismanagement of the MPS is considered as one of fundamental problems in operation and it can potentially lead to poor customer satisfaction. In this paper, a hybrid evolutionary algorithm (ICA-GA) is presented, which integrates the merits of both imperialist competitive algorithm (ICA) and genetic algorithm (GA) for solving multi-objective MPS problems. In the presented algorithm, the colonies in each empire has be represented a small population and communicate with each other using genetic operators. By testing on 5 production scenarios, the numerical results of ICA-GA algorithm show the efficiency and capabilities of the hybrid algorithm in finding the optimum solutions. The ICA-GA solutions yield the lower inventory level and keep customer satisfaction high and the required overtime is also lower, compared with results of GA and SA in all production scenarios.

Keywords: master production scheduling, genetic algorithm, imperialist competitive algorithm, hybrid algorithm

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15450 A Hybrid Multi-Objective Firefly-Sine Cosine Algorithm for Multi-Objective Optimization Problem

Authors: Gaohuizi Guo, Ning Zhang

Abstract:

Firefly algorithm (FA) and Sine Cosine algorithm (SCA) are two very popular and advanced metaheuristic algorithms. However, these algorithms applied to multi-objective optimization problems have some shortcomings, respectively, such as premature convergence and limited exploration capability. Combining the privileges of FA and SCA while avoiding their deficiencies may improve the accuracy and efficiency of the algorithm. This paper proposes a hybridization of FA and SCA algorithms, named multi-objective firefly-sine cosine algorithm (MFA-SCA), to develop a more efficient meta-heuristic algorithm than FA and SCA.

Keywords: firefly algorithm, hybrid algorithm, multi-objective optimization, sine cosine algorithm

Procedia PDF Downloads 169
15449 Robust Image Registration Based on an Adaptive Normalized Mutual Information Metric

Authors: Huda Algharib, Amal Algharib, Hanan Algharib, Ali Mohammad Alqudah

Abstract:

Image registration is an important topic for many imaging systems and computer vision applications. The standard image registration techniques such as Mutual information/ Normalized mutual information -based methods have a limited performance because they do not consider the spatial information or the relationships between the neighbouring pixels or voxels. In addition, the amount of image noise may significantly affect the registration accuracy. Therefore, this paper proposes an efficient method that explicitly considers the relationships between the adjacent pixels, where the gradient information of the reference and scene images is extracted first, and then the cosine similarity of the extracted gradient information is computed and used to improve the accuracy of the standard normalized mutual information measure. Our experimental results on different data types (i.e. CT, MRI and thermal images) show that the proposed method outperforms a number of image registration techniques in terms of the accuracy.

Keywords: image registration, mutual information, image gradients, image transformations

Procedia PDF Downloads 248
15448 A High-Level Co-Evolutionary Hybrid Algorithm for the Multi-Objective Job Shop Scheduling Problem

Authors: Aydin Teymourifar, Gurkan Ozturk

Abstract:

In this paper, a hybrid distributed algorithm has been suggested for the multi-objective job shop scheduling problem. Many new approaches are used at design steps of the distributed algorithm. Co-evolutionary structure of the algorithm and competition between different communicated hybrid algorithms, which are executed simultaneously, causes to efficient search. Using several machines for distributing the algorithms, at the iteration and solution levels, increases computational speed. The proposed algorithm is able to find the Pareto solutions of the big problems in shorter time than other algorithm in the literature. Apache Spark and Hadoop platforms have been used for the distribution of the algorithm. The suggested algorithm and implementations have been compared with results of the successful algorithms in the literature. Results prove the efficiency and high speed of the algorithm.

