Search results for: initial delay estimator
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3988

Search results for: initial delay estimator

3928 Simulation of Pedestrian Service Time at Different Delay Times

Authors: Imran Badshah

Abstract:

Pedestrian service time reflects the performance of the facility, and it’s a key parameter to analyze the capability of facilities provided to serve pedestrians. The level of service of pedestrians (LOS) mainly depends on pedestrian time and safety. The pedestrian time utilized by taking a service is mainly influenced by the number of available services and the time utilized by each pedestrian in receiving a service; that is called a delay time. In this paper, we analyzed the simulated pedestrian service time with different delay times. A simulation is performed in AnyLogic by developing a model that reflects the real scenario of pedestrian services such as ticket machine gates at rail stations, airports, shopping malls, and cinema halls. The simulated pedestrian time is determined for various delay values. The simulated result shows how pedestrian time changes with the delay pattern. The histogram and time plot graph of a model gives the mean, maximum and minimum values of the pedestrian time. This study helps us to check the behavior of pedestrian time at various services such as subway stations, airports, shopping malls, and cinema halls.

Keywords: agent-based simulation, anylogic model, pedestrian behavior, time delay

Procedia PDF Downloads 184
3927 Blood Flow Estimator of the Left Ventricular Assist Device Based in Look-Up-Table: In vitro Tests

Authors: Tarcisio F. Leao, Bruno Utiyama, Jeison Fonseca, Eduardo Bock, Aron Andrade

Abstract:

This work presents a blood flow estimator based in Look-Up-Table (LUT) for control of Left Ventricular Assist Device (LVAD). This device has been used as bridge to transplantation or as destination therapy to treat patients with heart failure (HF). Destination Therapy application requires a high performance LVAD; thus, a stable control is important to keep adequate interaction between heart and device. LVAD control provides an adequate cardiac output while sustaining an appropriate flow and pressure blood perfusion, also described as physiologic control. Because thrombus formation and system reliability reduction, sensors are not desirable to measure these variables (flow and pressure blood). To achieve this, control systems have been researched to estimate blood flow. LVAD used in the study is composed by blood centrifugal pump, control, and power supply. This technique used pump and actuator (motor) parameters of LVAD, such as speed and electric current. Estimator relates electromechanical torque (motor or actuator) and hydraulic power (blood pump) via LUT. An in vitro Mock Loop was used to evaluate deviations between blood flow estimated and actual. A solution with glycerin (50%) and water was used to simulate the blood viscosity with hematocrit 45%. Tests were carried out with variation hematocrit: 25%, 45% and 58% of hematocrit, or 40%, 50% and 60% of glycerin in water solution, respectively. Test with bovine blood was carried out (42% hematocrit). Mock Loop is composed: reservoir, tubes, pressure and flow sensors, and fluid (or blood), beyond LVAD. Estimator based in LUT is patented, number BR1020160068363, in Brazil. Mean deviation is 0.23 ± 0.07 L/min for mean flow estimated. Larger mean deviation was 0.5 L/min considering hematocrit variation. This estimator achieved deviation adequate for physiologic control implementation. Future works will evaluate flow estimation performance in control system of LVAD.

Keywords: blood pump, flow estimator, left ventricular assist device, look-up-table

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3926 Sliding Mode Control for Active Suspension System with Actuator Delay

Authors: Aziz Sezgin, Yuksel Hacioglu, Nurkan Yagiz

Abstract:

Sliding mode controller for a vehicle active suspension system is designed in this study. The widely used quarter car model is preferred and it is aimed to improve the ride comfort of the passengers. The effect of the actuator time delay, which may arise due to the information processing, sensors or actuator dynamics, is also taken into account during the design of the controller. A sliding mode controller was designed that has taken into account the actuator time delay by using Smith predictor. The successful performance of the designed controller is confirmed via numerical results.

