Search results for: TLBO algorithm

Authors: Seyed Mohsen Jameii

Abstract:

Wireless underwater sensor networks are a type of sensor networks that are located in underwater environments and linked together by acoustic waves. The application of these kinds of network includes monitoring of pollutants (chemical, biological, and nuclear), oil fields detection, prediction of the likelihood of a tsunami in coastal areas, the use of wireless sensor nodes to monitor the passing submarines, and determination of appropriate locations for anchoring ships. This paper proposes a boundary coverage algorithm for intrusion detection in underwater sensor networks. In the first phase of the proposed algorithm, optimal deployment of nodes is done in the water. In the second phase, after the employment of nodes at the proper depth, clustering is executed to reduce the exchanges of messages between the sensors. In the third phase, the algorithm of "divide and conquer" is used to save energy and increase network efficiency. The simulation results demonstrate the efficiency of the proposed algorithm.

Keywords: boundary coverage, clustering, divide and ‎conquer, underwater sensor nodes

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Authors: Tobias Horstmann, Thomas Le Garrec, Daniel-Ciprian Mincu, Emmanuel Lévêque

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Despite the efficiency and low dissipation of the stream-collide formulation of the Lattice Boltzmann (LB) algorithm, which is nowadays implemented in many commercial LBM solvers, there are certain situations, e.g. mesh transition, in which a classical finite-volume or finite-difference formulation of the LB algorithm still bear advantages. In this paper, we present an algorithm that combines the node-based streaming of the distribution functions with a second-order finite volume discretization of the advection term of the BGK-LB equation on a uniform D2Q9 lattice. It is shown that such a coupling is possible for a multi-domain approach as long as the overlap, or buffer zone, between two domains, is achieved on at least 2Δx. This also implies that a direct coupling (without buffer zone) of a stream-collide and finite-volume LB algorithm on a single grid is not stable. The critical parameter in the coupling is the CFL number equal to 1 that is imposed by the stream-collide algorithm. Nevertheless, an explicit filtering step on the finite-volume domain can stabilize the solution. In a further investigation, we demonstrate how such a coupling can be used for mesh transition, resulting in an intrinsic conservation of mass over the interface.

Keywords: algorithm coupling, finite volume formulation, grid refinement, Lattice Boltzmann method

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Authors: Aydin Teymourifar, Gurkan Ozturk, Ozan Bahadir

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NSGA-II is one of the most well-known and most widely used evolutionary algorithms. In addition to its new versions, such as NSGA-III, there are several modified types of this algorithm in the literature. In this paper, a hybrid NSGA-II algorithm has been suggested for solving the multi-objective flexible job shop scheduling problem. For a better search, new neighborhood-based crossover and mutation operators are defined. To create new generations, the neighbors of the selected individuals by the tournament selection are constructed. Also, at the end of each iteration, before sorting, neighbors of a certain number of good solutions are derived, except for solutions protected by elitism. The neighbors are generated using a constraint-based neural network that uses various constructs. The non-dominated sorting and crowding distance operators are same as the classic NSGA-II. A comparison based on some multi-objective benchmarks from the literature shows the efficiency of the algorithm.

Keywords: flexible job shop scheduling problem, multi-objective optimization, NSGA-II algorithm, neighborhood structures

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Authors: Dmitri Terzi

Abstract:

The article presents the results of an algorithmic study of a special optimization problem of the transport type (traveling salesman problem): 1) To solve the problem, a new natural algorithm has been developed based on the decomposition of the initial data into convex hulls, which has a number of advantages; it is applicable for a fairly large dimension, does not require a large amount of memory, and has fairly good performance. The relevance of the algorithm lies in the fact that, in practice, programs for problems with the number of traversal points of no more than twenty are widely used. For large-scale problems, the availability of algorithms and programs of this kind is difficult. The proposed algorithm is natural because the optimal solution found by the exact algorithm is not always feasible due to the presence of many other factors that may require some additional restrictions. 2) Another inverse problem solved here is to describe a class of traveling salesman problems that have a predetermined optimal solution. The constructed algorithm 2 allows us to characterize the structure of traveling salesman problems, as well as construct test problems to evaluate the effectiveness of algorithms and other purposes. 3) The appendix presents a software implementation of Algorithm 1 (in MATLAB), which can be used to solve practical problems, as well as in the educational process on operations research and optimization methods.

