Search results for: simultaneous perturbation stochastic approximation
1646 Bayesian Analysis of Topp-Leone Generalized Exponential Distribution
Authors: Najrullah Khan, Athar Ali Khan
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The Topp-Leone distribution was introduced by Topp- Leone in 1955. In this paper, an attempt has been made to fit Topp-Leone Generalized exponential (TPGE) distribution. A real survival data set is used for illustrations. Implementation is done using R and JAGS and appropriate illustrations are made. R and JAGS codes have been provided to implement censoring mechanism using both optimization and simulation tools. The main aim of this paper is to describe and illustrate the Bayesian modelling approach to the analysis of survival data. Emphasis is placed on the modeling of data and the interpretation of the results. Crucial to this is an understanding of the nature of the incomplete or 'censored' data encountered. Analytic approximation and simulation tools are covered here, but most of the emphasis is on Markov chain based Monte Carlo method including independent Metropolis algorithm, which is currently the most popular technique. For analytic approximation, among various optimization algorithms and trust region method is found to be the best. In this paper, TPGE model is also used to analyze the lifetime data in Bayesian paradigm. Results are evaluated from the above mentioned real survival data set. The analytic approximation and simulation methods are implemented using some software packages. It is clear from our findings that simulation tools provide better results as compared to those obtained by asymptotic approximation.Keywords: Bayesian Inference, JAGS, Laplace Approximation, LaplacesDemon, posterior, R Software, simulation
Procedia PDF Downloads 5351645 Approximation Algorithms for Peak-Demand Reduction
Authors: Zaid Jamal Saeed Almahmoud
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Smart grid is emerging as the future power grid, with smart techniques to optimize power consumption and electricity generation. Minimizing peak power consumption under a fixed delay requirement is a significant problem in the smart grid.For this problem, all appliances must be scheduled within a given finite time duration. We consider the problem of minimizing the peak demand under appliances constraints by scheduling power jobs with uniform release dates and deadlines. As the problem is known to be NP-hard, we analyze the performance of a version of the natural greedy heuristic for solving this problem. Our theoretical analysis and experimental results show that the proposed heuristic outperforms existing methods by providing a better approximation to the optimal solution.Keywords: peak demand scheduling, approximation algorithms, smart grid, heuristics
Procedia PDF Downloads 941644 Computational Simulations on Stability of Model Predictive Control for Linear Discrete-Time Stochastic Systems
Authors: Tomoaki Hashimoto
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Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial time and a moving terminal time. This paper examines the stability of model predictive control for linear discrete-time systems with additive stochastic disturbances. A sufficient condition for the stability of the closed-loop system with model predictive control is derived by means of a linear matrix inequality. The objective of this paper is to show the results of computational simulations in order to verify the validity of the obtained stability condition.Keywords: computational simulations, optimal control, predictive control, stochastic systems, discrete-time systems
Procedia PDF Downloads 4321643 Principle Components Updates via Matrix Perturbations
Authors: Aiman Elragig, Hanan Dreiwi, Dung Ly, Idriss Elmabrook
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This paper highlights a new approach to look at online principle components analysis (OPCA). Given a data matrix X ∈ R,^m x n we characterise the online updates of its covariance as a matrix perturbation problem. Up to the principle components, it turns out that online updates of the batch PCA can be captured by symmetric matrix perturbation of the batch covariance matrix. We have shown that as n→ n0 >> 1, the batch covariance and its update become almost similar. Finally, utilize our new setup of online updates to find a bound on the angle distance of the principle components of X and its update.Keywords: online data updates, covariance matrix, online principle component analysis, matrix perturbation
Procedia PDF Downloads 1951642 Stochastic Modeling for Parameters of Modified Car-Following Model in Area-Based Traffic Flow
Authors: N. C. Sarkar, A. Bhaskar, Z. Zheng
