Search results for: matrix minimization algorithm
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5757

Search results for: matrix minimization algorithm

5697 Discrete State Prediction Algorithm Design with Self Performance Enhancement Capacity

Authors: Smail Tigani, Mohamed Ouzzif

Abstract:

This work presents a discrete quantitative state prediction algorithm with intelligent behavior making it able to self-improve some performance aspects. The specificity of this algorithm is the capacity of self-rectification of the prediction strategy before the final decision. The auto-rectification mechanism is based on two parallel mathematical models. In one hand, the algorithm predicts the next state based on event transition matrix updated after each observation. In the other hand, the algorithm extracts its residues trend with a linear regression representing historical residues data-points in order to rectify the first decision if needs. For a normal distribution, the interactivity between the two models allows the algorithm to self-optimize its performance and then make better prediction. Designed key performance indicator, computed during a Monte Carlo simulation, shows the advantages of the proposed approach compared with traditional one.

Keywords: discrete state, Markov Chains, linear regression, auto-adaptive systems, decision making, Monte Carlo Simulation

Procedia PDF Downloads 480
5696 On Direct Matrix Factored Inversion via Broyden's Updates

Authors: Adel Mohsen

Abstract:

A direct method based on the good Broyden's updates for evaluating the inverse of a nonsingular square matrix of full rank and solving related system of linear algebraic equations is studied. For a matrix A of order n whose LU-decomposition is A = LU, the multiplication count is O (n3). This includes the evaluation of the LU-decompositions of the inverse, the lower triangular decomposition of A as well as a “reduced matrix inverse”. If an explicit value of the inverse is not needed the order reduces to O (n3/2) to compute to compute inv(U) and the reduced inverse. For a symmetric matrix only O (n3/3) operations are required to compute inv(L) and the reduced inverse. An example is presented to demonstrate the capability of using the reduced matrix inverse in treating ill-conditioned systems. Besides the simplicity of Broyden's update, the method provides a mean to exploit the possible sparsity in the matrix and to derive a suitable preconditioner.

Keywords: Broyden's updates, matrix inverse, inverse factorization, solution of linear algebraic equations, ill-conditioned matrices, preconditioning

Procedia PDF Downloads 458
5695 A Review on Aluminium Metal Matric Composites

Authors: V. Singh, S. Singh, S. S. Garewal

Abstract:

Metal matrix composites with aluminum as the matrix material have been heralded as the next great development in advanced engineering materials. Aluminum metal matrix composites (AMMC) refer to the class of light weight high performance material systems. Properties of AMMCs can be tailored to the demands of different industrial applications by suitable combinations of matrix, reinforcement and processing route. AMMC finds its application in automotive, aerospace, defense, sports and structural areas. This paper presents an overview of AMMC material systems on aspects relating to processing, types and applications with case studies.

Keywords: aluminum metal matrix composites, applications of aluminum metal matrix composites, lighting material processing of aluminum metal matrix composites

Procedia PDF Downloads 429
5694 EnumTree: An Enumerative Biclustering Algorithm for DNA Microarray Data

Authors: Haifa Ben Saber, Mourad Elloumi

Abstract:

In a number of domains, like in DNA microarray data analysis, we need to cluster simultaneously rows (genes) and columns (conditions) of a data matrix to identify groups of constant rows with a group of columns. This kind of clustering is called biclustering. Biclustering algorithms are extensively used in DNA microarray data analysis. More effective biclustering algorithms are highly desirable and needed. We introduce a new algorithm called, Enumerative tree (EnumTree) for biclustering of binary microarray data. is an algorithm adopting the approach of enumerating biclusters. This algorithm extracts all biclusters consistent good quality. The main idea of ​​EnumLat is the construction of a new tree structure to represent adequately different biclusters discovered during the process of enumeration. This algorithm adopts the strategy of all biclusters at a time. The performance of the proposed algorithm is assessed using both synthetic and real DNA micryarray data, our algorithm outperforms other biclustering algorithms for binary microarray data. Biclusters with different numbers of rows. Moreover, we test the biological significance using a gene annotation web tool to show that our proposed method is able to produce biologically relevent biclusters.

Keywords: DNA microarray, biclustering, gene expression data, tree, datamining.