Keywords: traveling salesman problem, solution construction algorithm, convex hulls, optimality verification

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Authors: Swarnadip Ghosh

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Sentiment Analysis is the process of detecting the contextual polarity of text. In other words, it determines whether a piece of writing is positive, negative or neutral.Sentiment analysis of documents holds great importance in today's world, when numerous information is stored in databases and in the world wide web. An efficient algorithm to illicit such information, would be beneficial for social, economic as well as medical purposes. In this project, we have developed an algorithm to classify a document into positive or negative. Using our algorithm, we obtained a feature set from the data, and classified the documents based on this feature set. It is important to note that, in the classification, we have not used the independence assumption, which is considered by many procedures like the Naive Bayes. This makes the algorithm more general in scope. Moreover, because of the sparsity and high dimensionality of such data, we did not use empirical distribution for estimation, but developed a method by finding degree of close clustering of the data points. We have applied our algorithm on a movie review data set obtained from IMDb and obtained satisfactory results.

Keywords: sentiment, Run's Test, cross validation, higher dimensional pmf estimation

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Authors: Paramjit Kaur, Harish Kundra

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

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

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Authors: Anuradha Chug, Sunali Gandhi

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Regression Testing is a very expensive and time-consuming process carried out to ensure the validity of modified software. Due to the availability of insufficient resources to re-execute all the test cases in time constrained environment, efforts are going on to generate test data automatically without human efforts. Many search based techniques have been proposed to generate efficient, effective as well as optimized test data, so that the overall cost of the software testing can be minimized. The generated test data should be able to uncover all potential lapses that exist in the software or product. Inspired from the natural behavior of bat for searching her food sources, current study employed a meta-heuristic, search-based bat algorithm for optimizing the test data on the basis certain parameters without compromising their effectiveness. Mathematical functions are also applied that can effectively filter out the redundant test data. As many as 50 Java programs are used to check the effectiveness of proposed test data generation and it has been found that 86% saving in testing efforts can be achieved using bat algorithm while covering 100% of the software code for testing. Bat algorithm was found to be more efficient in terms of simplicity and flexibility when the results were compared with another nature inspired algorithms such as Firefly Algorithm (FA), Hill Climbing Algorithm (HC) and Ant Colony Optimization (ACO). The output of this study would be useful to testers as they can achieve 100% path coverage for testing with minimum number of test cases.

Keywords: regression testing, test case selection, test case prioritization, genetic algorithm, bat algorithm

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Authors: R. Kiruthika, A. Kannan

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Steganography is the problem of hiding secret messages in 'innocent – looking' public communication so that the presence of the secret message cannot be detected. This paper introduces a steganographic security in terms of computational in-distinguishability from a channel of probability distributions on cover messages. This method first splits the cover image into two separate blocks using Douglas – Peucker algorithm. The text message and the image will be hided in the Least Significant Bit (LSB) of the cover image.

Keywords: steganography, lsb, embedding, Douglas-Peucker algorithm

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Authors: Engy A. Mohamed, Y. G. Hegazy

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This paper presents a novel algorithm for modeling photovoltaic based distributed generators for the purpose of optimal planning of distribution networks. The proposed algorithm utilizes sequential Monte Carlo method in order to accurately consider the stochastic nature of photovoltaic based distributed generators. The proposed algorithm is implemented in MATLAB environment and the results obtained are presented and discussed.

Keywords: comulative distribution function, distributed generation, Monte Carlo

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Authors: Anastasiia Yu. Timofeeva

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Two new algorithms for nonparametric estimation of errors-in-variables models are proposed. The first algorithm is based on penalized regression spline. The spline is represented as a piecewise-linear function and for each linear portion orthogonal regression is estimated. This algorithm is iterative. The second algorithm involves locally weighted regression estimation. When the independent variable is measured with error such estimation is a complex nonlinear optimization problem. The simulation results have shown the advantage of the second algorithm under the assumption that true smoothing parameters values are known. Nevertheless the use of some indexes of fit to smoothing parameters selection gives the similar results and has an oversmoothing effect.

