Search results for: algorithm model

Authors: Zhang Xiaodong, Tang Zixin, Liu Xin

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In order to avoid self-collision of space manipulators during operation process, a real-time detection method is proposed in this paper. The manipulator is fitted into a cylinder enveloping surface, and then the detection algorithm of collision between cylinders is analyzed. The collision model of space manipulator self-links can be detected by using this algorithm in real-time detection during the operation process. To ensure security of the operation, a safety threshold is designed. The simulation and experiment results verify the effectiveness of the proposed algorithm for a 7-DOF space manipulator.

Keywords: space manipulator, collision detection, self-collision, the real-time collision detection

Procedia PDF Downloads 433

Authors: Komol Phaisarn, Anuphan Suttimarn, Vitchanan Keawtong, Kittisak Thongyoun, Chaiyos Jamsawang

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This article is intended to analyze insurance information which contains information on the customer decision when purchasing life insurance pay package. The data were analyzed in order to present new customers with Life Insurance Perfect Pay package to meet new customers’ needs as much as possible. The basic data of insurance pay package were collect to get data mining; thus, reducing the scattering of information. The data were then classified in order to get decision model or decision tree using Algorithm C4.5 (J-48). In the classification, WEKA tools are used to form the model and testing datasets are used to test the decision tree for the accurate decision. The validation of this model in classifying showed that the accurate prediction was 68.43% while 31.25% were errors. The same set of data were then tested with other models, i.e. Naive Bayes and Zero R. The results showed that J-48 method could predict more accurately. So, the researcher applied the decision tree in writing the program used to introduce the product to new customers to persuade customers’ decision making in purchasing the insurance package that meets the new customers’ needs as much as possible.

Keywords: decision tree, data mining, customers, life insurance pay package

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Authors: Subhajit Das, Nirjhar Dhang

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Structural damage detection is a challenging work in the field of structural health monitoring (SHM). The damage detection methods mainly focused on the determination of the location and severity of the damage. Model updating is a well known method to locate and quantify the damage. In this method, an error function is defined in terms of difference between the signal measured from ‘experiment’ and signal obtained from undamaged finite element model. This error function is minimised with a proper algorithm, and the finite element model is updated accordingly to match the measured response. Thus, the damage location and severity can be identified from the updated model. In this paper, an error function is defined in terms of modal data viz. frequencies and modal assurance criteria (MAC). MAC is derived from Eigen vectors. This error function is minimized by teaching-learning-based optimization (TLBO) algorithm, and the finite element model is updated accordingly to locate and quantify the damage. Damage is introduced in the model by reduction of stiffness of the structural member. The ‘experimental’ data is simulated by the finite element modelling. The error due to experimental measurement is introduced in the synthetic ‘experimental’ data by adding random noise, which follows Gaussian distribution. The efficiency and robustness of this method are explained through three examples e.g., one truss, one beam and one frame problem. The result shows that TLBO algorithm is efficient to detect the damage location as well as the severity of damage using modal data.

Keywords: damage detection, finite element model updating, modal assurance criteria, structural health monitoring, teaching learning based optimization

Procedia PDF Downloads 190

Authors: Chieh-Chun Chang, Cheng-Ting Shih, Yan-Lin Liu, Shu-Jun Chang, Jay Wu

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With the widespread use of digital mammography (DM), radiation dose evaluation of breasts has become important. X-ray spectra are one of the key factors that influence the absorbed dose of glandular tissue. In this study, we estimated the X-ray spectrum of DM using the expectation maximization (EM) algorithm with the transmission measurement data. The interpolating polynomial model proposed by Boone was applied to generate the initial guess of the DM spectrum with the target/filter combination of Mo/Mo and the tube voltage of 26 kVp. The Monte Carlo N-particle code (MCNP5) was used to tally the transmission data through aluminum sheets of 0.2 to 3 mm. The X-ray spectrum was reconstructed by using the EM algorithm iteratively. The influence of the initial guess for EM reconstruction was evaluated. The percentage error of the average energy between the reference spectrum inputted for Monte Carlo simulation and the spectrum estimated by the EM algorithm was -0.14%. The normalized root mean square error (NRMSE) and the normalized root max square error (NRMaSE) between both spectra were 0.6% and 2.3%, respectively. We conclude that the EM algorithm with transmission measurement data is a convenient and useful tool for estimating x-ray spectra for DM in clinical practice.

