Search results for: algorithm model

Authors: Vani Singhal, Jitendra Parmar, Satyendra Singh Chouhan

Abstract:

Unseen class discovery has now become an important part of a machine-learning algorithm to judge new classes. Unseen classes are the classes on which the machine learning model is not trained on. With the advancement in technology and AI replacing humans, the amount of data has increased to the next level. So while implementing a model on real-world examples, we come across unseen new classes. Our aim is to find the number of unseen classes by using a hierarchical-based active learning algorithm. The algorithm is based on hierarchical clustering as well as active sampling. The number of clusters that we will get in the end will give the number of unseen classes. The total clusters will also contain some clusters that have unseen classes. Instead of first discovering unseen classes and then finding their number, we directly calculated the number by applying the algorithm. The dataset used is for intent classification. The target data is the intent of the corresponding query. We conclude that when the machine learning model will encounter real-world data, it will automatically find the number of unseen classes. In the future, our next work would be to label these unseen classes correctly.

Keywords: active sampling, hierarchical clustering, open world learning, unseen class discovery

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Authors: Bruno Trstenjak, Dzenana Donko

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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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Authors: Yan-Ren Chen, Jenn-Kaie Lain

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This paper proposes a novel indoor positioning algorithm based on visible light communications, implemented by light-emitting diode fixtures. In the proposed positioning algorithm, distances between light-emitting diode fixtures and mobile terminal are derived from the assumption of ideal Lambertian optic radiation model, and Trilateration positioning method is proceeded immediately to get the coordinates of mobile terminal. The proposed positioning algorithm directly obtains distance information from the optical signal modeling, and therefore, statistical distribution of received signal strength at different positions in interior space has no need to be pre-established. Numerically, simulation results have shown that the proposed indoor positioning algorithm can provide accurate location coordinates estimation.

Keywords: indoor positioning, received signal strength, trilateration, visible light communications

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Authors: Tomasz Robert Kuczerski

Abstract:

The high complexity of the algorithm of the autonomous tandem detonator system creates an optimization problem due to the parallel operation of several machine states of the system. Many years of experience and classic analyses have led to a partially optimized model. Limitations on the energy resources of this class of autonomous systems make it necessary to search for more effective methods of optimisation. The use of the Quantum Approximate Optimization Algorithm (QAOA) in these studies shows the most promising results. With the help of multiple evaluations of several qubit quantum circuits, proper results of variable parameter optimization were obtained. In addition, it was observed that the increase in the number of assessments does not result in further efficient growth due to the increasing complexity of optimising variables. The tests confirmed the effectiveness of the QAOA optimization method.

Keywords: algorithm analysis, autonomous system, quantum optimization, tandem detonator

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Authors: Ying Shen, Weihua Zhu

Abstract:

Medical images are important to help identifying different diseases, for example, Magnetic resonance imaging (MRI) can be used to investigate the brain, spinal cord, bones, joints, breasts, blood vessels, and heart. Image segmentation, in medical image analysis, is usually the first step to find out some characteristics with similar color, intensity or texture so that the diagnosis could be further carried out based on these features. This paper introduces an improved C-means model to segment the MRI images. The model is based on information entropy to evaluate the segmentation results by achieving global optimization. Several contributions are significant. Firstly, Genetic Algorithm (GA) is used for achieving global optimization in this model where fuzzy C-means clustering algorithm (FCMA) is not capable of doing that. Secondly, the information entropy after segmentation is used for measuring the effectiveness of MRI image processing. Experimental results show the outperformance of the proposed model by comparing with traditional approaches.

Keywords: magnetic resonance image (MRI), c-means model, image segmentation, information entropy

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Authors: Saad M. Darwish

Abstract:

Recently, software quality issues have come to be seen as important subject as we see an enormous growth of agencies involved in software industries. However,these agencies cannot guarantee the quality of their products, thus leaving users in uncertainties. Software certification is the extension of quality by means that quality needs to be measured prior to certification granting process. This research participates in solving the problem of software assessment by proposing a model for assessment and certification of software product that uses a fuzzy inference engine to integrate both of process–driven and application-driven quality assurance strategies. The key idea of the on hand model is to improve the compactness and the interpretability of the model’s fuzzy rules via employing an ant colony optimization algorithm (ACO), which tries to find good rules description by dint of compound rules initially expressed with traditional single rules. The model has been tested by case study and the results have demonstrated feasibility and practicability of the model in a real environment.