Keywords: sliding mode control, active suspension system, actuator, time delay, vehicle

Procedia PDF Downloads 380
3925 Project Time and Quality Management during Construction

Authors: Nahed Al-Hajeri

Abstract:

Time and cost is an integral part of every construction plan and can affect each party’s contractual obligations. The performance of both time and cost are usually important to the client and contractor during the project. Almost all construction projects are experiencing time overrun. These time overruns always contributed as expensive to both client and contractor. Construction of any project inside the gathering centers involves complex management skills related to work force, materials, plant, machineries, new technologies etc. It also involves many agencies interdependent on each other like the vendors, structural and functional designers including various types of specialized engineers and it includes support of contractors and specialized contractors. This paper mainly highlights the types of construction delays due to which project suffer time and cost overrun. This paper also speaks about the delay causes and factors that contribute to the construction sequence delay for the oil and gas projects. Construction delay is supposed to be one of the repeated problems in the construction projects and it has an opposing effect on project success in terms of time, cost and quality. Some effective methods are identified to minimize delays in construction projects such as: 1. Site management and supervision, 2. Effective strategic planning, 3. Clear information and communication channel. Our research paper studies the types of delay with some real examples with statistic results and suggests solutions to overcome this problem.

Keywords: non-compensable delay, delays caused by force majeure, compensable delay, delays caused by the owner or the owner’s representative, non-excusable delay, delay caused by the contractor or the contractor’s representative, concurrent delay, delays resulting from two separate causes at the same time

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3924 Study on Compressive Strength and Setting Time of Fly Ash Concrete after Slump Recovery Using Superplasticizer

Authors: Chaiyakrit Raoupatham, Ram Hari Dhakal, Chalermchai Wanichlamlert

Abstract:

Fresh concrete that is on bound to be rejected due to belated use either from delay construction process or unflavored traffic cause delay on concrete delivering can recover the slump and use once again by introduce second dose of superplasticizer(naphthalene based type F) into system. By adding superplasticizer as solution for recover unusable slump loss concrete may affects other concrete properties. Therefore, this paper was observed setting time and compressive strength of concrete after being re-dose with chemical admixture type F (superplasticizer, naphthalene based) for slump recovery. The concrete used in this study was fly ash concrete with fly ash replacement of 0%, 30% and 50% respectively. Concrete mix designed for test specimen was prepared with paste content (ratio of volume of cement to volume of void in the aggregate) of 1.2 and 1.3, water-to-binder ratio (w/b) range of 0.3 to 0.58, initial dose of superplasticizer (SP) range from 0.5 to 1.6%. The setting time of concrete were tested both before and after re-dosed with different amount of second dose and time of dosing. The research was concluded that addition of second dose of superplasticizer would increase both initial and final setting times accordingly to dosage of addition. As for fly ash concrete, the prolongation effect was higher as the replacement of fly ash is increase. The prolongation effect can reach up to maximum about 4 hours. In case of compressive strength, the re-dosed concrete has strength fluctuation within acceptable range of ±10%.

Keywords: compressive strength, fly ash concrete, second dose of superplasticizer, setting times

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3923 The Reproducibility and Repeatability of Modified Likelihood Ratio for Forensics Handwriting Examination

Authors: O. Abiodun Adeyinka, B. Adeyemo Adesesan

Abstract:

The forensic use of handwriting depends on the analysis, comparison, and evaluation decisions made by forensic document examiners. When using biometric technology in forensic applications, it is necessary to compute Likelihood Ratio (LR) for quantifying strength of evidence under two competing hypotheses, namely the prosecution and the defense hypotheses wherein a set of assumptions and methods for a given data set will be made. It is therefore important to know how repeatable and reproducible our estimated LR is. This paper evaluated the accuracy and reproducibility of examiners' decisions. Confidence interval for the estimated LR were presented so as not get an incorrect estimate that will be used to deliver wrong judgment in the court of Law. The estimate of LR is fundamentally a Bayesian concept and we used two LR estimators, namely Logistic Regression (LoR) and Kernel Density Estimator (KDE) for this paper. The repeatability evaluation was carried out by retesting the initial experiment after an interval of six months to observe whether examiners would repeat their decisions for the estimated LR. The experimental results, which are based on handwriting dataset, show that LR has different confidence intervals which therefore implies that LR cannot be estimated with the same certainty everywhere. Though the LoR performed better than the KDE when tested using the same dataset, the two LR estimators investigated showed a consistent region in which LR value can be estimated confidently. These two findings advance our understanding of LR when used in computing the strength of evidence in handwriting using forensics.