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The driving behavior in area-based (i.e., non-lane based) traffic is induced by the presence of other individuals in the choice space from the driver’s visual perception area. The driving behavior of a subject vehicle is constrained by the potential leaders and leaders are frequently changed over time. This paper is to determine a stochastic model for a parameter of modified intelligent driver model (MIDM) in area-based traffic (as in developing countries). The parametric and non-parametric distributions are presented to fit the parameters of MIDM. The goodness of fit for each parameter is measured in two different ways such as graphically and statistically. The quantile-quantile (Q-Q) plot is used for a graphical representation of a theoretical distribution to model a parameter and the Kolmogorov-Smirnov (K-S) test is used for a statistical measure of fitness for a parameter with a theoretical distribution. The distributions are performed on a set of estimated parameters of MIDM. The parameters are estimated on the real vehicle trajectory data from India. The fitness of each parameter with a stochastic model is well represented. The results support the applicability of the proposed modeling for parameters of MIDM in area-based traffic flow simulation.Keywords: area-based traffic, car-following model, micro-simulation, stochastic modeling
Procedia PDF Downloads 1471641 Analysis of a Self-Acting Air Journal Bearing: Effect of Dynamic Deformation of Bump Foil
Authors: H. Bensouilah, H. Boucherit, M. Lahmar
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A theoretical investigation on the effects of both steady-state and dynamic deformations of the foils on the dynamic performance characteristics of a self-acting air foil journal bearing operating under small harmonic vibrations is proposed. To take into account the dynamic deformations of foils, the perturbation method is used for determining the gas-film stiffness and damping coefficients for given values of excitation frequency, compressibility number, and compliance factor of the bump foil. The nonlinear stationary Reynolds’ equation is solved by means of the Galerkins’ finite element formulation while the finite differences method are used to solve the first order complex dynamic equations resulting from the perturbation of the nonlinear transient compressible Reynolds’ equation. The stiffness of a bump is uniformly distributed throughout the bearing surface (generation I bearing). It was found that the dynamic properties of the compliant finite length journal bearing are significantly affected by the compliance of foils especially when the dynamic deformation of foils is considered in addition to the static one by applying the principle of superposition.Keywords: elasto-aerodynamic lubrication, air foil bearing, steady-state deformation, dynamic deformation, stiffness and damping coefficients, perturbation method, fluid-structure interaction, Galerk infinite element method, finite difference method
Procedia PDF Downloads 3921640 Multi-Period Supply Chain Design under Uncertainty
Authors: Amir Azaron
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In this research, a stochastic programming approach is developed for designing supply chains with uncertain parameters. Demands and selling prices of products at markets are considered as the uncertain parameters. The proposed mathematical model will be multi-period two-stage stochastic programming, which takes into account the selection of retailer sites, suppliers, production levels, inventory levels, transportation modes to be used for shipping goods, and shipping quantities among the entities of the supply chain network. The objective function is to maximize the chain’s net present value. In order to maximize the chain’s NPV, the sum of first-stage investment costs on retailers, and the expected second-stage processing, inventory-holding and transportation costs should be kept as low as possible over multiple periods. The effects of supply uncertainty where suppliers are unreliable will also be investigated on the efficiency of the supply chain.Keywords: supply chain management, stochastic programming, multiobjective programming, inventory control
Procedia PDF Downloads 2951639 Supplier Selection in a Scenario Based Stochastic Model with Uncertain Defectiveness and Delivery Lateness Rates
Authors: Abeer Amayri, Akif A. Bulgak
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Due to today’s globalization as well as outsourcing practices of the companies, the Supply Chain (SC) performances have become more dependent on the efficient movement of material among places that are geographically dispersed, where there is more chance for disruptions. One such disruption is the quality and delivery uncertainties of outsourcing. These uncertainties could lead the products to be unsafe and, as is the case in a number of recent examples, companies may have to end up in recalling their products. As a result of these problems, there is a need to develop a methodology for selecting suppliers globally in view of risks associated with low quality and late delivery. Accordingly, we developed a two-stage stochastic model that captures the risks associated with uncertainty in quality and delivery as well as a solution procedure for the model. The stochastic model developed simultaneously optimizes supplier selection and purchase quantities under price discounts over a time horizon. In particular, our target is the study of global organizations with multiple sites and multiple overseas suppliers, where the pricing is offered in suppliers’ local currencies. Our proposed methodology is applied to a case study for a US automotive company having two assembly plants and four potential global suppliers to illustrate how the proposed model works in practice.Keywords: global supply chains, quality, stochastic programming, supplier selection