Keywords: optimization technique, quality assurance, software certification model, software assessment

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Authors: Vishnu Pratap Singh Kirar

Abstract:

Artificial Neural Network (ANN) can be trained using backpropagation (BP). It is the most widely used algorithm for supervised learning with multi-layered feed-forward networks. Efficient learning by the BP algorithm is required for many practical applications. The BP algorithm calculates the weight changes of artificial neural networks, and a common approach is to use a two-term algorithm consisting of a learning rate (LR) and a momentum factor (MF). The major drawbacks of the two-term BP learning algorithm are the problems of local minima and slow convergence speeds, which limit the scope for real-time applications. Recently the addition of an extra term, called a proportional factor (PF), to the two-term BP algorithm was proposed. The third increases the speed of the BP algorithm. However, the PF term also reduces the convergence of the BP algorithm, and criteria for evaluating convergence are required to facilitate the application of the three terms BP algorithm. Although these two seem to be closely related, as described later, we summarize various improvements to overcome the drawbacks. Here we compare the different methods of convergence of the new three-term BP algorithm.

Keywords: neural network, backpropagation, local minima, fast convergence rate

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Authors: P.-W. Tsai, C.-Y. Chen, C.-W. Chen

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In this paper, the stability analysis of a GA-Based adaptive fuzzy sliding model controller for a nonlinear system is discussed. First, a nonlinear plant is well-approximated and described with a reference model and a fuzzy model, both involving FLC rules. Then, FLC rules and the consequent parameter are decided on via an Evolved Bat Algorithm (EBA). After this, we guarantee a new tracking performance inequality for the control system. The tracking problem is characterized to solve an eigenvalue problem (EVP). Next, an adaptive fuzzy sliding model controller (AFSMC) is proposed to stabilize the system so as to achieve good control performance. Lyapunov’s direct method can be used to ensure the stability of the nonlinear system. It is shown that the stability analysis can reduce nonlinear systems into a linear matrix inequality (LMI) problem. Finally, a numerical simulation is provided to demonstrate the control methodology.

Keywords: adaptive fuzzy sliding mode control, Lyapunov direct method, swarm intelligence, evolved bat algorithm

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Authors: Saad M. Darwish

Abstract:

Recently, software quality issues have come to be seen as important subject as we see an enormous growth of agencies involved in software industries. However, these agencies cannot guarantee the quality of their products, thus leaving users in uncertainties. Software certification is the extension of quality by means that quality needs to be measured prior to certification granting process. This research participates in solving the problem of software assessment by proposing a model for assessment and certification of software product that uses a fuzzy inference engine to integrate both of process–driven and application-driven quality assurance strategies. The key idea of the on hand model is to improve the compactness and the interpretability of the model’s fuzzy rules via employing an ant colony optimization algorithm (ACO), which tries to find good rules description by dint of compound rules initially expressed with traditional single rules. The model has been tested by case study and the results have demonstrated feasibility and practicability of the model in a real environment.

Keywords: software quality, quality assurance, software certification model, software assessment

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Authors: Tahseen Saad, Halim Ceylan, Jonathan Weaver, Osman Nuri Çelik, Onur Gungor Sahin

Abstract:

A new concept of uniform delay offset dependent mathematical optimization problem is derived as the main objective for this study using a differential evolution algorithm. To control the coordination problem, which depends on offset selection and to estimate uniform delay based on the offset choice in a traffic signal network. The assumption is the periodic sinusoidal function for arrival and departure patterns. The cycle time is optimized at the entry links and the optimized value is used in the non-entry links as a common cycle time. The offset optimization algorithm is used to calculate the uniform delay at each link. The results are illustrated by using a case study and are compared with the canonical uniform delay model derived by Webster and the highway capacity manual’s model. The findings show new model minimizes the total uniform delay to almost half compared to conventional models. The mathematical objective function is robust. The algorithm convergence time is fast.