Keywords: digital mammography, expectation maximization algorithm, X-Ray spectrum, X-Ray

Procedia PDF Downloads 698

Authors: Yibin Qiu, Yubo Ouyang, Shihan Li, Guorui Zhang, Qi Li, Weirong Chen

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This paper aims at exploring the impacts of high dimensional dependencies of wind speed among wind farms on probabilistic optimal power flow. To obtain the reactive power optimization faster and more accurately, a mixture vine Copula structure model combining the K-means clustering, C vine copula and D vine copula is proposed in this paper, through which a more accurate correlation model can be obtained. Moreover, a Modified Backtracking Search Algorithm (MBSA), the three-point estimate method is applied to probabilistic optimal power flow. The validity of the mixture vine copula structure model and the MBSA are respectively tested in IEEE30 node system with measured data of 3 adjacent wind farms in a certain area, and the results indicate effectiveness of these methods.

Keywords: mixture vine copula structure model, three-point estimate method, the probability integral transform, modified backtracking search algorithm, reactive power optimization

Procedia PDF Downloads 233

Authors: Wenjiang Deng, Tian Mou, Yudi Pawitan, Trung Nghia Vu

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Estimation of isoform-level gene expression from RNA-seq data depends on simplifying assumptions, such as uniform reads distribution, that are easily violated in real data. Such violations typically lead to biased estimates. Most existing methods provide a bias correction step(s), which is based on biological considerations, such as GC content–and applied in single samples separately. The main problem is that not all biases are known. For example, new technologies such as single-cell RNA-seq (scRNA-seq) may introduce new sources of bias not seen in bulk-cell data. This study introduces a method called XAEM based on a more flexible and robust statistical model. Existing methods are essentially based on a linear model Xβ, where the design matrix X is known and derived based on the simplifying assumptions. In contrast, XAEM considers Xβ as a bilinear model with both X and β unknown. Joint estimation of X and β is made possible by simultaneous analysis of multi-sample RNA-seq data. Compared to existing methods, XAEM automatically performs empirical correction of potentially unknown biases. XAEM implements an alternating expectation-maximization (AEM) algorithm, alternating between estimation of X and β. For speed XAEM utilizes quasi-mapping for read alignment, thus leading to a fast algorithm. Overall XAEM performs favorably compared to other recent advanced methods. For simulated datasets, XAEM obtains higher accuracy for multiple-isoform genes, particularly for paralogs. In a differential-expression analysis of a real scRNA-seq dataset, XAEM achieves substantially greater rediscovery rates in an independent validation set.

Keywords: alternating EM algorithm, bias correction, bilinear model, gene expression, RNA-seq

Procedia PDF Downloads 124

Authors: Hoshang Kolivand, Mahyar Kolivand, Mohd Shahrizal Sunar, Mohd Azhar M. Arsad

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Real-time shadow generation in virtual environments and Augmented Reality (AR) was always a hot topic in the last three decades. Lots of calculation for shadow generation among AR needs a fast algorithm to overcome this issue and to be capable of implementing in any real-time rendering. In this paper, a silhouette detection algorithm is presented to generate shadows for AR systems. Δ+ algorithm is presented based on extending edges of occluders to recognize which edges are silhouettes in the case of real-time rendering. An accurate comparison between the proposed algorithm and current algorithms in silhouette detection is done to show the reduction calculation by presented algorithm. The algorithm is tested in both virtual environments and AR systems. We think that this algorithm has the potential to be a fundamental algorithm for shadow generation in all complex environments.