Procedia PDF Downloads 4581638 Non-Targeted Adversarial Object Detection Attack: Fast Gradient Sign Method
Authors: Bandar Alahmadi, Manohar Mareboyana, Lethia Jackson
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Today, there are many applications that are using computer vision models, such as face recognition, image classification, and object detection. The accuracy of these models is very important for the performance of these applications. One challenge that facing the computer vision models is the adversarial examples attack. In computer vision, the adversarial example is an image that is intentionally designed to cause the machine learning model to misclassify it. One of very well-known method that is used to attack the Convolution Neural Network (CNN) is Fast Gradient Sign Method (FGSM). The goal of this method is to find the perturbation that can fool the CNN using the gradient of the cost function of CNN. In this paper, we introduce a novel model that can attack Regional-Convolution Neural Network (R-CNN) that use FGSM. We first extract the regions that are detected by R-CNN, and then we resize these regions into the size of regular images. Then, we find the best perturbation of the regions that can fool CNN using FGSM. Next, we add the resulted perturbation to the attacked region to get a new region image that looks similar to the original image to human eyes. Finally, we placed the regions back to the original image and test the R-CNN with the attacked images. Our model could drop the accuracy of the R-CNN when we tested with Pascal VOC 2012 dataset.Keywords: adversarial examples, attack, computer vision, image processing
Procedia PDF Downloads 1931637 An Approach to Noise Variance Estimation in Very Low Signal-to-Noise Ratio Stochastic Signals
Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić
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This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.Keywords: noise, signal-to-noise ratio, stochastic signals, variance estimation
Procedia PDF Downloads 3861636 Analysis and Design of Simultaneous Dual Band Harvesting System with Enhanced Efficiency
Authors: Zina Saheb, Ezz El-Masry, Jean-François Bousquet
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This paper presents an enhanced efficiency simultaneous dual band energy harvesting system for wireless body area network. A bulk biasing is used to enhance the efficiency of the adapted rectifier design to reduce Vth of MOSFET. The presented circuit harvests the radio frequency (RF) energy from two frequency bands: 1 GHz and 2.4 GHz. It is designed with TSMC 65-nm CMOS technology and high quality factor dual matching network to boost the input voltage. Full circuit analysis and modeling is demonstrated. The simulation results demonstrate a harvester with an efficiency of 23% at 1 GHz and 46% at 2.4 GHz at an input power as low as -30 dBm.Keywords: energy harvester, simultaneous, dual band, CMOS, differential rectifier, voltage boosting, TSMC 65nm
Procedia PDF Downloads 4041635 An Accelerated Stochastic Gradient Method with Momentum
Authors: Liang Liu, Xiaopeng Luo
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In this paper, we propose an accelerated stochastic gradient method with momentum. The momentum term is the weighted average of generated gradients, and the weights decay inverse proportionally with the iteration times. Stochastic gradient descent with momentum (SGDM) uses weights that decay exponentially with the iteration times to generate the momentum term. Using exponential decay weights, variants of SGDM with inexplicable and complicated formats have been proposed to achieve better performance. However, the momentum update rules of our method are as simple as that of SGDM. We provide theoretical convergence analyses, which show both the exponential decay weights and our inverse proportional decay weights can limit the variance of the parameter moving directly to a region. Experimental results show that our method works well with many practical problems and outperforms SGDM.Keywords: exponential decay rate weight, gradient descent, inverse proportional decay rate weight, momentum
Procedia PDF Downloads 1621634 Synthesis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises
Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov
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We have conducted the optimal synthesis of root-mean-squared objective filter to estimate the state vector in the case if within the observation channel with memory the anomalous noises with unknown mathematical expectation are complement in the function of the regular noises. The synthesis has been carried out for linear stochastic systems of continuous-time.Keywords: mathematical expectation, filtration, anomalous noise, memory
Procedia PDF Downloads 2471633 Estimation of Probabilistic Fatigue Crack Propagation Models of AZ31 Magnesium Alloys under Various Load Ratio Conditions by Using the Interpolation of a Random Variable
Authors: Seon Soon Choi