Keywords: area traffic control, traffic flow, differential evolution, sinusoidal periodic function, uniform delay, offset variable

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Authors: Mustafa Kamoona, Mohamed El-Sharkawy

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Although the latest Wireless Local Area Network technology Wi-Fi 802.11i standard addresses many of the security weaknesses of the antecedent Wired Equivalent Privacy (WEP) protocol, there are still scenarios where the network security are still vulnerable. The first security model that 802.11i offers is the Personal model which is very cheap and simple to install and maintain, yet it uses a Pre Shared Key (PSK) and thus has a low to medium security level. The second model that 802.11i provide is the Enterprise model which is highly secured but much more expensive and difficult to install/maintain and requires the installation and maintenance of an authentication server that will handle the authentication and key management for the wireless network. A central issue with the personal model is that the PSK needs to be shared with all the devices that are connected to the specific Wi-Fi network. This pre-shared key, unless changed regularly, can be cracked using offline dictionary attacks within a matter of hours. The key is burdensome to change in all the connected devices manually unless there is some kind of algorithm that coordinate this PSK update. The key idea of this paper is to propose a new algorithm that proactively and effectively coordinates the pre-shared key generation, management, and distribution in the cheap WPA/WPA2 personal security model using only a DD-WRT router.

Keywords: Wi-Fi, WPS, TLS, DD-WRT

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Authors: Babak H. Tabrizi, Seyed Farid Ghaderi

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Concurrent planning of the resource constraint project scheduling and material ordering problems have received significant attention within the last decades. Hence, the issue has been investigated here with the aim to minimize total project costs. Furthermore, the presented model considers different discount options in order to approach the real world conditions. The incorporated alternatives consist of all-unit and incremental discount strategies. On the other hand, a modified version of the genetic algorithm is applied in order to solve the model for larger sizes, in particular. Finally, the applicability and efficiency of the given model is tested by different numerical instances.

Keywords: genetic algorithm, material ordering, project management, project scheduling

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Authors: Hui Zhang, Ye Tian, Fang Ye, Ziming Guo

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Communication signal modulation recognition technology is one of the key technologies in the field of modern information warfare. At present, communication signal automatic modulation recognition methods are mainly divided into two major categories. One is the maximum likelihood hypothesis testing method based on decision theory, the other is a statistical pattern recognition method based on feature extraction. Now, the most commonly used is a statistical pattern recognition method, which includes feature extraction and classifier design. With the increasingly complex electromagnetic environment of communications, how to effectively extract the features of various signals at low signal-to-noise ratio (SNR) is a hot topic for scholars in various countries. To solve this problem, this paper proposes a feature extraction algorithm for the communication signal based on the improved Holder cloud feature. And the extreme learning machine (ELM) is used which aims at the problem of the real-time in the modern warfare to classify the extracted features. The algorithm extracts the digital features of the improved cloud model without deterministic information in a low SNR environment, and uses the improved cloud model to obtain more stable Holder cloud features and the performance of the algorithm is improved. This algorithm addresses the problem that a simple feature extraction algorithm based on Holder coefficient feature is difficult to recognize at low SNR, and it also has a better recognition accuracy. The results of simulations show that the approach in this paper still has a good classification result at low SNR, even when the SNR is -15dB, the recognition accuracy still reaches 76%.

Keywords: communication signal, feature extraction, Holder coefficient, improved cloud model

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Authors: Muhammad Anwar, Ameen Ullah, Intakhab Alam Qadri

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This study presents a technique utilizing the Iterative Rational Krylov Algorithm (IRKA) to reduce the order of large-scale descriptor systems. Descriptor systems, which incorporate differential and algebraic components, pose unique challenges in Model Order Reduction (MOR). The proposed method partitions the descriptor system into polynomial and strictly proper parts to minimize approximation errors, applying IRKA exclusively to the strictly adequate component. This approach circumvents the unbounded errors that arise when IRKA is directly applied to the entire system. A comparative analysis demonstrates the high accuracy of the reduced model and a significant reduction in computational burden. The reduced model enables more efficient simulations and streamlined controller designs. The study highlights IRKA-based MOR’s effectiveness in optimizing complex systems’ performance across various engineering applications. The proposed methodology offers a promising solution for reducing the complexity of large-scale descriptor systems while maintaining their essential characteristics and facilitating their analysis, simulation, and control design.