Keywords: distributed algorithms, Apache Spark, Hadoop, job shop scheduling, multi-objective optimization

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15447 A Hybrid Distributed Algorithm for Multi-Objective Dynamic Flexible Job Shop Scheduling Problem

Authors: Aydin Teymourifar, Gurkan Ozturk

Abstract:

In this paper, a hybrid distributed algorithm has been suggested for multi-objective dynamic flexible job shop scheduling problem. The proposed algorithm is high level, in which several algorithms search the space on different machines simultaneously also it is a hybrid algorithm that takes advantages of the artificial intelligence, evolutionary and optimization methods. Distribution is done at different levels and new approaches are used for design of the algorithm. Apache spark and Hadoop frameworks have been used for the distribution of the algorithm. The Pareto optimality approach is used for solving the multi-objective benchmarks. The suggested algorithm that is able to solve large-size problems in short times has been compared with the successful algorithms of the literature. The results prove high speed and efficiency of the algorithm.

Keywords: distributed algorithms, apache-spark, Hadoop, flexible dynamic job shop scheduling, multi-objective optimization

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15446 Design of Permanent Sensor Fault Tolerance Algorithms by Sliding Mode Observer for Smart Hybrid Powerpack

Authors: Sungsik Jo, Hyeonwoo Kim, Iksu Choi, Hunmo Kim

Abstract:

In the SHP, LVDT sensor is for detecting the length changes of the EHA output, and the thrust of the EHA is controlled by the pressure sensor. Sensor is possible to cause hardware fault by internal problem or external disturbance. The EHA of SHP is able to be uncontrollable due to control by feedback from uncertain information, on this paper; the sliding mode observer algorithm estimates the original sensor output information in permanent sensor fault. The proposed algorithm shows performance to recovery fault of disconnection and short circuit basically, also the algorithm detect various of sensor fault mode.

Keywords: smart hybrid powerpack (SHP), electro hydraulic actuator (EHA), permanent sensor fault tolerance, sliding mode observer (SMO), graphic user interface (GUI)

Procedia PDF Downloads 548
15445 Hybrid Algorithm for Frequency Channel Selection in Wi-Fi Networks

Authors: Cesar Hernández, Diego Giral, Ingrid Páez

Abstract:

This article proposes a hybrid algorithm for spectrum allocation in cognitive radio networks based on the algorithms Analytical Hierarchical Process (AHP) and Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) to improve the performance of the spectrum mobility of secondary users in cognitive radio networks. To calculate the level of performance of the proposed algorithm a comparative analysis between the proposed AHP-TOPSIS, Grey Relational Analysis (GRA) and Multiplicative Exponent Weighting (MEW) algorithm is performed. Four evaluation metrics is used. These metrics are the accumulative average of failed handoffs, the accumulative average of handoffs performed, the accumulative average of transmission bandwidth, and the accumulative average of the transmission delay. The results of the comparison show that AHP-TOPSIS Algorithm provides 2.4 times better performance compared to a GRA Algorithm and, 1.5 times better than the MEW Algorithm.

Keywords: cognitive radio, decision making, hybrid algorithm, spectrum handoff, wireless networks

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15444 A Hybrid Method for Determination of Effective Poles Using Clustering Dominant Pole Algorithm

Authors: Anuj Abraham, N. Pappa, Daniel Honc, Rahul Sharma

Abstract:

In this paper, an analysis of some model order reduction techniques is presented. A new hybrid algorithm for model order reduction of linear time invariant systems is compared with the conventional techniques namely Balanced Truncation, Hankel Norm reduction and Dominant Pole Algorithm (DPA). The proposed hybrid algorithm is known as Clustering Dominant Pole Algorithm (CDPA) is able to compute the full set of dominant poles and its cluster center efficiently. The dominant poles of a transfer function are specific eigenvalues of the state space matrix of the corresponding dynamical system. The effectiveness of this novel technique is shown through the simulation results.