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The essential purpose is to present the good fatigue crack propagation model describing a stochastic fatigue crack growth behavior in a rolled magnesium alloy, AZ31, under various load ratio conditions. Fatigue crack propagation experiments were carried out in laboratory air under four conditions of load ratio, R, using AZ31 to investigate the crack growth behavior. The stochastic fatigue crack growth behavior was analyzed using an interpolation of random variable, Z, introduced to an empirical fatigue crack propagation model. The empirical fatigue models used in this study are Paris-Erdogan model, Walker model, Forman model, and modified Forman model. It was found that the random variable is useful in describing the stochastic fatigue crack growth behaviors under various load ratio conditions. The good probabilistic model describing a stochastic fatigue crack growth behavior under various load ratio conditions was also proposed.Keywords: magnesium alloys, fatigue crack propagation model, load ratio, interpolation of random variable
Procedia PDF Downloads 4101632 Analytical Approximations of the Differential Elastic Scattering Cross-Sections for Slow Electrons and Positrons Transport in Solids: A Comparative Study
Authors: A. Bentabet, A. Aydin, N. Fenineche
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In this work, we try to determine the best analytical approximation of differential cross sections, used generally in Monte Carlo simulation, to study the electron/positron slowing down in solid targets in the energy range up to 10 keV. Actually, our comparative study was carried out on the angular distribution of the scattering angle, the elastic total and the first transport cross sections which are the essential quantities used generally in the electron/positron transport study by using both stochastic and deterministic methods. Indeed, the obtained results using the relativistic partial wave expansion method and the backscattering coefficient experimental data are used as criteria to evaluate the used model.Keywords: differential cross-section, backscattering coefficient, Rutherford cross-section, Vicanek and Urbassek theory
Procedia PDF Downloads 5631631 Influence of Nanoparticles Phenomena on the Peristaltic Flow of Pseudoplastic Fluid in an Inclined Asymmetric Channel with Different Wave Forms
Authors: Safia Akram
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The influence of nanofluid with different waveforms in the presence of inclined asymmetric channel on peristaltic transport of a pseudoplastic fluid is examined. The governing equations for two-dimensional and two directional flows of a pseudoplastic fluid along with nanofluid are modeled and then simplified under the assumptions of long wavelength and low Reynolds number approximation. The exact solutions for temperature and nanoparticle volume fraction are calculated. Series solution of the stream function and pressure gradient are carried out using perturbation technique. The flow quantities have been examined for various physical parameters of interest. It was found, that the magnitude value of the velocity profile decreases with an increase in volume flow rate (Q) and relaxation times (ζ) and increases in sinusoidal, multisinusoidal, trapezoidal and triangular waves. It was also observed that the size of the trapping bolus decreases with the drop of the width of the channel ‘d’ and increases with a rise of relaxation times ζ.Keywords: nanofluid particles, peristaltic flow, pseudoplastic fluid, different waveforms, inclined asymmetric channel
Procedia PDF Downloads 2371630 Simultaneous Interpreting and Meditation: An Experimental Study on the Effects of Qigong Meditation on Simultaneous Interpreting Performance
Authors: Lara Bruno, Ilaria Tipà, Franco Delogu
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Simultaneous interpreting (SI) is a demanding language task which includes the contemporary activation of different cognitive processes. This complex activity requires interpreters not only to be proficient in their working languages; but also to have a great ability in focusing attention and controlling anxiety during their performance. Effects of Qigong meditation techniques have a positive impact on several cognitive functions, including attention and anxiety control. This study aims at exploring the influence of Qigong meditation on the quality of simultaneous interpreting. 20 interpreting students, divided into two groups, were trained for 8 days in Qigong meditation practice. Before and after training, a brief simultaneous interpreting task was performed. Language combinations of group A and group B were respectively English-Italian and Chinese-Italian. Students’ performances were recorded and rated by independent evaluators. Assessments were based on 12 different parameters, divided into 4 macro-categories: content, form, delivery and anxiety control. To determine if there was any significant variation between the pre-training and post-training SI performance, ANOVA analyses were conducted on the ratings provided by the independent evaluators. Main results indicate a significant improvement of the interpreting performance after the meditation training intervention for both groups. However, group A registered a higher improvement compared to Group B. Nonetheless, positive effects of meditation have been found in all the observed macro-categories. Meditation was not only beneficial for speech delivery and anxiety control but also for cognitive and attention abilities. From a cognitive and pedagogical point of view, present results open new paths of research on the practice of meditation as a tool to improve SI performances.Keywords: cognitive science, interpreting studies, Qigong meditation, simultaneous interpreting, training