Procedia PDF Downloads 355
5693 Energy Management System Based on Voltage Fluctuations Minimization for Droop-Controlled Islanded Microgrid

Authors: Zahra Majd, Mohsen Kalantar

Abstract:

Power management and voltage regulation is one of the most important issues in microgrid (MG) control and scheduling. This paper proposes a multiobjective scheduling formulation that consists of active power costs, voltage fluctuations summation, and technical constraints of MG. Furthermore, load flow and reserve constraints are considered to achieve proper voltage regulation. A modified Jacobian matrix is presented for calculating voltage variations and Mont Carlo simulation is used for generating and reducing scenarios. To convert the problem to a mixed integer linear program, a linearization procedure for nonlinear equations is presented. The proposed model is applied to a typical low-voltage MG and two different cases are investigated. The results show the effectiveness of the proposed model.

Keywords: microgrid, energy management system, voltage fluctuations, modified Jacobian matrix

Procedia PDF Downloads 71
5692 Numerical Simulation of Effect of Various Rib Configurations on Enhancing Heat Transfer of Matrix Cooling Channel

Authors: Seok Min Choi, Minho Bang, Seuong Yun Kim, Hyungmin Lee, Won-Gu Joo, Hyung Hee Cho

Abstract:

The matrix cooling channel was used for gas turbine blade cooling passage. The matrix cooling structure is useful for the structure stability however the cooling performance of internal cooling channel was not enough for cooling. Therefore, we designed the rib configurations in the matrix cooling channel to enhance the cooling performance. The numerical simulation was conducted to analyze cooling performance of rib configured matrix cooling channel. Three different rib configurations were used which are vertical rib, angled rib and c-type rib. Three configurations were adopted in two positions of matrix cooling channel which is one fourth and three fourth of channel. The result shows that downstream rib has much higher cooling performance than upstream rib. Furthermore, the angled rib in the channel has much higher cooling performance than vertical rib. This is because; the angled rib improves the swirl effect of matrix cooling channel more effectively. The friction factor was increased with the installation of rib. However, the thermal performance was increased with the installation of rib in the matrix cooling channel.

Keywords: matrix cooling, rib, heat transfer, gas turbine

Procedia PDF Downloads 433
5691 Parallel Computation of the Covariance-Matrix

Authors: Claude Tadonki

Abstract:

We address the issues related to the computation of the covariance matrix. This matrix is likely to be ill conditioned following its canonical expression, thus consequently raises serious numerical issues. The underlying linear system, which therefore should be solved by means of iterative approaches, becomes computationally challenging. A huge number of iterations is expected in order to reach an acceptable level of convergence, necessary to meet the required accuracy of the computation. In addition, this linear system needs to be solved at each iteration following the general form of the covariance matrix. Putting all together, its comes that we need to compute as fast as possible the associated matrix-vector product. This is our purpose in the work, where we consider and discuss skillful formulations of the problem, then propose a parallel implementation of the matrix-vector product involved. Numerical and performance oriented discussions are provided based on experimental evaluations.

Keywords: covariance-matrix, multicore, numerical computing, parallel computing

Procedia PDF Downloads 291
5690 Co-Evolutionary Fruit Fly Optimization Algorithm and Firefly Algorithm for Solving Unconstrained Optimization Problems

Authors: R. M. Rizk-Allah

Abstract:

This paper presents co-evolutionary fruit fly optimization algorithm based on firefly algorithm (CFOA-FA) for solving unconstrained optimization problems. The proposed algorithm integrates the merits of fruit fly optimization algorithm (FOA), firefly algorithm (FA) and elite strategy to refine the performance of classical FOA. Moreover, co-evolutionary mechanism is performed by applying FA procedures to ensure the diversity of the swarm. Finally, the proposed algorithm CFOA- FA is tested on several benchmark problems from the usual literature and the numerical results have demonstrated the superiority of the proposed algorithm for finding the global optimal solution.

Keywords: firefly algorithm, fruit fly optimization algorithm, unconstrained optimization problems

Procedia PDF Downloads 514
5689 System Identification in Presence of Outliers

Authors: Chao Yu, Qing-Guo Wang, Dan Zhang

Abstract:

The outlier detection problem for dynamic systems is formulated as a matrix decomposition problem with low-rank, sparse matrices and further recast as a semidefinite programming (SDP) problem. A fast algorithm is presented to solve the resulting problem while keeping the solution matrix structure and it can greatly reduce the computational cost over the standard interior-point method. The computational burden is further reduced by proper construction of subsets of the raw data without violating low rank property of the involved matrix. The proposed method can make exact detection of outliers in case of no or little noise in output observations. In case of significant noise, a novel approach based on under-sampling with averaging is developed to denoise while retaining the saliency of outliers and so-filtered data enables successful outlier detection with the proposed method while the existing filtering methods fail. Use of recovered “clean” data from the proposed method can give much better parameter estimation compared with that based on the raw data.

