Search results for: Ensemble Algorithm

Authors: Khalid A. Al-Afandy, El-Sayyed El-Rabaie, Osama Salah, Ahmed El-Mhalaway

Abstract:

This paper presents a high secure data hiding technique using image cropping and Least Significant Bit (LSB) steganography. The predefined certain secret coordinate crops will be extracted from the cover image. The secret text message will be divided into sections. These sections quantity is equal the image crops quantity. Each section from the secret text message will embed into an image crop with a secret sequence using LSB technique. The embedding is done using the cover image color channels. Stego image is given by reassembling the image and the stego crops. The results of the technique will be compared to the other state of art techniques. Evaluation is based on visualization to detect any degradation of stego image, the difficulty of extracting the embedded data by any unauthorized viewer, Peak Signal-to-Noise Ratio of stego image (PSNR), and the embedding algorithm CPU time. Experimental results ensure that the proposed technique is more secure compared with the other traditional techniques.

Keywords: steganography, stego, LSB, crop

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Authors: Mikhail Zarechnev, Bora I. Kumova

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A syllogism is a deductive inference scheme used to derive a conclusion from a set of premises. In a categorical syllogisms, there are only two premises and every premise and conclusion is given in form of a quantified relationship between two objects. The different order of objects in premises give classification known as figures. We have shown that the ordered combinations of 3 generalized quantifiers with certain figure provide in total of 108 syllogistic moods which can be considered as different inference rules. The classical syllogistic system allows to model human thought and reasoning with syllogistic structures always attracted the attention of cognitive scientists. Since automated reasoning is considered as part of learning subsystem of AI agents, syllogistic system can be applied for this approach. Another application of syllogistic system is related to inference mechanisms on the Semantic Web applications. In this paper we proposed the mathematical model and algorithm for syllogistic reasoning. Also the model of iterative syllogistic reasoning in case of continuous flows of incoming data based on case–based reasoning and possible applications of proposed system were discussed.

Keywords: categorical syllogism, case-based reasoning, cognitive architecture, inference on the semantic web, syllogistic reasoning

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Authors: Kassoul Ilyes

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The field of error correcting codes has been revolutionized by the introduction of iteratively decoded codes. Among these, LDPC codes are now a preferred solution thanks to their remarkable performance and low complexity. The binary version of LDPC codes showed even better performance, although it’s decoding introduced greater complexity. This thesis studies the performance of binary LDPC codes using simplified weighted decisions. Information is transported between a transmitter and a receiver by digital transmission systems, either by propagating over a radio channel or also by using a transmission medium such as the transmission line. The purpose of the transmission system is then to carry the information from the transmitter to the receiver as reliably as possible. These codes have not generated enough interest within the coding theory community. This forgetfulness will last until the introduction of Turbo-codes and the iterative principle. Then it was proposed to adopt Pearl's Belief Propagation (BP) algorithm for decoding these codes. Subsequently, Luby introduced irregular LDPC codes characterized by a parity check matrix. And finally, we study simplifications on binary LDPC codes. Thus, we propose a method to make the exact calculation of the APP simpler. This method leads to simplifying the implementation of the system.

Keywords: LDPC, parity check matrix, 5G, BER, SNR

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Authors: Mannan Malik Muhammad Naeem, Jeong Myung Yung

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Functional near infrared spectroscopy (fNIRS) has a favorable position in non-invasive brain imaging techniques. The concentration change of oxygenated hemoglobin and de-oxygenated hemoglobin during particular cognitive activity is the basis for this neuro-imaging modality. Two wavelengths of near-infrared light can be used with modified Beer-Lambert law to explain the indirect status of neuronal activity inside brain. The temporal resolution of fNIRS is very good for real-time brain computer-interface applications. The portability, low cost and an acceptable temporal resolution of fNIRS put it on a better position in neuro-imaging modalities. In this study, an optimization model for impulse response function has been used to estimate/predict initial dip using fNIRS data. In addition, the activity strength parameter related to motor based cognitive task has been analyzed. We found an initial dip that remains around 200-300 millisecond and better localize neural activity.