Keywords: grade point average, orthogonal regression, penalized regression spline, locally weighted regression

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Authors: Zhongzhen Luo, Saeid Habibi, Martin v. Mohrenschildt

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Self-driving vehicle require a high level of situational awareness in order to maneuver safely when driving in real world condition. This paper presents a LiDAR based real time perception system that is able to process sensor raw data for multiple target detection and tracking in dynamic environment. The proposed algorithm is nonparametric and deterministic that is no assumptions and priori knowledge are needed from the input data and no initializations are required. Additionally, the proposed method is working on the three-dimensional data directly generated by LiDAR while not scarifying the rich information contained in the domain of 3D. Moreover, a fast and efficient for real time clustering algorithm is applied based on a radially bounded nearest neighbor (RBNN). Hungarian algorithm procedure and adaptive Kalman filtering are used for data association and tracking algorithm. The proposed algorithm is able to run in real time with average run time of 70ms per frame.

Keywords: lidar, segmentation, clustering, tracking

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Authors: Zeyu Zhou, Xiaojun Bi

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Due to the limited environmental parameters and the limited resolution of the sensor, the universal existence of the mixed pixels in the process of remote sensing images restricts the spatial resolution of the remote sensing images. Sub-pixel mapping technology can effectively improve the spatial resolution. As the bilinear interpolation algorithm inevitably produces the edge blur effect, which leads to the inaccurate sub-pixel mapping results. In order to avoid the edge blur effect that affects the sub-pixel mapping results in the interpolation process, this paper presents a new edge-directed interpolation algorithm which uses the covariance adaptive interpolation algorithm on the edge of the low-resolution image and uses bilinear interpolation algorithm in the low-resolution image smooth area. By using the edge-directed interpolation algorithm, the super-resolution of the image with low resolution is obtained, and we get the percentage of each sub-pixel under a certain type of high-resolution image. Then we rely on the probability value as a soft attribute estimate and carry out sub-pixel scale under the ‘hard classification’. Finally, we get the result of sub-pixel mapping. Through the experiment, we compare the algorithm and the bilinear algorithm given in this paper to the results of the sub-pixel mapping method. It is found that the sub-pixel mapping method based on the edge-directed interpolation algorithm has better edge effect and higher mapping accuracy. The results of the paper meet our original intention of the question. At the same time, the method does not require iterative computation and training of samples, making it easier to implement.

Keywords: remote sensing images, sub-pixel mapping, bilinear interpolation, edge-directed interpolation

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Authors: Amit Verma, Pardeep Kaur

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In software development organizations, Component based Software engineering (CBSE) is emerging paradigm for software development and gained wide acceptance as it often results in increase quality of software product within development time and budget. In component reusability, main challenges are the right component identification from large repositories at right time. The major objective of this work is to provide efficient algorithm for storage and effective retrieval of components using neural network and parameters based on user choice through clustering. This research paper aims to propose an algorithm that provides error free and automatic process (for retrieval of the components) while reuse of the component. In this algorithm, keywords (or components) are extracted from software document, after by applying k mean clustering algorithm. Then weights assigned to those keywords based on their frequency and after assigning weights, ANN predicts whether correct weight is assigned to keywords (or components) or not, otherwise it back propagates in to initial step (re-assign the weights). In last, store those all keywords into repositories for effective retrieval. Proposed algorithm is very effective in the error correction and detection with user base choice while choice of component for reusability for efficient retrieval is there.

Keywords: component based development, clustering, back propagation algorithm, keyword based retrieval

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Authors: Reza Sirjani, Nobosse Tafem Bolan

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Many optimization techniques available in the literature have been developed in order to solve the problem of voltage stability enhancement in power systems. However, there are a number of drawbacks in the use of previous techniques aimed at determining the optimal location and size of reactive compensators in a network. In this paper, an Improved Cuckoo Search algorithm is applied as an appropriate optimization algorithm to determine the optimum location and size of a Static Var Compensator (SVC) in a transmission network. The main objectives are voltage stability improvement and total cost minimization. The results of the presented technique are then compared with other available optimization techniques.