Keywords: outlier detection, system identification, matrix decomposition, low-rank matrix, sparsity, semidefinite programming, interior-point methods, denoising

Procedia PDF Downloads 290
5688 Enumerative Search for Crane Schedule in Anodizing Operations

Authors: Kanate Pantusavase, Jaramporn Hassamontr

Abstract:

This research aims to develop an algorithm to generate a schedule of multiple cranes that will maximize load throughputs in anodizing operation. The algorithm proposed utilizes an enumerative strategy to search for constant time between successive loads and crane covering range over baths. The computer program developed is able to generate a near-optimal crane schedule within reasonable times, i.e. within 10 minutes. Its results are compared with existing solutions from an aluminum extrusion industry. The program can be used to generate crane schedules for mixed products, thus allowing mixed-model line balancing to improve overall cycle times.

Keywords: crane scheduling, anodizing operations, cycle time minimization

Procedia PDF Downloads 441
5687 Block Matching Based Stereo Correspondence for Depth Calculation

Authors: G. Balakrishnan

Abstract:

Stereo Correspondence plays a major role in estimation of distance of an object from the stereo camera pair for various applications. In this paper, a stereo correspondence algorithm based on block-matching technique is presented. Initially, an energy matrix is calculated for every disparity obtained using modified Sum of Absolute Difference (SAD). Higher energy matrix errors are removed by using threshold value in order to reduce the mismatch errors. A smoothening filter is applied to eliminate unreliable disparity estimate across the object boundaries. The purpose is to improve the reliability of calculation of disparity map. The experimental results obtained shows that the final depth map produce better results and can be used to all the applications using stereo cameras.

Keywords: stereo matching, filters, energy matrix, disparity

Procedia PDF Downloads 197
5686 Sparse-View CT Reconstruction Based on Nonconvex L1 − L2 Regularizations

Authors: Ali Pour Yazdanpanah, Farideh Foroozandeh Shahraki, Emma Regentova

Abstract:

The reconstruction from sparse-view projections is one of important problems in computed tomography (CT) limited by the availability or feasibility of obtaining of a large number of projections. Traditionally, convex regularizers have been exploited to improve the reconstruction quality in sparse-view CT, and the convex constraint in those problems leads to an easy optimization process. However, convex regularizers often result in a biased approximation and inaccurate reconstruction in CT problems. Here, we present a nonconvex, Lipschitz continuous and non-smooth regularization model. The CT reconstruction is formulated as a nonconvex constrained L1 − L2 minimization problem and solved through a difference of convex algorithm and alternating direction of multiplier method which generates a better result than L0 or L1 regularizers in the CT reconstruction. We compare our method with previously reported high performance methods which use convex regularizers such as TV, wavelet, curvelet, and curvelet+TV (CTV) on the test phantom images. The results show that there are benefits in using the nonconvex regularizer in the sparse-view CT reconstruction.

Keywords: computed tomography, non-convex, sparse-view reconstruction, L1-L2 minimization, difference of convex functions

Procedia PDF Downloads 288
5685 Texture Analysis of Grayscale Co-Occurrence Matrix on Mammographic Indexed Image

Authors: S. Sushma, S. Balasubramanian, K. C. Latha

Abstract:

The mammographic image of breast cancer compressed and synthesized to get co-efficient values which will be converted (5x5) matrix to get ROI image where we get the highest value of effected region and with the same ideology the technique has been extended to differentiate between Calcification and normal cell image using mean value derived from 5x5 matrix values

Keywords: texture analysis, mammographic image, partitioned gray scale co-oocurance matrix, co-efficient

Procedia PDF Downloads 508
5684 Genetic Algorithm Optimization of a Small Scale Natural Gas Liquefaction Process

Authors: M. I. Abdelhamid, A. O. Ghallab, R. S. Ettouney, M. A. El-Rifai

Abstract:

An optimization scheme based on COM server is suggested for communication between Genetic Algorithm (GA) toolbox of MATLAB and Aspen HYSYS. The structure and details of the proposed framework are discussed. The power of the developed scheme is illustrated by its application to the optimization of a recently developed natural gas liquefaction process in which Aspen HYSYS was used for minimization of the power consumption by optimizing the values of five operating variables. In this work, optimization by coupling between the GA in MATLAB and Aspen HYSYS model of the same process using the same five decision variables enabled improvements in power consumption by 3.3%, when 77% of the natural gas feed is liquefied. Also on inclusion of the flow rates of both nitrogen and carbon dioxide refrigerants as two additional decision variables, the power consumption decreased by 6.5% for a 78% liquefaction of the natural gas feed.

Keywords: stranded gas liquefaction, genetic algorithm, COM server, single nitrogen expansion, carbon dioxide pre-cooling

Procedia PDF Downloads 418
5683 Parameters Optimization of the Laminated Composite Plate for Sound Transmission Problem

Authors: Yu T. Tsai, Jin H. Huang

Abstract:

In this paper, the specific sound transmission loss (TL) of the laminated composite plate (LCP) with different material properties in each layer is investigated. The numerical method to obtain the TL of the LCP is proposed by using elastic plate theory. The transfer matrix approach is novelty presented for computational efficiency in solving the numerous layers of dynamic stiffness matrix (D-matrix) of the LCP. Besides the numerical simulations for calculating the TL of the LCP, the material properties inverse method is presented for the design of a laminated composite plate analogous to a metallic plate with a specified TL. As a result, it demonstrates that the proposed computational algorithm exhibits high efficiency with a small number of iterations for achieving the goal. This method can be effectively employed to design and develop tailor-made materials for various applications.

Keywords: sound transmission loss, laminated composite plate, transfer matrix approach, inverse problem, elastic plate theory, material properties

Procedia PDF Downloads 361
5682 Visual and Chemical Servoing of a Hexapod Robot in a Confined Environment Using Jacobian Estimator

Authors: Guillaume Morin-Duponchelle, Ahmed Nait Chabane, Benoit Zerr, Pierre Schoesetters

Abstract:

Industrial inspection can be achieved through robotic systems, allowing visual and chemical servoing. A popular scheme for visual servo-controlled robotic is the image-based servoing sys-tems. In this paper, an approach of visual and chemical servoing of a hexapod robot using a visual and chemical Jacobian matrix are proposed. The basic idea behind the visual Jacobian matrix is modeling the differential relationship between the camera system and the robotic control system to detect and track accurately points of interest in confined environments. This approach allows the robot to easily detect and navigates to the QR code or seeks a gas source localization using surge cast algorithm. To track the QR code target, a visual servoing based on Jacobian matrix is used. For chemical servoing, three gas sensors are embedded on the hexapod. A Jacobian matrix applied to the gas concentration measurements allows estimating the direction of the main gas source. The effectiveness of the proposed scheme is first demonstrated on simulation. Finally, a hexapod prototype is designed and built and the experimental validation of the approach is presented and discussed.

Keywords: chemical servoing, hexapod robot, Jacobian matrix, visual servoing, navigation

Procedia PDF Downloads 105
5681 The Influence of Covariance Hankel Matrix Dimension on Algorithms for VARMA Models

Authors: Celina Pestano-Gabino, Concepcion Gonzalez-Concepcion, M. Candelaria Gil-Fariña

Abstract:

Some estimation methods for VARMA models, and Multivariate Time Series Models in general, rely on the use of a Hankel matrix. It is known that if the data sample is populous enough and the dimension of the Hankel matrix is unnecessarily large, this may result in an unnecessary number of computations as well as in numerical problems. In this sense, the aim of this paper is two-fold. First, we provide some theoretical results for these matrices which translate into a lower dimension for the matrices normally used in the algorithms. This contribution thus serves to improve those methods from a numerical and, presumably, statistical point of view. Second, we have chosen an estimation algorithm to illustrate in practice our improvements. The results we obtained in a simulation of VARMA models show that an increase in the size of the Hankel matrix beyond the theoretical bound proposed as valid does not necessarily lead to improved practical results. Therefore, for future research, we propose conducting similar studies using any of the linear system estimation methods that depend on Hankel matrices.