Keywords: confidence interval, handwriting, kernel density estimator, KDE, logistic regression LoR, repeatability, reproducibility

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3922 Estimation of the Temperatures in an Asynchronous Machine Using Extended Kalman Filter

Authors: Yi Huang, Clemens Guehmann

Abstract:

In order to monitor the thermal behavior of an asynchronous machine with squirrel cage rotor, a 9th-order extended Kalman filter (EKF) algorithm is implemented to estimate the temperatures of the stator windings, the rotor cage and the stator core. The state-space equations of EKF are established based on the electrical, mechanical and the simplified thermal models of an asynchronous machine. The asynchronous machine with simplified thermal model in Dymola is compiled as DymolaBlock, a physical model in MATLAB/Simulink. The coolant air temperature, three-phase voltages and currents are exported from the physical model and are processed by EKF estimator as inputs. Compared to the temperatures exported from the physical model of the machine, three parts of temperatures can be estimated quite accurately by the EKF estimator. The online EKF estimator is independent from the machine control algorithm and can work under any speed and load condition if the stator current is nonzero current system.

Keywords: asynchronous machine, extended Kalman filter, resistance, simulation, temperature estimation, thermal model

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3921 Dispersion-Less All Reflective Split and Delay Unit for Ultrafast Metrology

Authors: Akansha Tyagi, Mehar S. Sidhu, Ankur Mandal, Sanjay Kapoor, Sunil Dahiya, Jan M. Rost, Thomas Pfeifer, Kamal P. Singh

Abstract:

An all-reflective split and delay unit is designed for dispersion free measurement of broadband ultrashort pulses using a pair of reflective knife edge prism for splitting and recombining of the measuring pulse. It is based on symmetrical wavefront splitting of the measuring pulse having two separate arms to independently shape both split parts. We have validated our delay line with NIR –femtosecond pulse measurement centered at 800 nm using second harmonic-Interferometric frequency resolved optical gating (SH-IFROG). The delay line is compact, easy to align and provides attosecond stability and precision and thus make it more versatile for wide range of applications in ultrafast measurements. We envision that the present delay line will find applications in IR-IR controlling for high harmonic generation (HHG) and attosecond IR-XUV pump-probe measurements with solids and gases providing attosecond resolution and wide delay range.

Keywords: HHG, nonlinear optics, pump-probe spectroscopy, ultrafast metrology

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3920 Non-Linear Control in Positioning of PMLSM by Estimates of the Load Force by MRAS Method

Authors: Maamar Yahiaoui, Abdelrrahmene Kechich, Ismail Elkhallile Bousserhene

Abstract:

This article presents a study in simulation by means of MATLAB/Simulink software of the nonlinear control in positioning of a linear synchronous machine with the esteemed force of load, to have effective control in the estimator in all tests the wished trajectory follows and the disturbance of load start. The results of simulation prove clearly that the control proposed can detect the reference of positioning the value estimates of load force equal to the actual value.

Keywords: mathematical model, Matlab, PMLSM, control, linearization, estimator, force, load, current

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3919 Fast Authentication Using User Path Prediction in Wireless Broadband Networks

Authors: Gunasekaran Raja, Rajakumar Arul, Kottilingam Kottursamy, Ramkumar Jayaraman, Sathya Pavithra, Swaminathan Venkatraman

Abstract:

Wireless Interoperability for Microwave Access (WiMAX) utilizes the IEEE 802.1X mechanism for authentication. However, this mechanism incurs considerable delay during handoffs. This delay during handoffs results in service disruption which becomes a severe bottleneck. To overcome this delay, our article proposes a key caching mechanism based on user path prediction. If the user mobility follows that path, the user bypasses the normal IEEE 802.1X mechanism and establishes the necessary authentication keys directly. Through analytical and simulation modeling, we have proved that our mechanism effectively decreases the handoff delay thereby achieving fast authentication.