Keywords: balanced truncation, clustering, dominant pole, Hankel norm, model reduction

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15443 A Hybrid System of Hidden Markov Models and Recurrent Neural Networks for Learning Deterministic Finite State Automata

Authors: Pavan K. Rallabandi, Kailash C. Patidar

Abstract:

In this paper, we present an optimization technique or a learning algorithm using the hybrid architecture by combining the most popular sequence recognition models such as Recurrent Neural Networks (RNNs) and Hidden Markov models (HMMs). In order to improve the sequence or pattern recognition/ classification performance by applying a hybrid/neural symbolic approach, a gradient descent learning algorithm is developed using the Real Time Recurrent Learning of Recurrent Neural Network for processing the knowledge represented in trained Hidden Markov Models. The developed hybrid algorithm is implemented on automata theory as a sample test beds and the performance of the designed algorithm is demonstrated and evaluated on learning the deterministic finite state automata.

Keywords: hybrid systems, hidden markov models, recurrent neural networks, deterministic finite state automata

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15442 Case-Based Reasoning: A Hybrid Classification Model Improved with an Expert's Knowledge for High-Dimensional Problems

Authors: Bruno Trstenjak, Dzenana Donko

Abstract:

Data mining and classification of objects is the process of data analysis, using various machine learning techniques, which is used today in various fields of research. This paper presents a concept of hybrid classification model improved with the expert knowledge. The hybrid model in its algorithm has integrated several machine learning techniques (Information Gain, K-means, and Case-Based Reasoning) and the expert’s knowledge into one. The knowledge of experts is used to determine the importance of features. The paper presents the model algorithm and the results of the case study in which the emphasis was put on achieving the maximum classification accuracy without reducing the number of features.

Keywords: case based reasoning, classification, expert's knowledge, hybrid model

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15441 An Experimental Study on Some Conventional and Hybrid Models of Fuzzy Clustering

Authors: Jeugert Kujtila, Kristi Hoxhalli, Ramazan Dalipi, Erjon Cota, Ardit Murati, Erind Bedalli

Abstract:

Clustering is a versatile instrument in the analysis of collections of data providing insights of the underlying structures of the dataset and enhancing the modeling capabilities. The fuzzy approach to the clustering problem increases the flexibility involving the concept of partial memberships (some value in the continuous interval [0, 1]) of the instances in the clusters. Several fuzzy clustering algorithms have been devised like FCM, Gustafson-Kessel, Gath-Geva, kernel-based FCM, PCM etc. Each of these algorithms has its own advantages and drawbacks, so none of these algorithms would be able to perform superiorly in all datasets. In this paper we will experimentally compare FCM, GK, GG algorithm and a hybrid two-stage fuzzy clustering model combining the FCM and Gath-Geva algorithms. Firstly we will theoretically dis-cuss the advantages and drawbacks for each of these algorithms and we will describe the hybrid clustering model exploiting the advantages and diminishing the drawbacks of each algorithm. Secondly we will experimentally compare the accuracy of the hybrid model by applying it on several benchmark and synthetic datasets.

Keywords: fuzzy clustering, fuzzy c-means algorithm (FCM), Gustafson-Kessel algorithm, hybrid clustering model

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15440 Tabu Random Algorithm for Guiding Mobile Robots

Authors: Kevin Worrall, Euan McGookin

Abstract:

The use of optimization algorithms is common across a large number of diverse fields. This work presents the use of a hybrid optimization algorithm applied to a mobile robot tasked with carrying out a search of an unknown environment. The algorithm is then applied to the multiple robots case, which results in a reduction in the time taken to carry out the search. The hybrid algorithm is a Random Search Algorithm fused with a Tabu mechanism. The work shows that the algorithm locates the desired points in a quicker time than a brute force search. The Tabu Random algorithm is shown to work within a simulated environment using a validated mathematical model. The simulation was run using three different environments with varying numbers of targets. As an algorithm, the Tabu Random is small, clear and can be implemented with minimal resources. The power of the algorithm is the speed at which it locates points of interest and the robustness to the number of robots involved. The number of robots can vary with no changes to the algorithm resulting in a flexible algorithm.