Keywords: covariances Hankel matrices, Kronecker indices, system identification, VARMA models

Procedia PDF Downloads 218
5680 Redundancy Component Matrix and Structural Robustness

Authors: Xinjian Kou, Linlin Li, Yongju Zhou, Jimian Song

Abstract:

We introduce the redundancy matrix that expresses clearly the geometrical/topological configuration of the structure. With the matrix, the redundancy of the structure is resolved into redundant components and assigned to each member or rigid joint. The values of the diagonal elements in the matrix indicates the importance of the corresponding members or rigid joints, and the geometrically correlations can be shown with the non-diagonal elements. If a member or rigid joint failures, reassignment of the redundant components can be calculated with the recursive method given in the paper. By combining the indexes of reliability and redundancy components, we define an index concerning the structural robustness. To further explain the properties of the redundancy matrix, we cited several examples of statically indeterminate structures, including two trusses and a rigid frame. With the examples, some simple results and the properties of the matrix are discussed. The examples also illustrate that the redundancy matrix and the relevant concepts are valuable in structural safety analysis.

Keywords: Structural Robustness, Structural Reliability, Redundancy Component, Redundancy Matrix

Procedia PDF Downloads 250
5679 Matrix Method Posting

Authors: Varong Pongsai

Abstract:

The objective of this paper is introducing a new method of accounting posting which is called Matrix Method Posting. This method is based on the Matrix operation of pure Mathematics. Although, accounting field is classified as one of the social-science knowledge, many of accounting operations are placed by Mathematics sign and operation. Through the operation applying, it seems to be that the operations of Mathematics should be applied to accounting possibly. So, this paper tries to over-lap Mathematics logic to accounting logic smoothly. According to the context of discovery, deductive approach is employed to prove a simultaneously logical concept of both Mathematics and Accounting. The result proves that the Matrix can be placed to operate accounting perfectly, because Matrix and accounting logic also have a similarity concept which is balancing 2 sides during operations. Moreover, the Matrix posting also has a lot of benefit. It can help financial analyst calculating financial ratios comfortably. Furthermore, the matrix determinant which is a signature operation itself also helps auditors checking out the correction of clients’ recording. If the determinant is not equaled to 0, it will point out that the recording process of clients getting into the problem. Finally, the Matrix should be easily determining a concept of merger and consolidation far beyond the present day concept.

Keywords: matrix method posting, deductive approach, determinant, accounting application

Procedia PDF Downloads 343
5678 Genetic Algorithms for Parameter Identification of DC Motor ARMAX Model and Optimal Control

Authors: A. Mansouri, F. Krim

Abstract:

This paper presents two techniques for DC motor parameters identification. We propose a numerical method using the adaptive extensive recursive least squares (AERLS) algorithm for real time parameters estimation. This algorithm, based on minimization of quadratic criterion, is realized in simulation for parameters identification of DC motor autoregressive moving average with extra inputs (ARMAX). As advanced technique, we use genetic algorithms (GA) identification with biased estimation for high dynamic performance speed regulation. DC motors are extensively used in variable speed drives, for robot and solar panel trajectory control. GA effectiveness is derived through comparison of the two approaches.

Keywords: ARMAX model, DC motor, AERLS, GA, optimization, parameter identification, PID speed regulation

Procedia PDF Downloads 358
5677 Finding Optimal Operation Condition in a Biological Nutrient Removal Process with Balancing Effluent Quality, Economic Cost and GHG Emissions

Authors: Seungchul Lee, Minjeong Kim, Iman Janghorban Esfahani, Jeong Tai Kim, ChangKyoo Yoo

Abstract:

It is hard to maintain the effluent quality of the wastewater treatment plants (WWTPs) under with fixed types of operational control because of continuously changed influent flow rate and pollutant load. The aims of this study is development of multi-loop multi-objective control (ML-MOC) strategy in plant-wide scope targeting four objectives: 1) maximization of nutrient removal efficiency, 2) minimization of operational cost, 3) maximization of CH4 production in anaerobic digestion (AD) for CH4 reuse as a heat source and energy source, and 4) minimization of N2O gas emission to cope with global warming. First, benchmark simulation mode is modified to describe N2O dynamic in biological process, namely benchmark simulation model for greenhouse gases (BSM2G). Then, three types of single-loop proportional-integral (PI) controllers for DO controller, NO3 controller, and CH4 controller are implemented. Their optimal set-points of the controllers are found by using multi-objective genetic algorithm (MOGA). Finally, multi loop-MOC in BSM2G is implemented and evaluated in BSM2G. Compared with the reference case, the ML-MOC with the optimal set-points showed best control performances than references with improved performances of 34%, 5% and 79% of effluent quality, CH4 productivity, and N2O emission respectively, with the decrease of 65% in operational cost.