Keywords: model order reduction, descriptor systems, iterative rational Krylov algorithm, interpolatory model reduction, computational efficiency, projection methods, H₂-optimal model reduction

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Authors: Xun Li, Haojie Wang

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Federated learning is a kind of distributed training and centralized training mode, which is of great value in the protection of user privacy. In order to solve the problem that the model is vulnerable to backdoor attacks in federated learning, a backdoor attack detection method based on a weighted k-medoids algorithm is proposed. First of all, this paper collates the update parameters of the client to construct a vector group, then uses the principal components analysis (PCA) algorithm to extract the corresponding feature information from the vector group, and finally uses the improved k-medoids clustering algorithm to identify the normal and backdoor update parameters. In this paper, the backdoor is implanted in the federation learning model through the model replacement attack method in the simulation experiment, and the update parameters from the attacker are effectively detected and removed by the defense method proposed in this paper.

Keywords: federated learning, backdoor attack, PCA, k-medoids, backdoor defense

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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

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Authors: Sardar Ameer Akram Khan, Shahzad Amin Sheikh

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Blind equalization is an important technique amongst equalization family. Multimodulus algorithms based on blind equalization removes the undesirable effects of ISI and cater ups the phase issues, saving the cost of rotator at the receiver end. In this paper a new algorithm combination of recursive least square and Multimodulus algorithm named as RLSMMA is proposed by providing few assumption, fast convergence and minimum Mean Square Error (MSE) is achieved. The excellence of this technique is shown in the simulations presenting MSE plots and the resulting filter results.

Keywords: blind equalizations, constant modulus algorithm, multi-modulus algorithm, recursive least square algorithm, quadrature amplitude modulation (QAM)

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Authors: Abdullah A. AlShaher

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In this paper, we demonstrate how regression curves can be used to recognize 2D non-rigid handwritten shapes. Each shape is represented by a set of non-overlapping uniformly distributed landmarks. The underlying models utilize 2^nd order of polynomials to model shapes within a training set. To estimate the regression models, we need to extract the required coefficients which describe the variations for a set of shape class. Hence, a least square method is used to estimate such modes. We then proceed by training these coefficients using the apparatus Expectation Maximization algorithm. Recognition is carried out by finding the least error landmarks displacement with respect to the model curves. Handwritten isolated Arabic characters are used to evaluate our approach.

Keywords: character recognition, regression curves, handwritten Arabic letters, expectation maximization algorithm

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Authors: M. R. Ghasemi, R. Ghiasi, H. Varaee

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Model updating method has received increasing attention in damage detection structures based on measured modal parameters. Therefore, a probability-based damage detection (PBDD) procedure based on a model updating procedure is presented in this paper, in which a one-stage model-based damage identification technique based on the dynamic features of a structure is investigated. The presented framework uses a finite element updating method with a Monte Carlo simulation that considers the uncertainty caused by measurement noise. Enhanced ideal gas molecular movement (EIGMM) is used as the main algorithm for model updating. Ideal gas molecular movement (IGMM) is a multiagent algorithm based on the ideal gas molecular movement. Ideal gas molecules disperse rapidly in different directions and cover all the space inside. This is embedded in the high speed of molecules, collisions between them and with the surrounding barriers. In IGMM algorithm to accomplish the optimal solutions, the initial population of gas molecules is randomly generated and the governing equations related to the velocity of gas molecules and collisions between those are utilized. In this paper, an enhanced version of IGMM, which removes unchanged variables after specified iterations, is developed. The proposed method is implemented on two numerical examples in the field of structural damage detection. The results show that the proposed method can perform well and competitive in PBDD of structures.

Keywords: enhanced ideal gas molecular movement (EIGMM), ideal gas molecular movement (IGMM), model updating method, probability-based damage detection (PBDD), uncertainty quantification

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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

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Authors: Ali Nourollah, Mohsen Movahedinejad

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In this paper a new algorithm to generate random simple polygons from a given set of points in a two dimensional plane is designed. The proposed algorithm uses a genetic algorithm to generate polygons with few vertices. A new merge algorithm is presented which converts any two polygons into a simple polygon. This algorithm at first changes two polygons into a polygonal chain and then the polygonal chain is converted into a simple polygon. The process of converting a polygonal chain into a simple polygon is based on the removal of intersecting edges. The merge algorithm has the time complexity of O ((r+s) *l) where r and s are the size of merging polygons and l shows the number of intersecting edges removed from the polygonal chain. It will be shown that 1 < l < r+s. The experiments results show that the proposed algorithm has the ability to generate a great number of different simple polygons and has better performance in comparison to celebrated algorithms such as space partitioning and steady growth.