Keywords: authentication, authorization, and accounting (AAA), handoff, mobile, user path prediction (UPP) and user pattern

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3918 Performance Analysis of Carbon Nanotube for VLSI Interconnects and Their Comparison with Copper Interconnects

Authors: Gagnesh Kumar, Prashant Gupta

Abstract:

This paper investigates the performance of the bundle of single wall carbon nanotubes (SWCNT) for low-power and high-speed interconnects for future VLSI applications. The power dissipation, delay and power delay product (PDP) of SWCNT bundle interconnects are examined and compared with that of the Cu interconnects at 22 nm technology node for both intermediate and global interconnects. The results show that SWCNT bundle consume less power and also faster than Cu for intermediate and global interconnects. It is concluded that the metallic SWCNT has been regarded as a viable candidate for intermediate and global interconnects in future technologies.

Keywords: carbon nanotube, SWCNT, low power, delay, power delay product, global and intermediate interconnects

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3917 Periodicity of Solutions to Impulsive Equations

Authors: Jin Liang, James H. Liu, Ti-Jun Xiao

Abstract:

It is known that there exist many physical phenomena where abrupt or impulsive changes occur either in the system dynamics, for example, ad-hoc network, or in the input forces containing impacts, for example, the bombardment of space antenna by micrometeorites. There are many other examples such as ultra high-speed optical signals over communication networks, the collision of particles, inventory control, government decisions, interest changes, changes in stock price, etc. These are impulsive phenomena. Hence, as a combination of the traditional initial value problems and the short-term perturbations whose duration can be negligible in comparison with the duration of the process, the systems with impulsive conditions (i.e., impulsive systems) are more realistic models for describing the impulsive phenomenon. Such a situation is also suitable for the delay systems, which include some of the past states of the system. So far, there have been a lot of research results in the study of impulsive systems with delay both in finite and infinite dimensional spaces. In this paper, we investigate the periodicity of solutions to the nonautonomous impulsive evolution equations with infinite delay in Banach spaces, where the coefficient operators (possibly unbounded) in the linear part depend on the time, which are impulsive systems in infinite dimensional spaces and come from the optimal control theory. It was indicated that the study of periodic solutions for these impulsive evolution equations with infinite delay was challenging because the fixed point theorems requiring some compactness conditions are not applicable to them due to the impulsive condition and the infinite delay. We are happy to report that after detailed analysis, we are able to combine the techniques developed in our previous papers, and some new ideas in this paper, to attack these impulsive evolution equations and derive periodic solutions. More specifically, by virtue of the related transition operator family (evolution family), we present a Poincaré operator given by the nonautonomous impulsive evolution system with infinite delay, and then show that the operator is a condensing operator with respect to Kuratowski's measure of non-compactness in a phase space by using an Amann's lemma. Finally, we derive periodic solutions from bounded solutions in view of the Sadovskii fixed point theorem. We also present a relationship between the boundedness and the periodicity of the solutions of the nonautonomous impulsive evolution system. The new results obtained here extend some earlier results in this area for evolution equations without impulsive conditions or without infinite delay.

Keywords: impulsive, nonautonomous evolution equation, optimal control, periodic solution

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3916 Hybrid Subspace Approach for Time Delay Estimation in MIMO Systems

Authors: Mojtaba Saeedinezhad, Sarah Yousefi

Abstract:

In this paper, we present a hybrid subspace approach for Time Delay Estimation (TDE) in multivariable systems. While several methods have been proposed for time delay estimation in SISO systems, delay estimation in MIMO systems were always a big challenge. In these systems the existing TDE methods have significant limitations because most of procedures are just based on system response estimation or correlation analysis. We introduce a new hybrid method for TDE in MIMO systems based on subspace identification and explicit output error method; and compare its performance with previously introduced procedures in presence of different noise levels and in a statistical manner. Then the best method is selected with multi objective decision making technique. It is shown that the performance of new approach is much better than the existing methods, even in low signal-to-noise conditions.