Keywords: algorithms, control, multi-agent, search and rescue

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15439 Model Order Reduction Using Hybrid Genetic Algorithm and Simulated Annealing

Authors: Khaled Salah

Abstract:

Model order reduction has been one of the most challenging topics in the past years. In this paper, a hybrid solution of genetic algorithm (GA) and simulated annealing algorithm (SA) are used to approximate high-order transfer functions (TFs) to lower-order TFs. In this approach, hybrid algorithm is applied to model order reduction putting in consideration improving accuracy and preserving the properties of the original model which are two important issues for improving the performance of simulation and computation and maintaining the behavior of the original complex models being reduced. Compared to conventional mathematical methods that have been used to obtain a reduced order model of high order complex models, our proposed method provides better results in terms of reducing run-time. Thus, the proposed technique could be used in electronic design automation (EDA) tools.

Keywords: genetic algorithm, simulated annealing, model reduction, transfer function

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15438 Getting What You Paid For: Using Mutual Fund Governance to Predict the Activeness of Mutual Funds

Authors: Matthew Morey, Aron Gottesman

Abstract:

This paper examines the relationship between mutual fund governance and the activeness of equity mutual funds. Using a fund’s corporate culture as a proxy for its governance and controlling for other variables, we find that funds with the better governance are significantly more active than other funds. Further, we find the probability of finding a highly active fund increases significantly as the governance of the fund improves. We also find some evidence that the probability of finding a closet index fund increases as the governance of the fund declines. These results demonstrate that mutual fund governance should be considered carefully when making mutual fund investment decisions.

Keywords: active, share, mutual funds, economics

Procedia PDF Downloads 335
15437 A Hybrid Tabu Search Algorithm for the Multi-Objective Job Shop Scheduling Problems

Authors: Aydin Teymourifar, Gurkan Ozturk

Abstract:

In this paper, a hybrid Tabu Search (TS) algorithm is suggested for the multi-objective job shop scheduling problems (MO-JSSPs). The algorithm integrates several shifting bottleneck based neighborhood structures with the Giffler & Thompson algorithm, which improve efficiency of the search. Diversification and intensification are provided with local and global left shift algorithms application and also new semi-active, active, and non-delay schedules creation. The suggested algorithm is tested in the MO-JSSPs benchmarks from the literature based on the Pareto optimality concept. Different performances criteria are used for the multi-objective algorithm evaluation. The proposed algorithm is able to find the Pareto solutions of the test problems in shorter time than other algorithm of the literature.

Keywords: tabu search, heuristics, job shop scheduling, multi-objective optimization, Pareto optimality

Procedia PDF Downloads 443
15436 A Hybrid Algorithm for Collaborative Transportation Planning among Carriers

Authors: Elham Jelodari Mamaghani, Christian Prins, Haoxun Chen

Abstract:

In this paper, there is concentration on collaborative transportation planning (CTP) among multiple carriers with pickup and delivery requests and time windows. This problem is a vehicle routing problem with constraints from standard vehicle routing problems and new constraints from a real-world application. In the problem, each carrier has a finite number of vehicles, and each request is a pickup and delivery request with time window. Moreover, each carrier has reserved requests, which must be served by itself, whereas its exchangeable requests can be outsourced to and served by other carriers. This collaboration among carriers can help them to reduce total transportation costs. A mixed integer programming model is proposed to the problem. To solve the model, a hybrid algorithm that combines Genetic Algorithm and Simulated Annealing (GASA) is proposed. This algorithm takes advantages of GASA at the same time. After tuning the parameters of the algorithm with the Taguchi method, the experiments are conducted and experimental results are provided for the hybrid algorithm. The results are compared with those obtained by a commercial solver. The comparison indicates that the GASA significantly outperforms the commercial solver.