Keywords: cuckoo search algorithm, optimization, power system, var compensators, voltage stability

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Authors: Fabio Fabris, Alex A. Freitas

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Hierarchical classification is a special type of classification task where the class labels are organised into a hierarchy, with more generic class labels being ancestors of more specific ones. Meta-learning for classification-algorithm recommendation consists of recommending to the user a classification algorithm, from a pool of candidate algorithms, for a dataset, based on the past performance of the candidate algorithms in other datasets. Meta-learning is normally used in conventional, non-hierarchical classification. By contrast, this paper proposes a meta-learning approach for more challenging task of hierarchical classification, and evaluates it in a large number of bioinformatics datasets. Hierarchical classification is especially relevant for bioinformatics problems, as protein and gene functions tend to be organised into a hierarchy of class labels. This work proposes meta-learning approach for recommending the best hierarchical classification algorithm to a hierarchical classification dataset. This work’s contributions are: 1) proposing an algorithm for splitting hierarchical datasets into new datasets to increase the number of meta-instances, 2) proposing meta-features for hierarchical classification, and 3) interpreting decision-tree meta-models for hierarchical classification algorithm recommendation.

Keywords: algorithm recommendation, meta-learning, bioinformatics, hierarchical classification

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Authors: Chansiri Singhtaun

Abstract:

This paper proposes a mathematical model and examines the performance of an exact algorithm for a location–transportation problems in humanitarian relief. The model determines the number and location of distribution centers in a relief network, the amount of relief supplies to be stocked at each distribution center and the vehicles to take the supplies to meet the needs of disaster victims under capacity restriction, transportation and budgetary constraints. The computational experiments are conducted on the various sizes of problems that are generated. Branch and bound algorithm is applied for these problems. The results show that this algorithm can solve problem sizes of up to three candidate locations with five demand points and one candidate location with up to twenty demand points without premature termination.

Keywords: disaster response, facility location, humanitarian relief, transportation

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Authors: Mohammad Shams Esfand Abadi, Mehrdad Zalaghi, Reza ebrahimpour

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In this paper, we propose a sign adaptive filter algorithm with the ability of dynamic selection of subband filters which leads to low computational complexity compared with conventional sign subband adaptive filter (SSAF) algorithm. Dynamic selection criterion is based on largest reduction of the mean square deviation at each adaption. We demonstrate that this simple proposed algorithm has the same performance of the conventional SSAF and somewhat faster than it. In the presence of impulsive interferences robustness of the simple proposed algorithm as well as the conventional SSAF and outperform the conventional normalized subband adaptive filter (NSAF) algorithm. Therefore, it is preferred for environments under impulsive interferences. Simulation results are presented to verify these above considerations very well have been achieved.

Keywords: acoustic echo cancellation (AEC), normalized subband adaptive filter (NSAF), dynamic selection subband adaptive filter (DS-NSAF), sign subband adaptive filter (SSAF), impulsive noise, robust filtering

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Authors: Hammoudi Abderazek

Abstract:

The present paper introduces a modified adaptive mixed differential evolution (MAMDE) to select the main geometry parameters of specific cylindrical spur gear. The developed algorithm used the self-adaptive mechanism in order to update the values of mutation and crossover factors. The feasibility rules are used in the selection phase to improve the search exploration of MAMDE. Moreover, the elitism is performed to keep the best individual found in each generation. For the constraints handling the normalization method is used to treat each constraint design equally. The finite element analysis is used to confirm the optimization results for the maximum bending resistance. The simulation results reached in this paper indicate clearly that the proposed algorithm is very competitive in precision gear design optimization.

Keywords: evolutionary algorithm, spur gear, tooth profile, meta-heuristics

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Authors: Kamel Barka, Lyamine Guezouli, Assem Rezki

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In this article, we propose a protocol called DataGA-DRF (a protocol for Data collection using a Genetic Algorithm through Dynamic Reference Points) that collects data from Heterogeneous wireless sensor networks. This protocol is based on DGA (Destination selection according to Genetic Algorithm) to control the movement of the UAV (Unmanned aerial vehicle) between dynamic reference points that virtually represent the sensor node deployment. The dynamics of these points ensure an even distribution of energy consumption among the sensors and also improve network performance. To determine the best points, DataGA-DRF uses a classification algorithm such as K-Means.