Procedia PDF Downloads 1601629 Singular Stochastic Control Model with Carrying Capacity of Population Management Policy for Squirrels in Durian Orchards
Authors: Sasiwimol Auepong, Raywat Tanadkithirun
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In this work, the problem that squirrels ruin durian, which is an economical fruit in Thailand, is considered. We seek the strategy for the durian farmers to eliminate the squirrels under the consideration that squirrels also provide ecosystem service. The population dynamics of squirrels are constructed to have carrying capacity since we consider the population in a confined area. A performance index indicating the total benefit of a given elimination strategy is provided. It comprises the cost of countermeasures, the loss of resources, and the ecosystem service provided by squirrels. The optimal performance index is numerically solved through the variational inequality using the finite difference method. The optimal strategy to control the squirrel population is also given numerically.Keywords: controlled stochastic differential equation, durian, finite difference method, performance index, singular stochastic control model, squirrel
Procedia PDF Downloads 901628 Bivariate Generalization of q-α-Bernstein Polynomials
Authors: Tarul Garg, P. N. Agrawal
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We propose to define the q-analogue of the α-Bernstein Kantorovich operators and then introduce the q-bivariate generalization of these operators to study the approximation of functions of two variables. We obtain the rate of convergence of these bivariate operators by means of the total modulus of continuity, partial modulus of continuity and the Peetre’s K-functional for continuous functions. Further, in order to study the approximation of functions of two variables in a space bigger than the space of continuous functions, i.e. Bögel space; the GBS (Generalized Boolean Sum) of the q-bivariate operators is considered and degree of approximation is discussed for the Bögel continuous and Bögel differentiable functions with the aid of the Lipschitz class and the mixed modulus of smoothness.Keywords: Bögel continuous, Bögel differentiable, generalized Boolean sum, K-functional, mixed modulus of smoothness
Procedia PDF Downloads 3791627 Random Walks and Option Pricing for European and American Options
Authors: Guillaume Leduc
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In this paper, we describe a broad setting under which the error of the approximation can be quantified, controlled, and for which convergence occurs at a speed of n⁻¹ for European and American options. We describe how knowledge of the error allows for arbitrarily fast acceleration of the convergence.Keywords: random walk approximation, European and American options, rate of convergence, option pricing
Procedia PDF Downloads 4631626 On Differential Growth Equation to Stochastic Growth Model Using Hyperbolic Sine Function in Height/Diameter Modeling of Pines
Authors: S. O. Oyamakin, A. U. Chukwu
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Richard's growth equation being a generalized logistic growth equation was improved upon by introducing an allometric parameter using the hyperbolic sine function. The integral solution to this was called hyperbolic Richard's growth model having transformed the solution from deterministic to a stochastic growth model. Its ability in model prediction was compared with the classical Richard's growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using the coefficient of determination (R2), Mean Absolute Error (MAE) and Mean Square Error (MSE) results. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the behavior of the error term for possible violations. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic Richard's nonlinear growth models better than the classical Richard's growth model.Keywords: height, Dbh, forest, Pinus caribaea, hyperbolic, Richard's, stochastic
Procedia PDF Downloads 4801625 Modelling Retirement Outcomes: An Australian Case Study
Authors: Colin O’Hare, Zili Zho, Thomas Sneddon
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The Australian superannuation system has received high praise for its participation rates and level of funding in retirement yet it is only 25 years old. In recent years, with increasing longevity and persistent lower rates of investment return, how adequate will the funds accumulated through a superannuation system be? In this paper we take Australia as a case study and build a stochastic model of accumulation and decummulation of funds and determine the expected number of years a fund may last an individual in retirement.Keywords: component, mortality, stochastic models, superannuation
Procedia PDF Downloads 2451624 An Approximation of Daily Rainfall by Using a Pixel Value Data Approach
Authors: Sarisa Pinkham, Kanyarat Bussaban