Keywords: silhouette detection, shadow volumes, real-time shadows, rendering, augmented reality

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Authors: Francesco Rizzuto, Matthew Stickland, Stephan Hannot

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The simulation of a positive displacement pump system with commercial software for Computer Fluid Dynamics (CFD), will result in an enormous computational effort due to the complexity of the pump system. This drawback restricts the use of it to a specific part of the pump in one simulation. This research focuses on developing an algorithm that provides a suitable result in agreement with experiment data, without that computational effort. The compressible equations are solved with an explicit algorithm. A comparison is presented between the FV method with Monotonic Upwind scheme for Conservative Laws (MUSCL) with slope limiter and experimental results. The source term for cavitation and friction is introduced into the algorithm with a slipping strategy and solved with a 4th order Runge-Kutta scheme (RK4). Different pumps are modeled and analyzed to evaluate the flexibility of the code. The simulation required minimal computation time and resources without compromising the accuracy of the simulation results. Therefore, this algorithm highlights the feasibility of pressure pulsation simulation as a design tool for an industrial purpose.

Keywords: cavitation, diaphragm, DVCM, finite volume, MUSCL, positive displacement pump

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Authors: Wilayat Ali, Li Sheng, Waleed Ahmed

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The ability of the robot to make simultaneously map of the environment and localize itself with respect to that environment is the most important element of mobile robots. To solve SLAM many algorithms could be utilized to build up the SLAM process and SLAM is a developing area in Robotics research. Robot Operating System (ROS) is one of the frameworks which provide multiple algorithm nodes to work with and provide a transmission layer to robots. Manyof these algorithms extensively in use are Hector SLAM, Gmapping and Cartographer SLAM. This paper describes a ROS-based Simultaneous localization and mapping (SLAM) library Google Cartographer mapping, which is open-source algorithm. The algorithm was applied to create a map using laser and pose data from 2d Lidar that was placed on a mobile robot. The model robot uses the gazebo package and simulated in Rviz. Our research work's primary goal is to obtain mapping through Cartographer SLAM algorithm in a static indoor environment. From our research, it is shown that for indoor environments cartographer is an applicable algorithm to generate 2d maps with LIDAR placed on mobile robot because it uses both odometry and poses estimation. The algorithm has been evaluated and maps are constructed against the SLAM algorithms presented by Turtlebot2 in the static indoor environment.

Keywords: SLAM, ROS, navigation, localization and mapping, gazebo, Rviz, Turtlebot2, slam algorithms, 2d indoor environment, cartographer

Procedia PDF Downloads 115

Authors: Talha A. Taj, Talha A. Khan, M. Imran Khalid

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Optimization techniques attract researchers to formulate a problem and determine its optimum solution. This paper presents an Enhanced Harmony Search (ENHS) algorithm for solving optimization problems. The proposed algorithm increases the convergence and is more efficient than the standard Harmony Search (HS) algorithm. The paper discusses the novel techniques in detail and also provides the strategy for tuning the decisive parameters that affects the efficiency of the ENHS algorithm. The algorithm is tested on various benchmark functions, a real world optimization problem and a constrained objective function. Also, the results of ENHS are compared to standard HS, and various other optimization algorithms. The ENHS algorithms prove to be significantly better and more efficient than other algorithms. The simulation and testing of the algorithms is performed in MATLAB.

Keywords: optimization, harmony search algorithm, MATLAB, electronic

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Authors: Ali Mohammadi Bolban Abad, Fariborz Ahmadi

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Optimization in manufacture is a method to use limited resources to obtain the best performance and reduce waste. In this paper a new algorithm based on eurygaster life is introduced to obtain a plane in which task order and completion time of resources are defined. Evaluation results show our approach has less make span when the resources are allocated with some products in comparison to genetic algorithm.

Keywords: evolutionary computation, genetic algorithm, particle swarm optimization, NP-Hard problems, production scheduling

Procedia PDF Downloads 353

Authors: Min Shi

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State of the art research with Artificial Neural Networks for the downscaling of General Circulation Models (GCMs) mainly uses back-propagation algorithm as a training approach. This paper introduces another training approach of ANNs, Evolutionary Algorithm. The combined algorithm names neuroevolutionary (NE) algorithm. We investigate and evaluate the use of the NE algorithms in statistical downscaling by generating temperature estimates at interior points given information from a lattice of surrounding locations. The results of our experiments indicate that NE algorithms can be efficient alternative downscaling methods for daily temperatures.