Keywords: centralized collaborative transportation, collaborative transportation with pickup and delivery, collaborative transportation with time windows, hybrid algorithm of GA and SA

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15435 Satellite Image Classification Using Firefly Algorithm

Authors: Paramjit Kaur, Harish Kundra

Abstract:

In the recent years, swarm intelligence based firefly algorithm has become a great focus for the researchers to solve the real time optimization problems. Here, firefly algorithm is used for the application of satellite image classification. For experimentation, Alwar area is considered to multiple land features like vegetation, barren, hilly, residential and water surface. Alwar dataset is considered with seven band satellite images. Firefly Algorithm is based on the attraction of less bright fireflies towards more brightener one. For the evaluation of proposed concept accuracy assessment parameters are calculated using error matrix. With the help of Error matrix, parameters of Kappa Coefficient, Overall Accuracy and feature wise accuracy parameters of user’s accuracy & producer’s accuracy can be calculated. Overall results are compared with BBO, PSO, Hybrid FPAB/BBO, Hybrid ACO/SOFM and Hybrid ACO/BBO based on the kappa coefficient and overall accuracy parameters.

Keywords: image classification, firefly algorithm, satellite image classification, terrain classification

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15434 Application of Hybrid Honey Bees Mating Optimization Algorithm in Multiuser Detection of Wireless Communication Systems

Authors: N. Larbi, F. Debbat

Abstract:

Wireless communication systems have changed dramatically and shown spectacular evolution over the past two decades. These radio technologies are engaged in a quest endless high-speed transmission coupled to a constant need to improve transmission quality. Various radio communication systems being developed use code division multiple access (CDMA) technique. This work analyses a hybrid honey bees mating optimization algorithm (HBMO) applied to multiuser detection (MuD) in CDMA communication systems. The HBMO is a swarm-based optimization algorithm, which simulates the mating process of real honey bees. We apply a hybridization of HBMO with simulated annealing (SA) in order to improve the solution generated by the HBMO. Simulation results show that the detection based on Hybrid HBMO, in term of bit error rate (BER), is viable option when compared with the classic detectors from literature under Rayleigh flat fading channel.

Keywords: BER, DS-CDMA multiuser detection, genetic algorithm, hybrid HBMO, simulated annealing

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15433 Cooperative Spectrum Sensing Using Hybrid IWO/PSO Algorithm in Cognitive Radio Networks

Authors: Deepa Das, Susmita Das

Abstract:

Cognitive Radio (CR) is an emerging technology to combat the spectrum scarcity issues. This is achieved by consistently sensing the spectrum, and detecting the under-utilized frequency bands without causing undue interference to the primary user (PU). In soft decision fusion (SDF) based cooperative spectrum sensing, various evolutionary algorithms have been discussed, which optimize the weight coefficient vector for maximizing the detection performance. In this paper, we propose the hybrid invasive weed optimization and particle swarm optimization (IWO/PSO) algorithm as a fast and global optimization method, which improves the detection probability with a lesser sensing time. Then, the efficiency of this algorithm is compared with the standard invasive weed optimization (IWO), particle swarm optimization (PSO), genetic algorithm (GA) and other conventional SDF based methods on the basis of convergence and detection probability.

Keywords: cognitive radio, spectrum sensing, soft decision fusion, GA, PSO, IWO, hybrid IWO/PSO

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15432 The Superior Performance of Investment Bank-Affiliated Mutual Funds

Authors: Michelo Obrey

Abstract:

Traditionally, mutual funds have long been esteemed as stand-alone entities in the U.S. However, the prevalence of the fund families’ affiliation to financial conglomerates is eroding this striking feature. Mutual fund families' affiliation with financial conglomerates can potentially be an important source of superior performance or cost to the affiliated mutual fund investors. On the one hand, financial conglomerates affiliation offers the mutual funds access to abundant resources, better research quality, private material information, and business connections within the financial group. On the other hand, conflict of interest is bound to arise between the financial conglomerate relationship and fund management. Using a sample of U.S. domestic equity mutual funds from 1994 to 2017, this paper examines whether fund family affiliation to an investment bank help the affiliated mutual funds deliver superior performance through private material information advantage possessed by the investment banks or it costs affiliated mutual fund shareholders due to the conflict of interest. Robust to alternative risk adjustments and cross-section regression methodologies, this paper finds that the investment bank-affiliated mutual funds significantly outperform those of the mutual funds that are not affiliated with an investment bank. Interestingly the paper finds that the outperformance is confined to holding return, a return measure that captures the investment talent that is uninfluenced by transaction costs, fees, and other expenses. Further analysis shows that the investment bank-affiliated mutual funds specialize in hard-to-value stocks, which are not more likely to be held by unaffiliated funds. Consistent with the information advantage hypothesis, the paper finds that affiliated funds holding covered stocks outperform affiliated funds without covered stocks lending no support to the hypothesis that affiliated mutual funds attract superior stock-picking talent. Overall, the paper findings are consistent with the idea that investment banks maximize fee income by monopolistically exploiting their private information, thus strategically transferring performance to their affiliated mutual funds. This paper contributes to the extant literature on the agency problem in mutual fund families. It adds to this stream of research by showing that the agency problem is not only prevalent in fund families but also in financial organizations such as investment banks that have affiliated mutual fund families. The results show evidence of exploitation of synergies such as private material information sharing that benefit mutual fund investors due to affiliation with a financial conglomerate. However, this research has a normative dimension, allowing such incestuous behavior of insider trading and exploitation of superior information not only negatively affect the unaffiliated fund investors but also led to an unfair and unleveled playing field in the financial market.

Keywords: mutual fund performance, conflicts of interest, informational advantage, investment bank

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15431 A Spatial Information Network Traffic Prediction Method Based on Hybrid Model

Authors: Jingling Li, Yi Zhang, Wei Liang, Tao Cui, Jun Li

Abstract:

Compared with terrestrial network, the traffic of spatial information network has both self-similarity and short correlation characteristics. By studying its traffic prediction method, the resource utilization of spatial information network can be improved, and the method can provide an important basis for traffic planning of a spatial information network. In this paper, considering the accuracy and complexity of the algorithm, the spatial information network traffic is decomposed into approximate component with long correlation and detail component with short correlation, and a time series hybrid prediction model based on wavelet decomposition is proposed to predict the spatial network traffic. Firstly, the original traffic data are decomposed to approximate components and detail components by using wavelet decomposition algorithm. According to the autocorrelation and partial correlation smearing and truncation characteristics of each component, the corresponding model (AR/MA/ARMA) of each detail component can be directly established, while the type of approximate component modeling can be established by ARIMA model after smoothing. Finally, the prediction results of the multiple models are fitted to obtain the prediction results of the original data. The method not only considers the self-similarity of a spatial information network, but also takes into account the short correlation caused by network burst information, which is verified by using the measured data of a certain back bone network released by the MAWI working group in 2018. Compared with the typical time series model, the predicted data of hybrid model is closer to the real traffic data and has a smaller relative root means square error, which is more suitable for a spatial information network.

Keywords: spatial information network, traffic prediction, wavelet decomposition, time series model

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15430 Pattern Synthesis of Nonuniform Linear Arrays Including Mutual Coupling Effects Based on Gaussian Process Regression and Genetic Algorithm

Authors: Ming Su, Ziqiang Mu

Abstract:

This paper proposes a synthesis method for nonuniform linear antenna arrays that combine Gaussian process regression (GPR) and genetic algorithm (GA). In this method, the GPR model can be used to calculate the array radiation pattern in the presence of mutual coupling effects, and then the GA is used to optimize the excitations and locations of the elements so as to generate the desired radiation pattern. In this paper, taking a 9-element nonuniform linear array as an example and the desired radiation pattern corresponding to a Chebyshev distribution as the optimization objective, optimize the excitations and locations of the elements. Finally, the optimization results are verified by electromagnetic simulation software CST, which shows that the method is effective.