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The research aims to approximate the amount of daily rainfall by using a pixel value data approach. The daily rainfall maps from the Thailand Meteorological Department in period of time from January to December 2013 were the data used in this study. The results showed that this approach can approximate the amount of daily rainfall with RMSE=3.343.Keywords: daily rainfall, image processing, approximation, pixel value data
Procedia PDF Downloads 3871623 A Nonlinear Stochastic Differential Equation Model for Financial Bubbles and Crashes with Finite-Time Singularities
Authors: Haowen Xi
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We propose and solve exactly a class of non-linear generalization of the Black-Scholes process of stochastic differential equations describing price bubble and crashes dynamics. As a result of nonlinear positive feedback, the faster-than-exponential price positive growth (bubble forming) and negative price growth (crash forming) are found to be the power-law finite-time singularity in which bubbles and crashes price formation ending at finite critical time tc. While most literature on the market bubble and crash process focuses on the nonlinear positive feedback mechanism aspect, very few studies concern the noise level on the same process. The present work adds to the market bubble and crashes literature by studying the external sources noise influence on the critical time tc of the bubble forming and crashes forming. Two main results will be discussed: (1) the analytical expression of expected value of the critical timeKeywords: bubble, crash, finite-time-singular, numerical simulation, price dynamics, stochastic differential equations
Procedia PDF Downloads 1321622 Two-Phase Sampling for Estimating a Finite Population Total in Presence of Missing Values
Authors: Daniel Fundi Murithi
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Missing data is a real bane in many surveys. To overcome the problems caused by missing data, partial deletion, and single imputation methods, among others, have been proposed. However, problems such as discarding usable data and inaccuracy in reproducing known population parameters and standard errors are associated with them. For regression and stochastic imputation, it is assumed that there is a variable with complete cases to be used as a predictor in estimating missing values in the other variable, and the relationship between the two variables is linear, which might not be realistic in practice. In this project, we estimate population total in presence of missing values in two-phase sampling. Instead of regression or stochastic models, non-parametric model based regression model is used in imputing missing values. Empirical study showed that nonparametric model-based regression imputation is better in reproducing variance of population total estimate obtained when there were no missing values compared to mean, median, regression, and stochastic imputation methods. Although regression and stochastic imputation were better than nonparametric model-based imputation in reproducing population total estimates obtained when there were no missing values in one of the sample sizes considered, nonparametric model-based imputation may be used when the relationship between outcome and predictor variables is not linear.Keywords: finite population total, missing data, model-based imputation, two-phase sampling
Procedia PDF Downloads 1311621 Black-Box-Base Generic Perturbation Generation Method under Salient Graphs
Authors: Dingyang Hu, Dan Liu
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DNN (Deep Neural Network) deep learning models are widely used in classification, prediction, and other task scenarios. To address the difficulties of generic adversarial perturbation generation for deep learning models under black-box conditions, a generic adversarial ingestion generation method based on a saliency map (CJsp) is proposed to obtain salient image regions by counting the factors that influence the input features of an image on the output results. This method can be understood as a saliency map attack algorithm to obtain false classification results by reducing the weights of salient feature points. Experiments also demonstrate that this method can obtain a high success rate of migration attacks and is a batch adversarial sample generation method.Keywords: adversarial sample, gradient, probability, black box
Procedia PDF Downloads 1041620 Function Approximation with Radial Basis Function Neural Networks via FIR Filter
Authors: Kyu Chul Lee, Sung Hyun Yoo, Choon Ki Ahn, Myo Taeg Lim
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Recent experimental evidences have shown that because of a fast convergence and a nice accuracy, neural networks training via extended Kalman filter (EKF) method is widely applied. However, as to an uncertainty of the system dynamics or modeling error, the performance of the method is unreliable. In order to overcome this problem in this paper, a new finite impulse response (FIR) filter based learning algorithm is proposed to train radial basis function neural networks (RBFN) for nonlinear function approximation. Compared to the EKF training method, the proposed FIR filter training method is more robust to those environmental conditions. Furthermore, the number of centers will be considered since it affects the performance of approximation.Keywords: extended Kalman filter, classification problem, radial basis function networks (RBFN), finite impulse response (FIR) filter