Keywords: temperature, downscaling, artificial neural networks, evolutionary algorithms

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Authors: N. R. Badurally Adam, S. R. Monebhurrun, M. Z. Dauhoo, A. Khoodaruth

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Transport energy demand is vital for the economic growth of any country. Globalisation and better standard of living plays an important role in transport energy demand. Recently, transport energy demand in Mauritius has increased significantly, thus leading to an abuse of natural resources and thereby contributing to global warming. Forecasting the transport energy demand is therefore important for controlling and managing the demand. In this paper, we develop a model to predict the transport energy demand. The model developed is based on a system of five stochastic differential equations (SDEs) consisting of five endogenous variables: fuel price, population, gross domestic product (GDP), number of vehicles and transport energy demand and three exogenous parameters: crude birth rate, crude death rate and labour force. An interval of seven years is used to avoid any falsification of result since Mauritius is a developing country. Data available for Mauritius from year 2003 up to 2009 are used to obtain the values of design variables by applying genetic algorithm. The model is verified and validated for 2010 to 2012 by substituting the values of coefficients obtained by GA in the model and using particle swarm optimisation (PSO) to predict the values of the exogenous parameters. This model will help to control the transport energy demand in Mauritius which will in turn foster Mauritius towards a pollution-free country and decrease our dependence on fossil fuels.

Keywords: genetic algorithm, modeling, particle swarm optimization, stochastic differential equations, transport energy demand

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Authors: Radhwan Yousif Sedik Al-Jawadi

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Optimization is necessary for finding appropriate solutions to a range of real-life problems. In particular, genetic (or more generally, evolutionary) algorithms have proved very useful in solving many problems for which analytical solutions are not available. In this paper, we present an optimization algorithm called Dynamic Schema with Dissimilarity and Similarity of Chromosomes (DSDSC) which is a variant of the classical genetic algorithm. This approach constructs new chromosomes from a schema and pairs of existing ones by exploring their dissimilarities and similarities. To show the effectiveness of the algorithm, it is tested and compared with the classical GA, on 15 two-dimensional optimization problems taken from literature. We have found that, in most cases, our method is better than the classical genetic algorithm.

Keywords: chromosome injection, dynamic schema, genetic algorithm, similarity and dissimilarity

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Authors: Rejab Hajlaoui, Tarek Moulahi, Hervé Guyennet

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In a highway scenario, the vehicle speed can exceed 120 kmph. Therefore, any vehicle can enter or leave the network within a very short time. This mobility adversely affects the network connectivity and decreases the life time of all established links. To ensure an effective stability in vehicular ad hoc networks with minimum broadcasting storm, we have developed a weighted algorithm based on the k-medoids clustering algorithm (WKCA). Indeed, the number of clusters and the initial cluster heads will not be selected randomly as usual, but considering the available transmission range and the environment size. Then, to ensure optimal assignment of nodes to clusters in both k-medoids phases, the combined weight of any node will be computed according to additional metrics including direction, relative speed and proximity. Empirical results prove that in addition to the convergence speed that characterizes the k-medoids algorithm, our proposed model performs well both AODV-Clustering and OLSR-Clustering protocols under different densities and velocities in term of end-to-end delay, packet delivery ratio, and throughput.

Keywords: communication, clustering algorithm, k-medoids, sensor, vehicular ad hoc network

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Authors: Ameen Jameel Alawneh

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A Mobile ad-hoc network (MANET) is a collection of wireless mobile hosts that dynamically form a temporary network without the aid of a system administrator. It has neither fixed infrastructure nor wireless ad hoc sessions. It inherently reaches several nodes with a single transmission, and each node functions as both a host and a router. The network maybe represented as a set of clusters each managed by clusterhead. The cluster size is not fixed and it depends on the movement of nodes. We proposed a clusterhead size algorithm (CHSize). This clustering algorithm can be used by several routing algorithms for ad hoc networks. An elected clusterhead is assigned for communication with all other clusters. Analysis and simulation of the algorithm has been implemented using GloMoSim networks simulator, MATLAB and MAPL11 proved that the proposed algorithm achieves the goals.