Keywords: heterogeneous wireless networks, unmanned aerial vehicles, reference point, collect data, genetic algorithm

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Authors: Hichem Sassi, Tawfik Najeh, Noureddine Liouane

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The localization information is crucial for the operation of WSN. There are principally two types of localization algorithms. The Range-based localization algorithm has strict requirements on hardware; thus, it is expensive to be implemented in practice. The Range-free localization algorithm reduces the hardware cost. However, it can only achieve high accuracy in ideal scenarios. In this paper, we locate unknown nodes by incorporating the advantages of these two types of methods. The proposed algorithm makes the unknown nodes select the nearest anchor using the Received Signal Strength Indicator (RSSI) and choose two other anchors which are the most accurate to achieve the estimated location. Our algorithm improves the localization accuracy compared with previous algorithms, which has been demonstrated by the simulating results.

Keywords: WSN, localization, DV-Hop, RSSI

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Authors: Mehmet Karaata

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Given two distinct vertices (nodes) source s and target t of a graph G = (V, E), the two node-disjoint paths problem is to identify two node-disjoint paths between s ∈ V and t ∈ V . Two paths are node-disjoint if they have no common intermediate vertices. In this paper, we present an algorithm with O(m)-time complexity for finding two node-disjoint paths between s and t in arbitrary graphs where m is the number of edges. The proposed algorithm has a wide range of applications in ensuring reliability and security of sensor, mobile and fixed communication networks.

Keywords: disjoint paths, distributed systems, fault-tolerance, network routing, security

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Authors: Abdulbaset Saad, Adel Younis, Zuomin Dong

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For design optimization with high-dimensional expensive problems, an effective and efficient optimization methodology is desired. This work proposes a series of modification to the Differential Evolution (DE) algorithm for solving computation Intensive Black-Box Problems. The proposed methodology is called Radial Basis Meta-Model Algorithm Assisted Differential Evolutionary (RBF-DE), which is a global optimization algorithm based on the meta-modeling techniques. A meta-modeling assisted DE is proposed to solve computationally expensive optimization problems. The Radial Basis Function (RBF) model is used as a surrogate model to approximate the expensive objective function, while DE employs a mechanism to dynamically select the best performing combination of parameters such as differential rate, cross over probability, and population size. The proposed algorithm is tested on benchmark functions and real life practical applications and problems. The test results demonstrate that the proposed algorithm is promising and performs well compared to other optimization algorithms. The proposed algorithm is capable of converging to acceptable and good solutions in terms of accuracy, number of evaluations, and time needed to converge.

Keywords: differential evolution, engineering design, expensive computations, meta-modeling, radial basis function, optimization

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Authors: Alina Mirza, Sumrin M. Kabir, Shahzad A. Sheikh

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The Orthogonal Frequency Division Multiplexing (OFDM) with high data rate, high spectral efficiency and its ability to mitigate the effects of multipath makes them most suitable in wireless application. Impulsive noise distorts the OFDM transmission and therefore methods must be investigated to suppress this noise. In this paper, a State Space Recursive Least Square (SSRLS) algorithm based adaptive impulsive noise suppressor for OFDM communication system is proposed. And a comparison with another adaptive algorithm is conducted. The state space model-dependent recursive parameters of proposed scheme enables to achieve steady state mean squared error (MSE), low bit error rate (BER), and faster convergence than that of some of existing algorithm.

Keywords: OFDM, impulsive noise, SSRLS, BER

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Authors: Moung Young Lee, Chul Gyu Song

Abstract:

Photoacoustic imaging is the imaging technology that combines the optical imaging and ultrasound. This provides the high contrast and resolution due to optical imaging and ultrasound imaging, respectively. We developed the real-time photoacoustic tomography (PAT) system using linear-ultrasound transducer and digital acquisition (DAQ) board. There are two types of algorithm for reconstructing the photoacoustic signal. One is back-projection algorithm, the other is FFT algorithm. Especially, we used the non-uniform FFT algorithm. To evaluate the performance of our system and algorithms, we monitored two wires that stands at interval of 2.89 mm and 0.87 mm. Then, we compared the images reconstructed by algorithms. Finally, we monitored the two hairs crossed and compared between these algorithms.