Procedia PDF Downloads 4561619 Ground Motion Modelling in Bangladesh Using Stochastic Method
Authors: Mizan Ahmed, Srikanth Venkatesan
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Geological and tectonic framework indicates that Bangladesh is one of the most seismically active regions in the world. The Bengal Basin is at the junction of three major interacting plates: the Indian, Eurasian, and Burma Plates. Besides there are many active faults within the region, e.g. the large Dauki fault in the north. The country has experienced a number of destructive earthquakes due to the movement of these active faults. Current seismic provisions of Bangladesh are mostly based on earthquake data prior to the 1990. Given the record of earthquakes post 1990, there is a need to revisit the design provisions of the code. This paper compares the base shear demand of three major cities in Bangladesh: Dhaka (the capital city), Sylhet, and Chittagong for earthquake scenarios of magnitudes 7.0MW, 7.5MW, 8.0MW and 8.5MW using a stochastic model. In particular, the stochastic model allows the flexibility to input region specific parameters such as shear wave velocity profile (that were developed from Global Crustal Model CRUST2.0) and include the effects of attenuation as individual components. Effects of soil amplification were analysed using the Extended Component Attenuation Model (ECAM). Results show that the estimated base shear demand is higher in comparison with code provisions leading to the suggestion of additional seismic design consideration in the study regions.Keywords: attenuation, earthquake, ground motion, Stochastic, seismic hazard
Procedia PDF Downloads 2491618 Analysis of Financial Time Series by Using Ornstein-Uhlenbeck Type Models
Authors: Md Al Masum Bhuiyan, Maria C. Mariani, Osei K. Tweneboah
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In the present work, we develop a technique for estimating the volatility of financial time series by using stochastic differential equation. Taking the daily closing prices from developed and emergent stock markets as the basis, we argue that the incorporation of stochastic volatility into the time-varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. While using the technique, we see the long-memory behavior of data sets and one-step-ahead-predicted log-volatility with ±2 standard errors despite the variation of the observed noise from a Normal mixture distribution, because the financial data studied is not fully Gaussian. Also, the Ornstein-Uhlenbeck process followed in this work simulates well the financial time series, which aligns our estimation algorithm with large data sets due to the fact that this algorithm has good convergence properties.Keywords: financial time series, maximum likelihood estimation, Ornstein-Uhlenbeck type models, stochastic volatility model
Procedia PDF Downloads 2411617 Influence of Glenohumeral Joint Approximation Technique on the Cardiovascular System in the Acute Phase after Stroke
Authors: Iva Hereitova, Miroslav Svatek, Vit Novacek
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Background and Aim: Autonomic imbalance is one of the complications for immobilized patients in the acute stage after a stroke. The predominance of sympathetic activity significantly increases cardiac activity. The technique of glenohumeral joint approximation may contribute in a non-pharmacological way to the regulation of blood pressure and heart rate in patients in this risk group. The aim of the study was to evaluate the effect of glenohumeral joint approximation on the change in heart rate and blood pressure in immobilized patients in the acute phase after a stroke. Methods: The experimental study bilaterally evaluated heart rate, systolic and diastolic pressure values before and after glenohumeral joint approximation in 40 immobilized participants (72.6 ± 10.2 years) in the acute phase after stroke. The experimental group was compared with 40 healthy participants in the control group (68.6 ± 14.2 years). An SpO2 vital signs monitor and a validated Microlife WatchBP Office blood pressure monitor were used for evaluation. Statistical processing and evaluation were performed in MATLAB R2019 (The Math Works®, Inc., Natick, MA, USA). Results: Approximation of the glenohumeral joint resulted in a statistically significant decrease in systolic and diastolic pressure. An average decrease in systolic pressure for individual groups ranged from 8.2 to 11.3 mmHg (p <0.001). For diastolic pressure, the average decrease ranged from 5.0 - 14.2 mmHg (p <0.001). There was a statistically significant reduction in heart rate (p <0.01) only in patients after ischemic stroke in the inferior cerebral artery. There was the average decrease in heart rate of 3.9 beats per minute (median 4 beats per minute). Conclusion: Approximation of the glenohumeral joint leads to a statistically significant decrease in systolic and diastolic pressure in immobilized patients in the acute phase after stroke.Keywords: Aproximation technique, Cardiovaskular system, Glenohumeral joint, Stroke
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