Keywords: fNIRS, brain-computer interface, optimization algorithm, adaptive signal processing

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Authors: Merey M. Sarsengeldin, Alexandr S. Kolokhmatov, Galiya Seidaliyeva, Alexandr Ozerov, Sanim T. Imatayeva

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This series of interdisciplinary studies is an attempt to investigate and develop a scalable model of fair socioeconomic relations on the base of blockchain using positive psychology techniques and Machine Learning algorithms for data analytics. In this particular study, we use hyperinteraction approach and intuition to investigate their influence on 'wisdom of crowds' via created mobile application which was created for the purpose of this research. Along with the public blockchain and private Decentralized Autonomous Organization (DAO) which were elaborated by us on the base of Ethereum blockchain, a model of fair financial relations of members of DAO was developed. We developed a smart contract, so-called, Fair Price Protocol and use it for implementation of model. The data obtained from mobile application was analyzed by ML algorithms. A model was tested on football matches.

Keywords: blockchain, Naïve Bayes algorithm, hyperinteraction, intuition, wisdom of crowd, decentralized autonomous organization

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Authors: Nathakhun Wiroonsri

Abstract:

There are various cluster validity measures used for evaluating clustering results. One of the main objectives of using these measures is to seek the optimal unknown number of clusters. Some measures work well for clusters with different densities, sizes and shapes. Yet, one of the weaknesses that those validity measures share is that they sometimes provide only one clear optimal number of clusters. That number is actually unknown and there might be more than one potential sub-optimal option that a user may wish to choose based on different applications. We develop two new cluster validity indices based on a correlation between an actual distance between a pair of data points and a centroid distance of clusters that the two points are located in. Our proposed indices constantly yield several peaks at different numbers of clusters which overcome the weakness previously stated. Furthermore, the introduced correlation can also be used for evaluating the quality of a selected clustering result. Several experiments in different scenarios, including the well-known iris data set and a real-world marketing application, have been conducted to compare the proposed validity indices with several well-known ones.

Keywords: clustering algorithm, cluster validity measure, correlation, data partitions, iris data set, marketing, pattern recognition

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Authors: Ratul Das

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The present experimental study insights the decontamination of instantaneous velocity fluctuations captured by Acoustic Doppler Velocimeter (ADV) in gravel-bed streams to ascertain near-bed turbulence for low Reynolds number. The interference between incidental and reflected pulses produce spikes in the ADV data especially in the near-bed flow zone and therefore filtering the data are very essential. Nortek’s Vectrino four-receiver ADV probe was used to capture the instantaneous three-dimensional velocity fluctuations over a non-cohesive bed. A spike removal algorithm based on the acceleration threshold method was applied to note the bed roughness and its influence on velocity fluctuations and velocity power spectra in the carrier fluid. The velocity power spectra of despiked signals with a best combination of velocity threshold (VT) and acceleration threshold (AT) are proposed which ascertained velocity power spectra a satisfactory fit with the Kolmogorov “–5/3 scaling-law” in the inertial sub-range. Also, velocity distributions below the roughness crest level fairly follows a third-degree polynomial series.

Keywords: acoustic doppler velocimeter, gravel-bed, spike removal, reynolds shear stress, near-bed turbulence, velocity power spectra

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Authors: Farzad Razavi, Behrooz Taheri, Mohammad Parpaei, Mehdi Mohammadi Ghalesefidi, Siamak Zarei

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As one of the major problems in protecting large-dimension power systems, power swing and its effect on distance have caused a lot of damages to energy transfer systems in many parts of the world. Therefore, power swing has gained attentions of many researchers, which has led to invention of different methods for power swing detection. Power swing detection algorithm is highly important in distance relay, but protection relays should have general requirements such as correct fault detection, response rate, and minimization of disturbances in a power system. To ensure meeting the requirements, protection relays need different tests during development, setup, maintenance, configuration, and troubleshooting steps. This paper covers power swing scheme of the modern numerical relay protection, 7sa522 to address the effect of the different fault types on the function of the power swing blocking. In this study, it was shown that the different fault types during power swing cause different time for unblocking distance relay.

Keywords: power swing, distance relay, power system protection, relay test, transient in power system

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Authors: Dechrit Maneetham

Abstract:

The aim of this paper was to design a void and head controlled electric power wheelchair (EPW). A novel activate the control system for quadriplegics with voice, head and neck mobility. Head movement has been used as a control interface for people with motor impairments in a range of applications. Acquiring measurements from the module is simplified through a synchronous a motor. Axis measures the two directions namely x and y. At the same time, patients can control the motorized wheelchair using voice signals (forward, backward, turn left, turn right, and stop) given by it self. The model of a dc motor is considered as a speed control by selection of a PID parameters using genetic algorithm. An experimental set-up constructed, which consists of micro controller as controller, a DC motor driven EPW and feedback elements. This paper is tuning methods of parameter for a pulse width modulation (PWM) control system. A speed controller has been designed successfully for closed loop of the dc motor so that the motor runs very closed to the reference speed and angle. Intelligent wheelchair can be used to ensure the person’s voice and head are attending the direction of travel asserted by a conventional, direction and speed control.