Keywords: Benchmark simulation model for greenhouse gas, multi-loop multi-objective controller, multi-objective genetic algorithm, wastewater treatment plant

Procedia PDF Downloads 475
5676 Effects of the Mass and Damping Matrix Model in the Non-Linear Seismic Response of Steel Frames

Authors: Alfredo Reyes-Salazar, Mario D. Llanes-Tizoc, Eden Bojorquez, Federico Valenzuela-Beltran, Juan Bojorquez, Jose R. Gaxiola-Camacho, Achintya Haldar

Abstract:

Seismic analysis of steel buildings is usually based on the use of the concentrated mass (ML) matrix and the Rayleigh damping matrix (C). Similarly, the initial stiffness matrix (KO) and the first two modes associated with lateral vibrations are commonly used to develop matrix C. The evaluation of the accuracy of these practices for the particular case of steel buildings with moment-resisting steel frames constitutes the main objective of this research. For this, the non-linear seismic responses of three models of steel frames, representing low-, medium- and high-rise steel buildings, are considered. Results indicate that if the ML matrix is used, shears and bending moments in columns are underestimated by up to 30% and 65%, respectively when compared to the corresponding results obtained with the consistent mass matrix (MC). It is also shown that if KO is used in C instead of the tangent stiffness matrix (Kt), axial loads in columns are underestimated by up to 80%. It is concluded that the consistent mass matrix should be used in the structural modelling of moment-resisting steel frames and that the tangent stiffness matrix should be used to develop the Rayleigh damping matrix.

Keywords: moment-resisting steel frames, consistent and concentrated mass matrices, non-linear seismic response, Rayleigh damping

Procedia PDF Downloads 125
5675 Advanced Hybrid Particle Swarm Optimization for Congestion and Power Loss Reduction in Distribution Networks with High Distributed Generation Penetration through Network Reconfiguration

Authors: C. Iraklis, G. Evmiridis, A. Iraklis

Abstract:

Renewable energy sources and distributed power generation units already have an important role in electrical power generation. A mixture of different technologies penetrating the electrical grid, adds complexity in the management of distribution networks. High penetration of distributed power generation units creates node over-voltages, huge power losses, unreliable power management, reverse power flow and congestion. This paper presents an optimization algorithm capable of reducing congestion and power losses, both described as a function of weighted sum. Two factors that describe congestion are being proposed. An upgraded selective particle swarm optimization algorithm (SPSO) is used as a solution tool focusing on the technique of network reconfiguration. The upgraded SPSO algorithm is achieved with the addition of a heuristic algorithm specializing in reduction of power losses, with several scenarios being tested. Results show significant improvement in minimization of losses and congestion while achieving very small calculation times.

Keywords: congestion, distribution networks, loss reduction, particle swarm optimization, smart grid

Procedia PDF Downloads 420
5674 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 140
5673 Median-Based Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio Frontier

Authors: H. Ben Salah, A. Gannoun, C. de Peretti, A. Trabelsi

Abstract:

The Downside Risk (DSR) model for portfolio optimisation allows to overcome the drawbacks of the classical mean-variance model concerning the asymetry of returns and the risk perception of investors. This model optimization deals with a positive definite matrix that is endogenous with respect to portfolio weights. This aspect makes the problem far more difficult to handle. For this purpose, Athayde (2001) developped a new recurcive minimization procedure that ensures the convergence to the solution. However, when a finite number of observations is available, the portfolio frontier presents an appearance which is not very smooth. In order to overcome that, Athayde (2003) proposed a mean kernel estimation of the returns, so as to create a smoother portfolio frontier. This technique provides an effect similar to the case in which we had continuous observations. In this paper, taking advantage on the the robustness of the median, we replace the mean estimator in Athayde's model by a nonparametric median estimator of the returns. Then, we give a new version of the former algorithm (of Athayde (2001, 2003)). We eventually analyse the properties of this improved portfolio frontier and apply this new method on real examples.