Keywords: Divide and conquer, genetic algorithm, merge polygons, Random simple polygon generation.

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Authors: N. Dahraoui, M. Boulakroune, D. Benatia

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In this paper, the improvement by deconvolution of the depth resolution in Secondary Ion Mass Spectrometry (SIMS) analysis is considered. Indeed, we have developed a new Tikhonov-Miller deconvolution algorithm where a priori model of the solution is included. This is a denoisy and pre-deconvoluted signal obtained from: firstly, by the application of wavelet shrinkage algorithm, secondly by the introduction of the obtained denoisy signal in an iterative deconvolution algorithm. In particular, we have focused the light on the effect of the iterations number on the evolution of the deconvoluted signals. The SIMS profiles are multilayers of Boron in Silicon matrix.

Keywords: DRF, in-depth resolution, multiresolution deconvolution, SIMS, wavelet shrinkage

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Authors: Jing Wu, Wei Lv, Yibing Li, Yuanfan You

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The separation of speech signals has become a research hotspot in the field of signal processing in recent years. It has many applications and influences in teleconferencing, hearing aids, speech recognition of machines and so on. The sounds received are usually noisy. The issue of identifying the sounds of interest and obtaining clear sounds in such an environment becomes a problem worth exploring, that is, the problem of blind source separation. This paper focuses on the under-determined blind source separation (UBSS). Sparse component analysis is generally used for the problem of under-determined blind source separation. The method is mainly divided into two parts. Firstly, the clustering algorithm is used to estimate the mixing matrix according to the observed signals. Then the signal is separated based on the known mixing matrix. In this paper, the problem of mixing matrix estimation is studied. This paper proposes an improved algorithm to estimate the mixing matrix for speech signals in the UBSS model. The traditional potential algorithm is not accurate for the mixing matrix estimation, especially for low signal-to noise ratio (SNR).In response to this problem, this paper considers the idea of an improved potential function method to estimate the mixing matrix. The algorithm not only avoids the inuence of insufficient prior information in traditional clustering algorithm, but also improves the estimation accuracy of mixing matrix. This paper takes the mixing of four speech signals into two channels as an example. The results of simulations show that the approach in this paper not only improves the accuracy of estimation, but also applies to any mixing matrix.

Keywords: DBSCAN, potential function, speech signal, the UBSS model

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Authors: Kanyarat Bussaban, Kunyanuth Kularbphettong

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This research aims to create a model for analysis of student behavior using Library resources based on data mining technique in case of Suan Sunandha Rajabhat University. The model was created under association rules, apriori algorithm. The results were found 14 rules and the rules were tested with testing data set and it showed that the ability of classify data was 79.24 percent and the MSE was 22.91. The results showed that the user’s behavior model by using association rule technique can use to manage the library resources.

Keywords: behavior, data mining technique, a priori algorithm, knowledge discovery

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Authors: Mostafa Mjahed

Abstract:

This paper concerns the control of a nonlinear system using two different methods, reference model and genetic algorithm. The quadcopter is a nonlinear unstable system, which is a part of aerial robots. It is constituted by four rotors placed at the end of a cross. The center of this cross is occupied by the control circuit. Its motions are governed by six degrees of freedom: three rotations around 3 axes (roll, pitch and yaw) and the three spatial translations. The control of such system is complex, because of nonlinearity of its dynamic representation and the number of parameters, which it involves. Numerous studies have been developed to model and stabilize such systems. The classical PID and LQ correction methods are widely used. If the latter represent the advantage to be simple because they are linear, they reveal the drawback to require the presence of a linear model to synthesize. It also implies the complexity of the established laws of command because the latter must be widened on all the domain of flight of these quadcopter. Note that, if the classical design methods are widely used to control aeronautical systems, the Artificial Intelligence methods as genetic algorithms technique receives little attention. In this paper, we suggest comparing two PID design methods. Firstly, the parameters of the PID are calculated according to the reference model. In a second phase, these parameters are established using genetic algorithms. By reference model, we mean that the corrected system behaves according to a reference system, imposed by some specifications: settling time, zero overshoot etc. Inspired from the natural evolution of Darwin's theory advocating the survival of the best, John Holland developed this evolutionary algorithm. Genetic algorithm (GA) possesses three basic operators: selection, crossover and mutation. We start iterations with an initial population. Each member of this population is evaluated through a fitness function. Our purpose is to correct the behavior of the quadcopter around three axes (roll, pitch and yaw) with 3 PD controllers. For the altitude, we adopt a PID controller.