Keywords: wheelchair, quadriplegia, rehabilitation , medical devices, speed control

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Authors: Fanqiang Kong, Chending Bian

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Sparse unmixing is a promising approach in a semisupervised fashion by assuming that the observed pixels of a hyperspectral image can be expressed in the form of linear combination of only a few pure spectral signatures (end members) in an available spectral library. However, the sparse unmixing problem still remains a great challenge at finding the optimal subset of endmembers for the observed data from a large standard spectral library, without considering the spatial information. Under such circumstances, a sparse unmixing algorithm termed as non-local simultaneous sparse unmixing (NLSSU) is presented. In NLSSU, the non-local simultaneous sparse representation method for endmember selection of sparse unmixing, is used to finding the optimal subset of endmembers for the similar image patch set in the hyperspectral image. And then, the non-local means method, as a regularizer for abundance estimation of sparse unmixing, is used to exploit the abundance image non-local self-similarity. Experimental results on both simulated and real data demonstrate that NLSSU outperforms the other algorithms, with a better spectral unmixing accuracy.

Keywords: hyperspectral unmixing, simultaneous sparse representation, sparse regression, non-local means

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Authors: Shiksha Jain, Ramesh Mishra

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One of the most widely used complex signals processing operation is filtering. The most important FIR digital filter are widely used in DSP for filtering to alter the spectrum according to some given specifications. Power consumption and Area complexity in the algorithm of Finite Impulse Response (FIR) filter is mainly caused by multipliers. So we present a multiplier less technique (DA technique). In this technique, precomputed value of inner product is stored in LUT. Which are further added and shifted with number of iterations equal to the precision of input sample. But the exponential growth of LUT with the order of FIR filter, in this basic structure, makes it prohibitive for many applications. The significant area and power reduction over traditional Distributed Arithmetic (DA) structure is presented in this paper, by the use of slicing of LUT to the desired length. An architecture of 16 tap FIR filter is presented, with different length of slice of LUT. The result of FIR Filter implementation on Xilinx ISE synthesis tool (XST) vertex-4 FPGA Tool by using proposed method shows the increase of the maximum frequency, the decrease of the resources as usage saving in area with more number of slices and the reduction dynamic power.

Keywords: multiplier less technique, linear phase symmetric FIR filter, FPGA tool, look up table

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Authors: Rohit T. P., Sahil Athrij, Sasi Gopalan

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Currently, the content entertainment industry is dominated by mobile devices. As the trends slowly shift towards Augmented/Virtual Reality applications the computational demands on these devices are increasing exponentially and we are already reaching the limits of hardware optimizations. This paper proposes a software solution to this problem. By leveraging the capabilities of cloud computing we can offload the work from mobile devices to dedicated rendering servers that are way more powerful. But this introduces the problem of latency. This paper introduces a protocol that can achieve high-performance low latency Augmented/Virtual Reality experience. There are two parts to the protocol, 1) In-flight compression The main cause of latency in the system is the time required to transmit the camera frame from client to server. The round trip time is directly proportional to the amount of data transmitted. This can therefore be reduced by compressing the frames before sending. Using some standard compression algorithms like JPEG can result in minor size reduction only. Since the images to be compressed are consecutive camera frames there won't be a lot of changes between two consecutive images. So inter-frame compression is preferred. Inter-frame compression can be implemented efficiently using WebGL but the implementation of WebGL limits the precision of floating point numbers to 16bit in most devices. This can introduce noise to the image due to rounding errors, which will add up eventually. This can be solved using an improved interframe compression algorithm. The algorithm detects changes between frames and reuses unchanged pixels from the previous frame. This eliminates the need for floating point subtraction thereby cutting down on noise. The change detection is also improved drastically by taking the weighted average difference of pixels instead of the absolute difference. The kernel weights for this comparison can be fine-tuned to match the type of image to be compressed. 2) Dynamic Load distribution Conventional cloud computing architectures work by offloading as much work as possible to the servers, but this approach can cause a hit on bandwidth and server costs. The most optimal solution is obtained when the device utilizes 100% of its resources and the rest is done by the server. The protocol balances the load between the server and the client by doing a fraction of the computing on the device depending on the power of the device and network conditions. The protocol will be responsible for dynamically partitioning the tasks. Special flags will be used to communicate the workload fraction between the client and the server and will be updated in a constant interval of time ( or frames ). The whole of the protocol is designed so that it can be client agnostic. Flags are available to the client for resetting the frame, indicating latency, switching mode, etc. The server can react to client-side changes on the fly and adapt accordingly by switching to different pipelines. The server is designed to effectively spread the load and thereby scale horizontally. This is achieved by isolating client connections into different processes.