Keywords: Downside Risk, Kernel Method, Median, Nonparametric Estimation, Semivariance

Procedia PDF Downloads 464
5672 Non-Targeted Adversarial Image Classification Attack-Region Modification Methods

Authors: Bandar Alahmadi, Lethia Jackson

Abstract:

Machine Learning model is used today in many real-life applications. The safety and security of such model is important, so the results of the model are as accurate as possible. One challenge of machine learning model security is the adversarial examples attack. Adversarial examples are designed by the attacker to cause the machine learning model to misclassify the input. We propose a method to generate adversarial examples to attack image classifiers. We are modifying the successfully classified images, so a classifier misclassifies them after the modification. In our method, we do not update the whole image, but instead we detect the important region, modify it, place it back to the original image, and then run it through a classifier. The algorithm modifies the detected region using two methods. First, it will add abstract image matrix on back of the detected image matrix. Then, it will perform a rotation attack to rotate the detected region around its axes, and embed the trace of image in image background. Finally, the attacked region is placed in its original position, from where it was removed, and a smoothing filter is applied to smooth the background with foreground. We test our method in cascade classifier, and the algorithm is efficient, the classifier confident has dropped to almost zero. We also try it in CNN (Convolutional neural network) with higher setting and the algorithm was successfully worked.

Keywords: adversarial examples, attack, computer vision, image processing

Procedia PDF Downloads 319
5671 Space Time Adaptive Algorithm in Bi-Static Passive Radar Systems for Clutter Mitigation

Authors: D. Venu, N. V. Koteswara Rao

Abstract:

Space – time adaptive processing (STAP) is an effective tool for detecting a moving target in spaceborne or airborne radar systems. Since airborne passive radar systems utilize broadcast, navigation and excellent communication signals to perform various surveillance tasks and also has attracted significant interest from the distinct past, therefore the need of the hour is to have cost effective systems as compared to conventional active radar systems. Moreover, requirements of small number of secondary samples for effective clutter suppression in bi-static passive radar offer abundant illuminator resources for passive surveillance radar systems. This paper presents a framework for incorporating knowledge sources directly in the space-time beam former of airborne adaptive radars. STAP algorithm for clutter mitigation for passive bi-static radar has better quantitation of the reduction in sample size thereby amalgamating the earlier data bank with existing radar data sets. Also, we proposed a novel method to estimate the clutter matrix and perform STAP for efficient clutter suppression based on small sample size. Furthermore, the effectiveness of the proposed algorithm is verified using MATLAB simulations in order to validate STAP algorithm for passive bi-static radar. In conclusion, this study highlights the importance for various applications which augments traditional active radars using cost-effective measures.

Keywords: bistatic radar, clutter, covariance matrix passive radar, STAP

Procedia PDF Downloads 278
5670 Approximating Fixed Points by a Two-Step Iterative Algorithm

Authors: Safeer Hussain Khan

Abstract:

In this paper, we introduce a two-step iterative algorithm to prove a strong convergence result for approximating common fixed points of three contractive-like operators. Our algorithm basically generalizes an existing algorithm..Our iterative algorithm also contains two famous iterative algorithms: Mann iterative algorithm and Ishikawa iterative algorithm. Thus our result generalizes the corresponding results proved for the above three iterative algorithms to a class of more general operators. At the end, we remark that nothing prevents us to extend our result to the case of the iterative algorithm with error terms.

Keywords: contractive-like operator, iterative algorithm, fixed point, strong convergence

Procedia PDF Downloads 523
5669 Anisotropic Total Fractional Order Variation Model in Seismic Data Denoising

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

Procedia PDF Downloads 189
5668 Secured Power flow Algorithm Including Economic Dispatch with GSDF Matrix Using LabVIEW

Authors: Slimane Souag, Amel Graa, Farid Benhamida

Abstract:

In this paper we present a new method for solving the secured power flow problem by the economic dispatch using DC power flow method and Generation Shift Distribution Factor (GSDF), in this work we create a graphical interface in LabVIEW as a virtual instrument. Hence the dc power flow reduces the power flow problem to a set of linear equations, which make the iterative calculation very fast and the GSFD matrix present the effects of single and multiple generator MW change on the transmission line. The effectiveness of the method developed is identified through its application to an IEEE-14 bus test system. The calculation results show excellent performance of the proposed method, in regard to computation time and quality of results.

Keywords: electrical power system security, economic dispatch, sensitivity matrix, labview

Procedia PDF Downloads 464