Keywords: simulation, MANET, Ad-hoc, cluster head size, linked cluster algorithm, loss and dropped packets

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Authors: S. M. Javad Davoodi, Mojtaba Shourian

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Groundwater table close to the ground surface causes major problems in construction and mining operation. One of the methods to control groundwater in such cases is using pumping wells. These pumping wells remove excess water from the site project and lower the water table to a desirable value. Although the efficiency of this method is acceptable, it needs high expenses to apply. It means even small improvement in a design of pumping wells can lead to substantial cost savings. In order to minimize the total cost in the method of pumping wells, a simulation-optimization approach is applied. The proposed model integrates MODFLOW as the simulation model with Firefly as the optimization algorithm. In fact, MODFLOW computes the drawdown due to pumping in an aquifer and the Firefly algorithm defines the optimum value of design parameters which are numbers, pumping rates and layout of the designing wells. The developed Firefly-MODFLOW model is applied to minimize the cost of the dewatering project for the ancient mosque of Kerman city in Iran. Repetitive runs of the Firefly-MODFLOW model indicates that drilling two wells with the total rate of pumping 5503 m3/day is the result of the minimization problem. Results show that implementing the proposed solution leads to at least 1.5 m drawdown in the aquifer beneath mosque region. Also, the subsidence due to groundwater depletion is less than 80 mm. Sensitivity analyses indicate that desirable groundwater depletion has an enormous impact on total cost of the project. Besides, in a hypothetical aquifer decreasing the hydraulic conductivity contributes to decrease in total water extraction for dewatering.

Keywords: groundwater dewatering, pumping wells, simulation-optimization, MODFLOW, firefly algorithm

Procedia PDF Downloads 260

Authors: Cesar Hernández, Diego Giral, Ingrid Páez

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This article proposes a hybrid algorithm for spectrum allocation in cognitive radio networks based on the algorithms Analytical Hierarchical Process (AHP) and Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) to improve the performance of the spectrum mobility of secondary users in cognitive radio networks. To calculate the level of performance of the proposed algorithm a comparative analysis between the proposed AHP-TOPSIS, Grey Relational Analysis (GRA) and Multiplicative Exponent Weighting (MEW) algorithm is performed. Four evaluation metrics is used. These metrics are the accumulative average of failed handoffs, the accumulative average of handoffs performed, the accumulative average of transmission bandwidth, and the accumulative average of the transmission delay. The results of the comparison show that AHP-TOPSIS Algorithm provides 2.4 times better performance compared to a GRA Algorithm and, 1.5 times better than the MEW Algorithm.

Keywords: cognitive radio, decision making, hybrid algorithm, spectrum handoff, wireless networks

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Authors: Bry X., Trottier C., Mortier F., Cornu G., Verron T.

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We address component-based regularization of a Multivariate Generalized Linear Model (MGLM). A set of random responses Y is assumed to depend, through a GLM, on a set X of explanatory variables, as well as on a set T of additional covariates. X is partitioned into R conceptually homogeneous blocks X1, ... , XR , viewed as explanatory themes. Variables in each Xr are assumed many and redundant. Thus, Generalised Linear Regression (GLR) demands regularization with respect to each Xr. By contrast, variables in T are assumed selected so as to demand no regularization. Regularization is performed searching each Xr for an appropriate number of orthogonal components that both contribute to model Y and capture relevant structural information in Xr. We propose a very general criterion to measure structural relevance (SR) of a component in a block, and show how to take SR into account within a Fisher-scoring-type algorithm in order to estimate the model. We show how to deal with mixed-type explanatory variables. The method, named THEME-SCGLR, is tested on simulated data.

Keywords: Component-Model, Fisher Scoring Algorithm, GLM, PLS Regression, SCGLR, SEER, THEME

Procedia PDF Downloads 375

Authors: Sait Ali Uymaz, Gülay Tezel

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This paper presents the comparison results on the performance of the Cuckoo Search (CS) algorithm for constrained optimization problems. For constraint handling, CS algorithm uses penalty method. CS algorithm is tested on thirteen well-known test problems and the results obtained are compared to Particle Swarm Optimization (PSO) algorithm. Mean, best, median and worst values were employed for the analyses of performance.