Keywords: 2D kernelling, augmented reality, cloud computing, dynamic load distribution, immersive experience, mobile computing, motion tracking, protocols, real-time systems, web-based augmented reality application

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Authors: Mahdi Mottahedi, Peter Zahn, Armin Lechler, Alexander Verl

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Optimal topology of components leads to the maximum stiffness with the minimum material use. For the generation of these topologies, normally algorithms are employed, which tackle manufacturing limitations, at the cost of the optimal result. The global optimum result with penalty factor one, however, cannot be fabricated with conventional methods. In this article, an additive manufacturing method is introduced, in order to enable the production of global topology optimization results. For a benchmark, topology optimization with higher and lower penalty factors are performed. Different algorithms are employed in order to interpret the results of topology optimization with lower factors in many microstructure layers. These layers are then joined to form the final geometry. The algorithms’ benefits are then compared experimentally and numerically for the best interpretation. The findings demonstrate that by implementation of the selected algorithm, the stiffness of the components produced with this method is higher than what could have been produced by conventional techniques.

Keywords: topology optimization, additive manufacturing, 3D-printer, laminated object manufacturing

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Authors: J. Balaraju, M. Govinda Raj, C. S. N. Murthy

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Every industry is constantly looking for enhancement of its day to day production and productivity. This can be possible only by maintaining the men and machinery at its adequate level. Prediction of performance characteristics plays an important role in performance evaluation of the equipment. Analytical and statistical approaches will take a bit more time to solve complex problems such as performance estimations as compared with software-based approaches. Keeping this in view the present study deals with an Artificial Neural Network (ANN) modelling of a Load-Haul-Dump (LHD) machine to predict the performance characteristics such as reliability, availability and preventive maintenance (PM). A feed-forward-back-propagation ANN technique has been used to model the Levenberg-Marquardt (LM) training algorithm. The performance characteristics were computed using Isograph Reliability Workbench 13.0 software. These computed values were validated using predicted output responses of ANN models. Further, recommendations are given to the industry based on the performed analysis for improvement of equipment performance.

Keywords: load-haul-dump, LHD, artificial neural network, ANN, performance, reliability, availability, preventive maintenance

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Authors: Suparman Suparman

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A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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Authors: Sukhbir Singh

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This paper describes the modeling of novel solar air collector (NSAC) system by using artificial neural network (ANN) model. The objective of the study is to demonstrate the application of the ANN model to predict the performance of the NSAC with acetamide as a phase change material (PCM) storage. Input data set consist of time, solar intensity and ambient temperature wherever as outlet air temperature of NSAC was considered as output. Experiments were conducted between 9.00 and 24.00 h in June and July 2014 underneath the prevailing atmospheric condition of Kurukshetra (city of the India). After that, experimental results were utilized to train the back propagation neural network (BPNN) to predict the outlet air temperature of NSAC. The results of proposed algorithm show that the BPNN is effective tool for the prediction of responses. The BPNN predicted results are 99% in agreement with the experimental results.

Keywords: Evacuated tube solar air collector, Artificial neural network, Phase change material, solar air collector

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Authors: Chico Horacio Jose Sambo

Abstract:

Recently neural network has gained popularity when come to solve complex nonlinear problems. Permeability is one of fundamental reservoir characteristics system that are anisotropic distributed and non-linear manner. For this reason, permeability prediction from well log data is well suited by using neural networks and other computer-based techniques. The main goal of this paper is to predict reservoir permeability from well logs data by using neural network approach. A multi-layered perceptron trained by back propagation algorithm was used to build the predictive model. The performance of the model on net results was measured by correlation coefficient. The correlation coefficient from testing, training, validation and all data sets was evaluated. The results show that neural network was capable of reproducing permeability with accuracy in all cases, so that the calculated correlation coefficients for training, testing and validation permeability were 0.96273, 0.89991 and 0.87858, respectively. The generalization of the results to other field can be made after examining new data, and a regional study might be possible to study reservoir properties with cheap and very fast constructed models.