Keywords: quadcopter, genetic algorithm, PID, fitness, model, control, nonlinear system

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Authors: Ying Li, Yan Li

Abstract:

A new algorithm for single hidden layer feedforward neural networks (SLFN), Orthogonal Basis Extreme Learning (OBEL) algorithm, is proposed and the algorithm derivation is given in the paper. The algorithm can decide both the NNs parameters and the neuron number of hidden layer(s) during training while providing extreme fast learning speed. It will provide a practical way to develop NNs. The simulation results of function approximation showed that the algorithm is effective and feasible with good accuracy and adaptability.

Keywords: neural network, orthogonal basis extreme learning, function approximation

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Authors: Wullapa Wongsinlatam

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Back propagation algorithm (BP) is a widely used technique in artificial neural network and has been used as a tool for solving the time series problems, such as decreasing training time, maximizing the ability to fall into local minima, and optimizing sensitivity of the initial weights and bias. This paper proposes an improvement of a BP technique which is called IM-COH algorithm (IM-COH). By combining IM-COH algorithm with cuckoo search algorithm (CS), the result is cuckoo search improved control output hidden layer algorithm (CS-IM-COH). This new algorithm has a better ability in optimizing sensitivity of the initial weights and bias than the original BP algorithm. In this research, the algorithm of CS-IM-COH is compared with the original BP, the IM-COH, and the original BP with CS (CS-BP). Furthermore, the selected benchmarks, four time series samples, are shown in this research for illustration. The research shows that the CS-IM-COH algorithm give the best forecasting results compared with the selected samples.

Keywords: artificial neural networks, back propagation algorithm, time series, local minima problem, metaheuristic optimization

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Authors: Manas Shah

Abstract:

Black Scholes option pricing model is one of the most important concepts in modern world of computational finance. However, its practical use can be challenging as one of the input parameters must be estimated; implied volatility of the underlying security. The more precisely these values are estimated, the more accurate their corresponding estimates of theoretical option prices would be. Here, we present a novel model based on Cuckoo Search Optimization (CS) which finds more precise estimates of implied volatility than Particle Swarm Optimization (PSO) and Genetic Algorithm (GA).

Keywords: black scholes model, cuckoo search optimization, particle swarm optimization, genetic algorithm

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Authors: Jianwei Ma, Diriba Gemechu

Abstract:

In seismic data processing, attenuation of random noise is the basic step to improve quality of data for further application of seismic data in exploration and development in different gas and oil industries. The signal-to-noise ratio of the data also highly determines quality of seismic data. This factor affects the reliability as well as the accuracy of seismic signal during interpretation for different purposes in different companies. To use seismic data for further application and interpretation, we need to improve the signal-to-noise ration while attenuating random noise effectively. To improve the signal-to-noise ration and attenuating seismic random noise by preserving important features and information about seismic signals, we introduce the concept of anisotropic total fractional order denoising algorithm. The anisotropic total fractional order variation model defined in fractional order bounded variation is proposed as a regularization in seismic denoising. The split Bregman algorithm is employed to solve the minimization problem of the anisotropic total fractional order variation model and the corresponding denoising algorithm for the proposed method is derived. We test the effectiveness of theproposed method for synthetic and real seismic data sets and the denoised result is compared with F-X deconvolution and non-local means denoising algorithm.

Keywords: anisotropic total fractional order variation, fractional order bounded variation, seismic random noise attenuation, split Bregman algorithm

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Authors: Guilherme Baldo Carlos

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The flexible job-shop scheduling problem (FJSP) is an NP-hard combinatorial optimization problem, which can be applied to model several applications in a wide array of industries. This problem will have its importance increase due to the shift in the production mode that modern society is going through. The demands are increasing and for products personalized and customized. This work aims to apply a meta-heuristic called a genetic algorithm (GA) to solve this problem. A GA is a meta-heuristic inspired by the natural selection of Charles Darwin; it produces a population of individuals (solutions) and selects, mutates, and mates the individuals through generations in order to find a good solution for the problem. The results found indicate that the GA is suitable for FJSP solving.

Keywords: genetic algorithm, evolutionary algorithm, scheduling, flexible job-shop scheduling

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