Keywords: system identification, time delay estimation, ARX, OE, merit ratio, multi variable decision making

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3915 Offset Dependent Uniform Delay Mathematical Optimization Model for Signalized Traffic Network Using Differential Evolution Algorithm

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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3914 Using the Bootstrap for Problems Statistics

Authors: Brahim Boukabcha, Amar Rebbouh

Abstract:

The bootstrap method based on the idea of exploiting all the information provided by the initial sample, allows us to study the properties of estimators. In this article we will present a theoretical study on the different methods of bootstrapping and using the technique of re-sampling in statistics inference to calculate the standard error of means of an estimator and determining a confidence interval for an estimated parameter. We apply these methods tested in the regression models and Pareto model, giving the best approximations.

Keywords: bootstrap, error standard, bias, jackknife, mean, median, variance, confidence interval, regression models

Procedia PDF Downloads 357
3913 Performance Evaluation of Dynamic Signal Control System for Mixed Traffic Conditions

Authors: Aneesh Babu, S. P. Anusha

Abstract:

A dynamic signal control system combines traditional traffic lights with an array of sensors to intelligently control vehicle and pedestrian traffic. The present study focus on evaluating the performance of dynamic signal control systems for mixed traffic conditions. Data collected from four different approaches to a typical four-legged signalized intersection at Trivandrum city in the Kerala state of India is used for the study. Performance of three other dynamic signal control methods, namely (i) Non-sequential method (ii) Webster design for consecutive signal cycle using flow as input, and (iii) dynamic signal control using RFID delay as input, were evaluated. The evaluation of the dynamic signal control systems was carried out using a calibrated VISSIM microsimulation model. Python programming was used to integrate the dynamic signal control algorithm through the COM interface in VISSIM. The intersection delay obtained from different dynamic signal control methods was compared with the delay obtained from fixed signal control. Based on the study results, it was observed that the intersection delay was reduced significantly by using dynamic signal control methods. The dynamic signal control method using delay from RFID sensors resulted in a higher percentage reduction in delay and hence is a suitable choice for implementation under mixed traffic conditions. The developed dynamic signal control strategies can be implemented in ITS applications under mixed traffic conditions.

Keywords: dynamic signal control, intersection delay, mixed traffic conditions, RFID sensors

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3912 The Evaluation of Signal Timing Optimization and Implement of Transit Signal Priority in Intersections and Their Effect on Delay Reduction

Authors: Mohammad Reza Ramezani, Shahriyar Afandizadeh

Abstract:

Since the intersections play a crucial role in traffic delay, it is significant to evaluate them precisely. In this paper, three critical intersections in Tehran (Capital of Iran) had been simulated. The main purpose of this paper was to optimize the public transit delay. The simulation had three different phase in three intersections of Tehran. The first phase was about the current condition of intersection; the second phase was about optimized signal timing and the last phase was about prioritized public transit access. The Aimsun software was used to simulate all phases, and the Synchro software was used to optimization of signals as well. The result showed that the implement of optimization and prioritizing system would reduce about 50% of delay for public transit.

Keywords: transit signal priority, intersection optimization, public transit, simulation

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3911 Estimation of Delay Due to Loading–Unloading of Passengers by Buses and Reduction of Number of Lanes at Selected Intersections in Dhaka City

Authors: Sumit Roy, A. Uddin

Abstract:

One of the significant reasons that increase the delay time in the intersections at heterogeneous traffic condition is a sudden reduction of the capacity of the roads. In this study, the delay for this sudden capacity reduction is estimated. Two intersections at Dhaka city were brought in to thestudy, i.e., Kakrail intersection, and SAARC Foara intersection. At Kakrail intersection, the sudden reduction of capacity in the roads is seen at three downstream legs of the intersection, which are because of slowing down or stopping of buses for loading and unloading of passengers. At SAARC Foara intersection, sudden reduction of capacity was seen at two downstream legs. At one leg, it was due to loading and unloading of buses, and at another leg, it was for both loading and unloading of buses and reduction of the number of lanes. With these considerations, the delay due to intentional stoppage or slowing down of buses and reduction of the number of lanes for these two intersections are estimated. Here the delay was calculated by two approaches. The first approach came from the concept of shock waves in traffic streams. Here the delay was calculated by determining the flow, density, and speed before and after the sudden capacity reduction. The second approach came from the deterministic analysis of queues. Here the delay is calculated by determining the volume, capacity and reduced capacity of the road. After determining the delay from these two approaches, the results were compared. For this study, the video of each of the two intersections was recorded for one hour at the evening peak. Necessary geometric data were also taken to determine speed, flow, and density, etc. parameters. The delay was calculated for one hour with one-hour data at both intersections. In case of Kakrail intersection, the per hour delay for Kakrail circle leg was 5.79, and 7.15 minutes, for Shantinagar cross intersection leg they were 13.02 and 15.65 minutes, and for Paltan T intersection leg, they were 3 and 1.3 minutes for 1st and 2nd approaches respectively. In the case of SAARC Foara intersection, the delay at Shahbag leg was only due to intentional stopping or slowing down of busses, which were 3.2 and 3 minutes respectively for both approaches. For the Karwan Bazar leg, the delays for buses by both approaches were 5 and 7.5 minutes respectively, and for reduction of the number of lanes, the delays for both approaches were 2 and 1.78 minutes respectively. Measuring the delay per hour for the Kakrail leg at Kakrail circle, it is seen that, with consideration of the first approach of delay estimation, the intentional stoppage and lowering of speed by buses contribute to 26.24% of total delay at Kakrail circle. If the loading and unloading of buses at intersection is made forbidden near intersection, and any other measures for loading and unloading of passengers are established far enough from the intersections, then the delay at intersections can be reduced at significant scale, and the performance of the intersections can be enhanced.

Keywords: delay, deterministic queue analysis, shock wave, passenger loading-unloading

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3910 Dependence of Autoignition Delay Period on Equivalence Ratio for i-Octane, Primary Reference Fuel

Authors: Sunil Verma

Abstract:

In today’s world non-renewable sources are depleting quickly, so there is a need to produce efficient and unconventional engines to minimize the use of fuel. Also, there are many fatal accidents happening every year during extraction, distillation, transportation and storage of fuel. Reason for explosions of gaseous fuel is unwanted autoignition. Autoignition characterstics of fuel are mandatory to study to build efficient engines and to avoid accidents. This report is concerned with study of autoignition delay characteristics of iso-octane by using rapid compression machine. The paper clearly explains the dependence of ignition delay characteristics on variation of equivalence ratios from lean to rich mixtures. The equivalence ratio is varied from 0.3 to 1.2.

Keywords: autoignition, iso-octane, combustion, rapid compression machine, equivalence ratio, ignition delay

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3909 Number of Parametrization of Discrete-Time Systems without Unit-Delay Element: Single-Input Single-Output Case

Authors: Kazuyoshi Mori

Abstract:

In this paper, we consider the parametrization of the discrete-time systems without the unit-delay element within the framework of the factorization approach. In the parametrization, we investigate the number of required parameters. We consider single-input single-output systems in this paper. By the investigation, we find, on the discrete-time systems without the unit-delay element, three cases that are (1) there exist plants which require only one parameter and (2) two parameters, and (3) the number of parameters is at most three.

Keywords: factorization approach, discrete-time system, parameterization of stabilizing controllers, system without unit-delay

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3908 A Time Delay Neural Network for Prediction of Human Behavior

Authors: A. Hakimiyan, H. Namazi

Abstract:

Human behavior is defined as a range of behaviors exhibited by humans who are influenced by different internal or external sources. Human behavior is the subject of much research in different areas of psychology and neuroscience. Despite some advances in studies related to forecasting of human behavior, there are not many researches which consider the effect of the time delay between the presence of stimulus and the related human response. Analysis of EEG signal as a fractal time series is one of the major tools for studying the human behavior. In the other words, the human brain activity is reflected in his EEG signal. Artificial Neural Network has been proved useful in forecasting of different systems’ behavior especially in engineering areas. In this research, a time delay neural network is trained and tested in order to forecast the human EEG signal and subsequently human behavior. This neural network, by introducing a time delay, takes care of the lagging time between the occurrence of the stimulus and the rise of the subsequent action potential. The results of this study are useful not only for the fundamental understanding of human behavior forecasting, but shall be very useful in different areas of brain research such as seizure prediction.