Keywords: neural network, permeability, multilayer perceptron, well log

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Authors: Hyunchul Ahn, William X. S. Wong

Abstract:

Corporate credit rating prediction is one of the most important topics, which has been studied by researchers in the last decade. Over the last decade, researchers are pushing the limit to enhance the exactness of the corporate credit rating prediction model by applying several data-driven tools including statistical and artificial intelligence methods. Among them, multiclass support vector machine (MSVM) has been widely applied due to its good predictability. However, heuristics, for example, parameters of a kernel function, appropriate feature and instance subset, has become the main reason for the critics on MSVM, as they have dictate the MSVM architectural variables. This study presents a hybrid MSVM model that is intended to optimize all the parameter such as feature selection, instance selection, and kernel parameter. Our model adopts genetic algorithm (GA) to simultaneously optimize multiple heterogeneous design factors of MSVM.

Keywords: corporate credit rating prediction, Feature selection, genetic algorithms, instance selection, multiclass support vector machines

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Authors: Haonan Hu, Shuge Lei, Dasheng Sun, Huabin Zhang, Kehong Yuan, Jian Dai, Jijun Tang

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This paper focuses on the classification task of breast ultrasound images and conducts research on the reliability measurement of classification results. A dual-channel evaluation framework was developed based on the proposed inference reliability and predictive reliability scores. For the inference reliability evaluation, human-aligned and doctor-agreed inference rationals based on the improved feature attribution algorithm SP-RISA are gracefully applied. Uncertainty quantification is used to evaluate the predictive reliability via the test time enhancement. The effectiveness of this reliability evaluation framework has been verified on the breast ultrasound clinical dataset YBUS, and its robustness is verified on the public dataset BUSI. The expected calibration errors on both datasets are significantly lower than traditional evaluation methods, which proves the effectiveness of the proposed reliability measurement.

Keywords: medical imaging, ultrasound imaging, XAI, uncertainty measurement, trustworthy AI

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Authors: Sanaa Chafik, Imane Daoudi, Mounim A. El Yacoubi, Hamid El Ouardi

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Locality Sensitive Hashing (LSH) is one of the most promising techniques for solving nearest neighbour search problem in high dimensional space. Euclidean LSH is the most popular variation of LSH that has been successfully applied in many multimedia applications. However, the Euclidean LSH presents limitations that affect structure and query performances. The main limitation of the Euclidean LSH is the large memory consumption. In order to achieve a good accuracy, a large number of hash tables is required. In this paper, we propose a new hashing algorithm to overcome the storage space problem and improve query time, while keeping a good accuracy as similar to that achieved by the original Euclidean LSH. The Experimental results on a real large-scale dataset show that the proposed approach achieves good performances and consumes less memory than the Euclidean LSH.

Keywords: approximate nearest neighbor search, content based image retrieval (CBIR), curse of dimensionality, locality sensitive hashing, multidimensional indexing, scalability

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Authors: Maria Tsompanoglou, Dimitris Armenis

Abstract:

Vessel behavior in different operational and weather conditions constitutes the main area of interest for the ship operator. Ship speed and fuel consumption are the most decisive parameters in this respect, as their correlation provides information about the economic and environmental efficiency of the vessel, becoming the basis of decision making in terms of maintenance and trading. In the analysis of vessel operational profile for the evaluation of fuel consumption and the equivalent CO2 emissions footprint, the indications of Speed Through Water are widely used. The seasonal and regional variations in seawater characteristics, which are available nowadays, can provide the basis for accurate estimation of the errors in Speed Through Water indications at any time. Accuracy in the speed value on a route basis can enable operator identify the ship fuel and propulsion efficiency and proceed with improvements. This paper discusses case studies, where the actual vessel speed was corrected by a post-processing algorithm. The effects of the vessel correction to standard Key Performance Indicators, as well as operational findings not identified earlier, are also discussed.