Keywords: back-projection, image comparison, non-uniform FFT, photoacoustic tomography

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Authors: Fairouz Beggas

Abstract:

Due to the large number of exchanges in the networks, the security of communications is essential. Most ways of keeping communication secure rely on encryption. In this work, a symmetric encryption technique is offered to encrypt and decrypt simple Arabic scripts based on a multi-level security. A proposed technique uses an idea of Playfair encryption with a larger table size and an additional layer of encryption to ensure more security. The idea of the proposed algorithm aims to generate a dynamic table that depends on a secret key. The same secret key is also used to create other secret keys to over-encrypt the plaintext in three steps. The obtained results show that the proposed algorithm is faster in terms of encryption/decryption speed and can resist to many types of attacks.

Keywords: arabic data, encryption, playfair, symmetric algorithm

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Authors: Cagri Memis, Muzaffer Kapanoglu

Abstract:

The school bus routing problem (SBRP) is a variant of the Vehicle Routing Problem (VRP) classified as a location-allocation-routing problem. In this study, the SBRP is decomposed into two sub-problems: (1) bus route generation and (2) bus stop selection to solve large instances of the SBRP in reasonable computational times. To solve the first sub-problem, we propose a genetic algorithm to generate bus routes. Once the routes have been fixed, a sub-problem remains of allocating students to stops considering the capacity of the buses and the walkability constraints of the students. While the exact method solves small-scale problems, treating large-scale problems with the exact method becomes complex due to computational problems, a deficiency that the genetic algorithm can overcome. Results obtained from the proposed approach on 150 instances up to 250 stops show that the matheuristic algorithm provides better solutions in reasonable computational times with respect to benchmark algorithms.

Keywords: genetic algorithm, matheuristic, school bus routing problem, vehicle routing problem

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Authors: Amirhossein Safi

Abstract:

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

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

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Authors: Yuji Kageyama, Shin Nagata, Tatsuya Takino, Izuru Nomura, Hiroyuki Kamata

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In previous study, technique to estimate a self-location by using a lunar image is proposed. We consider the improvement of the conventional method in consideration of FPGA implementation in this paper. Specifically, we introduce Artificial Bee Colony algorithm for reduction of search time. In addition, we use fixed point arithmetic to enable high-speed operation on FPGA.

Keywords: SLIM, Artificial Bee Colony Algorithm, location estimate, evolutional triangle similarity

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Authors: Soumitr Sanjay Dubey, Shubhajit Roy Chowdhury, Rahul Shrestha

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In this paper, we have presented a novel approach of calculating eigenvalues of any matrix for the first time on Field Programmable Gate Array (FPGA) using Triangular Systolic Arra (TSA) architecture. Conventionally, additional computation unit is required in the architecture which is compliant to the algorithm for determining the eigenvalues and this in return enhances the delay and power consumption. However, recently reported works are only dedicated for symmetric matrices or some specific case of matrix. This works presents an architecture to calculate eigenvalues of any matrix based on QR algorithm which is fully implementable on FPGA. For the implementation of QR algorithm we have used TSA architecture, which is further utilising CORDIC (CO-ordinate Rotation DIgital Computer) algorithm, to calculate various trigonometric and arithmetic functions involved in the procedure. The proposed architecture gives an error in the range of 10−4. Power consumption by the design is 0.598W. It can work at the frequency of 900 MHz.

Keywords: coordinate rotation digital computer, three angle complex rotation, triangular systolic array, QR algorithm

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Authors: E. Younsi, H. Andriamboavonjy, A. David, S. Dokou, B. Lemrabet

Abstract:

Software and time optimization are very important factors in financial markets, which are competitive fields, and emergence of new computer tools further stresses the challenge. In this context, any improvement of technical indicators which generate a buy or sell signal is a major issue. Thus, many tools have been created to make them more effective. This worry about efficiency has been leading in present paper to seek best (and most innovative) way giving largest improvement in these indicators. The approach consists in attaching a signature to frequent market configurations by application of frequent patterns extraction method which is here most appropriate to optimize investment strategies. The goal of proposed trading algorithm is to find most accurate signatures using back testing procedure applied to technical indicators for improving their performance. The problem is then to determine the signatures which, combined with an indicator, outperform this indicator alone. To do this, the FP-Tree algorithm has been preferred, as it appears to be the most efficient algorithm to perform this task.

Keywords: quantitative analysis, back-testing, computational models, apriori algorithm, pattern recognition, data mining, FP-tree

Procedia PDF Downloads 361