Keywords: nonuniform linear antenna arrays, GPR, GA, mutual coupling effects, active element pattern

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15429 Hybrid Algorithm for Non-Negative Matrix Factorization Based on Symmetric Kullback-Leibler Divergence for Signal Dependent Noise: A Case Study

Authors: Ana Serafimovic, Karthik Devarajan

Abstract:

Non-negative matrix factorization approximates a high dimensional non-negative matrix V as the product of two non-negative matrices, W and H, and allows only additive linear combinations of data, enabling it to learn parts with representations in reality. It has been successfully applied in the analysis and interpretation of high dimensional data arising in neuroscience, computational biology, and natural language processing, to name a few. The objective of this paper is to assess a hybrid algorithm for non-negative matrix factorization with multiplicative updates. The method aims to minimize the symmetric version of Kullback-Leibler divergence known as intrinsic information and assumes that the noise is signal-dependent and that it originates from an arbitrary distribution from the exponential family. It is a generalization of currently available algorithms for Gaussian, Poisson, gamma and inverse Gaussian noise. We demonstrate the potential usefulness of the new generalized algorithm by comparing its performance to the baseline methods which also aim to minimize symmetric divergence measures.

Keywords: non-negative matrix factorization, dimension reduction, clustering, intrinsic information, symmetric information divergence, signal-dependent noise, exponential family, generalized Kullback-Leibler divergence, dual divergence

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15428 Chemical Reaction Algorithm for Expectation Maximization Clustering

Authors: Li Ni, Pen ManMan, Li KenLi

Abstract:

Clustering is an intensive research for some years because of its multifaceted applications, such as biology, information retrieval, medicine, business and so on. The expectation maximization (EM) is a kind of algorithm framework in clustering methods, one of the ten algorithms of machine learning. Traditionally, optimization of objective function has been the standard approach in EM. Hence, research has investigated the utility of evolutionary computing and related techniques in the regard. Chemical Reaction Optimization (CRO) is a recently established method. So the property embedded in CRO is used to solve optimization problems. This paper presents an algorithm framework (EM-CRO) with modified CRO operators based on EM cluster problems. The hybrid algorithm is mainly to solve the problem of initial value sensitivity of the objective function optimization clustering algorithm. Our experiments mainly take the EM classic algorithm:k-means and fuzzy k-means as an example, through the CRO algorithm to optimize its initial value, get K-means-CRO and FKM-CRO algorithm. The experimental results of them show that there is improved efficiency for solving objective function optimization clustering problems.

Keywords: chemical reaction optimization, expection maimization, initia, objective function clustering

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15427 Hybrid Intelligent Optimization Methods for Optimal Design of Horizontal-Axis Wind Turbine Blades

Authors: E. Tandis, E. Assareh

Abstract:

Designing the optimal shape of MW wind turbine blades is provided in a number of cases through evolutionary algorithms associated with mathematical modeling (Blade Element Momentum Theory). Evolutionary algorithms, among the optimization methods, enjoy many advantages, particularly in stability. However, they usually need a large number of function evaluations. Since there are a large number of local extremes, the optimization method has to find the global extreme accurately. The present paper introduces a new population-based hybrid algorithm called Genetic-Based Bees Algorithm (GBBA). This algorithm is meant to design the optimal shape for MW wind turbine blades. The current method employs crossover and neighborhood searching operators taken from the respective Genetic Algorithm (GA) and Bees Algorithm (BA) to provide a method with good performance in accuracy and speed convergence. Different blade designs, twenty-one to be exact, were considered based on the chord length, twist angle and tip speed ratio using GA results. They were compared with BA and GBBA optimum design results targeting the power coefficient and solidity. The results suggest that the final shape, obtained by the proposed hybrid algorithm, performs better compared to either BA or GA. Furthermore, the accuracy and speed convergence increases when the GBBA is employed

Keywords: Blade Design, Optimization, Genetic Algorithm, Bees Algorithm, Genetic-Based Bees Algorithm, Large Wind Turbine

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