Keywords: data analytics, MATLAB, vessel performance monitoring, speed through water

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Authors: Yihao Kuang, Bowen Ding

Abstract:

With the increasing scale and complexity of knowledge graph, modern knowledge graph contains more and more types of entity, relationship, and attribute information. Therefore, in recent years, it has been a trend for knowledge graph inference to use reinforcement learning to deal with large-scale, incomplete, and noisy knowledge graph and improve the inference effect and interpretability. The Proximal Policy Optimization (PPO) algorithm utilizes a near-end strategy optimization approach. This allows for more extensive updates of policy parameters while constraining the update extent to maintain training stability. This characteristic enables PPOs to converge to improve strategies more rapidly, often demonstrating enhanced performance early in the training process. Furthermore, PPO has the advantage of offline learning, effectively utilizing historical experience data for training and enhancing sample utilization. This means that even with limited resources, PPOs can efficiently train for reinforcement learning tasks. Based on these characteristics, this paper aims to obtain better and more efficient inference effect by introducing PPO into knowledge inference technology.

Keywords: reinforcement learning, PPO, knowledge inference, supervised learning

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Authors: Mohanad Al-Behadili, Djamila Ouelhadj

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In this paper, a specific type of vehicle routing problem under stochastic demand (SVRP) is considered. This problem is of great importance because it models for many of the real world vehicle routing applications. This paper used a robust optimisation model to solve the problem along with the novel Simulation-Particle Swarm Optimisation (Sim-PSO) approach. The proposed Sim-PSO approach is based on the hybridization of the Monte Carlo simulation technique with the PSO algorithm. A comparative study between the proposed model and the Sim-PSO approach against other solution methods in the literature has been given in this paper. This comparison including the Analysis of Variance (ANOVA) to show the ability of the model and solution method in solving the complicated SVRP. The experimental results show that the proposed model and Sim-PSO approach has a significant impact on the obtained solution by providing better quality solutions comparing with well-known algorithms in the literature.

Keywords: stochastic vehicle routing problem, robust optimisation model, Monte Carlo simulation, particle swarm optimisation

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Authors: Gauthier Lefevre, Holger Kohlmann, Sebastien Saitzek, Rachel Desfeux, Adlane Sayede

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Hydrogen is a promising energy carrier, compatible with the sustainable energy concept. In this context, solid-state hydrogen-storage is the key challenge in developing hydrogen economy. The capability of absorption of large quantities of hydrogen makes intermetallic systems of particular interest. In this study, efforts have been devoted to the theoretical investigation of binary systems with constraints consideration. On the one hand, besides considering hydrogen-storage, a reinvestigation of crystal structures of the palladium-arsenic system shows, with experimental validations, that binary systems could still currently present new or unknown relevant structures. On the other hand, various binary Mg-based systems were theoretically scrutinized in order to find new interesting alloys for hydrogen storage. Taking the effect of pressure into account reveals a wide range of alternative structures, changing radically the stable compounds of studied binary systems. Similar constraints, induced by Pulsed Laser Deposition, have been applied to binary systems, and results are presented.

Keywords: binary systems, evolutionary algorithm, first principles study, pulsed laser deposition

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Authors: Hong-Ming Chen

Abstract:

This work considers the resolution of the Hull and White interest rate model with the jump process. A deterministic process is adopted to model the random behavior of interest rate variation as deterministic perturbations, which is depending on the time t. The Brownian motion and jumps uncertainty are denoted as the integral functions piecewise constant function w(t) and point function θ(t). It shows that the interest rate function and the yield function of the Hull and White interest rate model with jump process can be obtained by solving a nonlinear semi-infinite programming problem. A relaxed cutting plane algorithm is then proposed for solving the resulting optimization problem. The method is calibrated for the U.S. treasury securities at 3-month data and is used to analyze several effects on interest rate prices, including interest rate variability, and the negative correlation between stock returns and interest rates. The numerical results illustrate that our approach essentially generates the yield functions with minimal fitting errors and small oscillation.

Keywords: optimization, interest rate model, jump process, deterministic

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Authors: Tejush Badal, Sanaa Alwidian

Abstract:

Class diagrams are useful tools within the Unified Modelling Language (UML) to model and visualize the relationships between, and properties of objects within a system. As a system evolves over time and space (e.g., products), a series of models with several commonalities and variabilities create what is known as a model family. In circumstances where there are several versions of a model, examining each model individually, becomes expensive in terms of computation resources. To avoid performing redundant operations, this paper proposes an approach for representing a family of class diagrams into Union Models to represent model families using a single generic model. The paper aims to analyze and reason about a family of class diagrams using union models as opposed to individual analysis of each member model in the family. The union algorithm provides a holistic view of the model family, where the latter cannot be otherwise obtained from an individual analysis approach, this in turn, enhances the analysis performed in terms of speeding up the time needed to analyze a family of models together as opposed to analyzing individual models, one model at a time.