Keywords: cuckoo search, particle swarm optimization, constrained optimization problems, penalty method

Procedia PDF Downloads 528

Authors: Martin Cermak, Tomas Karasek, Jaroslav Rojicek

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The key role in phenomenological modelling of cyclic plasticity is good understanding of stress-strain behaviour of given material. There are many models describing behaviour of materials using numerous parameters and constants. Combination of individual parameters in those material models significantly determines whether observed and predicted results are in compliance. Parameter identification techniques such as random gradient, genetic algorithm, and sensitivity analysis are used for identification of parameters using numerical modelling and simulation. In this paper genetic algorithm and sensitivity analysis are used to study effect of 4 parameters of modified AbdelKarim-Ohno cyclic plasticity model. Results predicted by Finite Element (FE) simulation are compared with experimental data from biaxial ratcheting test with semi-elliptical loading path.

Keywords: genetic algorithm, sensitivity analysis, inverse approach, finite element method, cyclic plasticity, ratcheting

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Authors: Jamil Ahmed

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Left to Right-Right Most (LR) parsing algorithm is a widely used algorithm of syntax analysis. It is contingent on a parsing table, whereas the parsing tables are extracted from the grammar. The parsing table specifies the actions to be taken during parsing. It requires that the parsing table should have no action conflicts for the same input symbol. This requirement imposes a condition on the class of grammars over which the LR algorithms work. However, there are grammars for which the parsing tables hold action conflicts. In such cases, the algorithm needs a capability of scanning (looking-ahead) next input symbols ahead of the current input symbol. In this paper, a ‘Left to Right’-‘Right Most’ parsing algorithm with lookahead capability is introduced. The 'look-ahead' capability in the LR parsing algorithm is the major contribution of this paper. The practicality of the proposed algorithm is substantiated by the parser implementation of the Context Free Grammar (CFG) of an already proposed programming language 'State Controlled Object Oriented Programming' (SCOOP). SCOOP’s Context Free Grammar has 125 productions and 192 item sets. This algorithm parses SCOOP while the grammar requires to ‘look ahead’ the input symbols due to action conflicts in its parsing table. Proposed LR parsing algorithm with lookahead capability can be viewed as an optimization of ‘Simple Left to Right’-‘Right Most’ (SLR) parsing algorithm.

Keywords: left to right-right most parsing, syntax analysis, bottom-up parsing algorithm

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Authors: Amani A. Saad, Ahmed A. El-Farag, El-Sayed A. Helali

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Cloud computing is an important and promising field in the recent decade. Cloud computing allows sharing resources, services and information among the people of the whole world. Although the advantages of using clouds are great, but there are many risks in a cloud. The data security is the most important and critical problem of cloud computing. In this research a new security model for cloud computing is proposed for ensuring secure communication system, hiding information from other users and saving the user's times. In this proposed model Blowfish encryption algorithm is used for exchanging information or data, and SHA-2 cryptographic hash algorithm is used for data integrity. For user authentication process a user-name and password is used, the password uses SHA-2 for one way encryption. The proposed system shows an improvement of the processing time of uploading and downloading files on the cloud in secure form.

Keywords: cloud Ccomputing, data security, SAAS, PAAS, IAAS, Blowfish

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Authors: Junling Li, Fang Meng, Yichun Zhang

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Image saliency detection has been long studied, while several challenging problems are still unsolved, such as detecting saliency inaccurately in complex scenes or suppressing salient objects in the image borders. In this paper, we propose a new saliency detection algorithm in order to solving these problems. We represent the image as a graph with superixels as nodes. By considering appearance similarity between the boundary and the background, the proposed method chooses non-saliency boundary nodes as background priors to construct the background probability model. The probability that each node belongs to the model is computed, which measures its similarity with backgrounds. Thus we can calculate saliency by the transformed probability as a metric. We compare our algorithm with ten-state-of-the-art salient detection methods on the public database. Experimental results show that our simple and effective approach can attack those challenging problems that had been baffling in image saliency detection.