Keywords: human behavior, EEG signal, time delay neural network, prediction, lagging time

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3907 Efficient Frontier: Comparing Different Volatility Estimators

Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković

Abstract:

Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.

Keywords: variance, lower semi-variance, range-based volatility, MPT

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3906 Parameters Estimation of Power Function Distribution Based on Selective Order Statistics

Authors: Moh'd Alodat

Abstract:

In this paper, we discuss the power function distribution and derive the maximum likelihood estimator of its parameter as well as the reliability parameter. We derive the large sample properties of the estimators based on the selective order statistic scheme. We conduct simulation studies to investigate the significance of the selective order statistic scheme in our setup and to compare the efficiency of the new proposed estimators.

Keywords: fisher information, maximum likelihood estimator, power function distribution, ranked set sampling, selective order statistics sampling

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3905 Examining Procrastination and Delay among Individuals with and without Attention Deficit Hyperactivity Disorder

Authors: S. J. Taylor, S. Chowdhury, T. A. Pychyl

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Attention Deficit Hyperactivity Disorder (ADHD) and procrastination are often discussed in relation to problems with self-regulation and executive functioning (EF). The small body of extant research that has explored the relations between these variables has many limitations particularly in terms of the samples used and the measurement of procrastination. In this study, we recruited a sample of undergraduate students with a confirmed clinical diagnosis of ADHD (n = 48, 66.7% females) as well as a sample of student volunteers without ADHD (n = 68, 75.8% females) to investigate the relations between ADHD subtypes, EF, procrastination and other forms of delay. We used the newly developed Multidimensional Measure of Academic Procrastination and Delay Questionnaire. As hypothesized, the results revealed that individuals with ADHD displayed significantly more irrational delay, general procrastination and academic procrastination compared to individuals without ADHD. This study contributed to the research literature indicating that individuals with ADHD struggle with procrastination as a result of symptoms of ADHD and EF deficits. Theses results provide support for adopting a new language when describing procrastination problems among individuals with ADHD, and they have implications for the nature of academic accommodations and interventions for individuals with ADHD.

Keywords: ADHD, delay, executive functioning, procrastination, self-regulation

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3904 Comparative Study of Estimators of Population Means in Two Phase Sampling in the Presence of Non-Response

Authors: Syed Ali Taqi, Muhammad Ismail

Abstract:

A comparative study of estimators of population means in two phase sampling in the presence of non-response when Unknown population means of the auxiliary variable(s) and incomplete information of study variable y as well as of auxiliary variable(s) is made. Three real data sets of University students, hospital and unemployment are used for comparison of all the available techniques in two phase sampling in the presence of non-response with the newly generalized ratio estimators.

Keywords: two-phase sampling, ratio estimator, product estimator, generalized estimators

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3903 Sliding Mode Control of Bilateral Teleoperation System with Time Delay

Authors: Ahmad Forouzantabar, Mohammad Azadi

Abstract:

This paper presents sliding mode controller for bilateral teleoperation systems with robotic master and slave under constant communication delays. We extend the passivity-based coordination architecture to enhance position and force tracking in the presence of offset in initial conditions, environmental contacts and unknown parameters such as friction coefficient. To address these difficulties, a nonlinear sliding mode controller is designed to approximate the nonlinear dynamics of master and slave robots and improve both position and force tracking. Using the Lyapunov theory, the boundedness of master- slave tracking errors and the stability of the teleoperation system are also guaranteed. Numerical simulations show that proposed controller position and force tracking performances are superior to that of conventional coordination controller tracking performances.