Keywords: analysis, class diagram, model family, unified modeling language, union model

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Authors: Yousfi Abdelkader, Chaker Abdelkader, Bot Youcef

Abstract:

This article proposes a five-level shunt active power filter for power quality improvement using a interval type-2 fuzzy logic controller (IT2 FLC). The reference compensating current is extracted using the P-Q theory. The majority of works previously reported are based on two-level inverters with a conventional Proportional integral (PI) controller, which requires rigorous mathematical modeling of the system. In this paper, a IT2 FLC controlled five-level active power filter is proposed to overcome the problem associated with PI controller. The IT2 FLC algorithm is applied for controlling the DC-side capacitor voltage as well as the harmonic currents of the five-level active power filter. The active power filter with a IT2 FLC is simulated in MATLAB Simulink environment. The simulated response shows that the proposed shunt active power filter controller has produced a sinusoidal supply current with low harmonic distortion and in phase with the source voltage.

Keywords: power quality, shunt active power filter, interval type-2 fuzzy logic controller (T2FL), multilevel inverter

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Authors: Manas Tripathi, Arunabha Mukhopadhyay

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In Cloud computing environment, cloud servers, sometimes may crash after receiving huge amount of request and cloud services may stop which can create huge loss to users of that cloud services. This situation is called Denial of Service (DoS) attack. In Distributed Denial of Service (DDoS) attack, an attacker targets multiple network paths by compromising various vulnerable systems (zombies) and floods the victim with huge amount of request through these zombies. There are many solutions to mitigate this challenge but most of the methods allows the attack traffic to arrive at Cloud Service Provider (CSP) and then only takes actions against mitigation. Here in this paper we are rather focusing on preventive mechanism to deal with these attacks. We analyze network topology and find most vulnerable paths beforehand without waiting for the traffic to arrive at CSP. We have used Dijkstra's and Yen’s algorithm. Finally, risk assessment of these paths can be done by multiplying the probabilities of attack for these paths with the potential loss.

Keywords: cloud computing, DDoS, Dijkstra, Yen’s k-shortest path, network security

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Authors: Pavle Dakić, Dimitrije Kotur, Zoran Stojanović

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This paper presents the results of the study in which the excitation system fault of synchronous generator is simulated. In a case of excitation system fault (loss of field), distance relay is used to prevent further damage. Loss-of-field relay calculates complex impedance using measured voltage and current at the generator terminals. In order to obtain phasors from sampled measured values, discrete Fourier transform is used. All simulations are conducted using Matlab and Simulink software package. The analysis is conducted on the two machine system which supplies equivalent load. While simulating loss of excitation on one generator in different conditions (at idle operation, weakly loaded, and fully loaded), diagrams of active power, reactive power, and measured impedance are analyzed and monitored. Moreover, in the simulations, the effect of generator load on relay tripping time is investigated. In conclusion, the performed tests confirm that the fault in the excitation system can be detected by measuring the impedance.

Keywords: loss-of-excitation, synchronous generator, distance protection, Fourier transformation

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Authors: Apidet Booranawong, Wiklom Teerapabkajorndet

Abstract:

An enhanced ad-hoc on-demand distance vector routing (E-AODV) protocol for control system applications in wireless sensor and actuator networks (WSANs) is proposed. Our routing algorithm is designed by considering both wireless network communication and the control system aspects. Control system error and network delay are the main selection criteria in our routing protocol. The control and communication performance is evaluated on multi-hop IEEE 802.15.4 networks for building-temperature control systems. The Gilbert-Elliott error model is employed to simulate packet loss in wireless networks. The simulation results demonstrate that the E-AODV routing approach can significantly improve the communication performance better than an original AODV routing under various packet loss rates. However, the control performance result by our approach is not much improved compared with the AODV routing solution.

Keywords: WSANs, building temperature control, AODV routing protocol, control system error, settling time, delay, delivery ratio

Procedia PDF Downloads 340