Keywords: visual saliency, background probability, boundary knowledge, background priors

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Authors: Mohamed Noureldin, Jinkoo Kim

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In this study, a genetic algorithm was used to find out the optimum locations of the slit dampers satisfying a target displacement. A seismic retrofit scheme for a building structure was presented using steel plate slit dampers. A cyclic loading test was used to verify the energy dissipation capacity of the slit damper. The seismic retrofit of the model structure using the slit dampers was compared with the retrofit with enlarging shear walls. The capacity spectrum method was used to propose a simple damper distribution scheme proportional to the inter-story drifts. The validity of the simple story-wise damper distribution procedure was verified by comparing the results of the genetic algorithm. It was observed that the proposed simple damper distribution pattern was in a good agreement with the optimum distribution obtained from the genetic algorithm. Acknowledgment: This research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education (NRF-2017R1D1A1B03032809).

Keywords: slit dampers, seismic retrofit, genetic algorithm, optimum design

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Authors: Taehan Bae

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In this paper, a class of length-biased Weibull mixtures is presented to model loss severity data. The proposed model generalizes the Erlang mixtures with the common scale parameter, and it shares many important modelling features, such as flexibility to fit various data distribution shapes and weak-denseness in the class of positive continuous distributions, with the Erlang mixtures. We show that the asymptotic tail estimate of the length-biased Weibull mixture is Weibull-type, which makes the model effective to fit loss severity data with heavy-tailed observations. A method of statistical estimation is discussed with applications on real catastrophic loss data sets.

Keywords: Erlang mixture, length-biased distribution, transformed gamma distribution, asymptotic tail estimate, EM algorithm, expectation-maximization algorithm

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Authors: Abhishek Bhardwaj, Manish Kumar Bajpai

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An image with its content and schema of colors presents an effective mode of information sharing and processing. By changing its color schema different visions and prospect are discovered by the users. This phenomenon of color transfer is being used by Social media and other channel of entertainment. Reinhard et al’s algorithm was the first one to solve this problem of color transfer. In this paper, we make this algorithm efficient by introducing domain parallelism among different processors. We also comment on the factors that affect the speedup of this problem. In the end by analyzing the experimental data we claim to propose a novel and efficient parallel Reinhard’s algorithm.

Keywords: Reinhard et al’s algorithm, color transferring, parallelism, speedup

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Authors: Li Ni, Pen ManMan, Li KenLi

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Clustering is an intensive research for some years because of its multifaceted applications, such as biology, information retrieval, medicine, business and so on. The expectation maximization (EM) is a kind of algorithm framework in clustering methods, one of the ten algorithms of machine learning. Traditionally, optimization of objective function has been the standard approach in EM. Hence, research has investigated the utility of evolutionary computing and related techniques in the regard. Chemical Reaction Optimization (CRO) is a recently established method. So the property embedded in CRO is used to solve optimization problems. This paper presents an algorithm framework (EM-CRO) with modified CRO operators based on EM cluster problems. The hybrid algorithm is mainly to solve the problem of initial value sensitivity of the objective function optimization clustering algorithm. Our experiments mainly take the EM classic algorithm:k-means and fuzzy k-means as an example, through the CRO algorithm to optimize its initial value, get K-means-CRO and FKM-CRO algorithm. The experimental results of them show that there is improved efficiency for solving objective function optimization clustering problems.

Keywords: chemical reaction optimization, expection maimization, initia, objective function clustering

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Authors: M. F. F. Ab Rashid, A. N. Mohd Rose, N. M. Z. Nik Mohamed, W. S. Wan Harun, S. A. Che Ghani

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Traveling salesman problem with precedence constraint (TSPPC) is one of the most complex problems in combinatorial optimization. The existing algorithms to solve TSPPC cost large computational time to find the optimal solution. The purpose of this paper is to present an efficient genetic algorithm that guarantees optimal solution with less number of generations and iterations time. Unlike the existing algorithm that generates priority factor as chromosome, the proposed algorithm directly generates sequence of solution as chromosome. As a result, the proposed algorithm is capable of generating optimal solution with smaller number of generations and iteration time compare to existing algorithm.

Keywords: traveling salesman problem, sequencing, genetic algorithm, precedence constraint

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Authors: Kostas Metaxiotis

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Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: evolutionary algorithms, portfolio optimization, skewness, stock selection

Procedia PDF Downloads 161