Keywords: Lyapunov stability, teleoperation system, time delay, sliding mode controller

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3902 Consensus Problem of High-Order Multi-Agent Systems under Predictor-Based Algorithm

Authors: Cheng-Lin Liu, Fei Liu

Abstract:

For the multi-agent systems with agent's dynamics described by high-order integrator, and usual consensus algorithm composed of the state coordination control parts is proposed. Under communication delay, consensus algorithm in asynchronously-coupled form just can make the agents achieve a stationary consensus, and sufficient consensus condition is obtained based on frequency-domain analysis. To recover the original consensus state of the high-order agents without communication delay, besides, a predictor-based consensus algorithm is constructed via multiplying the delayed neighboring agents' states by a delay-related compensation part, and sufficient consensus condition is also obtained. Simulation illustrates the correctness of the results.

Keywords: high-order dynamic agents, communication delay, consensus, predictor-based algorithm

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3901 Controller Design for Active Suspension System of 1/4 Car with Unknown Mass and Time-Delay

Authors: Ali Al-Zughaibi

Abstract:

The purpose of this paper is to present a modeling and control of the quarter car active suspension system with unknown mass, unknown time-delay and road disturbance. The objective of designing the controller by deriving a control law to achieve stability of the system and convergence that can considerably improve the ride comfort and road disturbance handling. Thus is accomplished by using Routh-Herwitz criterion and based on some assumptions. A mathematical proof is given to show the ability of the designed controller to ensure stability and convergence of the active suspension system and dispersion oscillation of system with unknown mass, time-delay and road disturbances. Simulations were also performed for controlling quarter car suspension, where the results obtained from these simulations verify the validity of the proposed design.

Keywords: active suspension system, time-delay, disturbance rejection, dynamic uncertainty

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3900 Parameter Estimation for Contact Tracing in Graph-Based Models

Authors: Augustine Okolie, Johannes Müller, Mirjam Kretzchmar

Abstract:

We adopt a maximum-likelihood framework to estimate parameters of a stochastic susceptible-infected-recovered (SIR) model with contact tracing on a rooted random tree. Given the number of detectees per index case, our estimator allows to determine the degree distribution of the random tree as well as the tracing probability. Since we do not discover all infectees via contact tracing, this estimation is non-trivial. To keep things simple and stable, we develop an approximation suited for realistic situations (contract tracing probability small, or the probability for the detection of index cases small). In this approximation, the only epidemiological parameter entering the estimator is the basic reproduction number R0. The estimator is tested in a simulation study and applied to covid-19 contact tracing data from India. The simulation study underlines the efficiency of the method. For the empirical covid-19 data, we are able to compare different degree distributions and perform a sensitivity analysis. We find that particularly a power-law and a negative binomial degree distribution meet the data well and that the tracing probability is rather large. The sensitivity analysis shows no strong dependency on the reproduction number.

Keywords: stochastic SIR model on graph, contact tracing, branching process, parameter inference

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3899 Travel Delay and Modal Split Analysis: A Case Study

Authors: H. S. Sathish, H. S. Jagadeesh, Skanda Kumar

Abstract:

Journey time and delay study is used to evaluate the quality of service, the travel time and study can also be used to evaluate the quality of traffic movement along the route and to determine the location types and extent of traffic delays. Components of delay are boarding and alighting, issue of tickets, other causes and distance between each stops. This study investigates the total journey time required to travel along the stretch and the influence the delays. The route starts from Kempegowda Bus Station to Yelahanka Satellite Station of Bangalore City. The length of the stretch is 16.5 km. Modal split analysis has been done for this stretch. This stretch has elevated highway connecting to Bangalore International Airport and the extension of metro transit stretch. From the regression analysis of total journey time it is affected by delay due to boarding and alighting moderately, Delay due to issue of tickets affects the journey time to a higher extent. Some of the delay factors affecting significantly the journey time are evident from F-test at 10 percent level of confidence. Along this stretch work trips are more prevalent as indicated by O-D study. Modal shift analysis indicates about 70 percent of commuters are ready to shift from current system to Metro Rail System. Metro Rail System carries maximum number of trips compared to private mode. Hence Metro is a highly viable choice of mode for Bangalore Metropolitan City.

Keywords: delay, journey time, modal choice, regression analysis

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