Search results for: adomian decomposition method (ADM) and pade approximation
Commenced in January 2007
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Paper Count: 19018

Search results for: adomian decomposition method (ADM) and pade approximation

18988 Solving SPDEs by Least Squares Method

Authors: Hassan Manouzi

Abstract:

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: least squares, wick product, SPDEs, finite element, wiener chaos expansion, gradient method

Procedia PDF Downloads 388
18987 A Study on Kinetic of Nitrous Oxide Catalytic Decomposition over CuO/HZSM-5

Authors: Y. J. Song, Q. S. Xu, X. C. Wang, H. Wang, C. Q. Li

Abstract:

The catalyst of copper oxide loaded on HZSM-5 was developed for nitrous oxide (N₂O) direct decomposition. The kinetic of nitrous oxide decomposition was studied for CuO/HZSM-5 catalyst prepared by incipient wetness impregnation method. The external and internal diffusion of catalytic reaction were considered in the investigation. Experiment results indicated that the external diffusion was basically eliminated when the reaction gas mixture gas hourly space velocity (GHSV) was higher than 9000h⁻¹ and the influence of the internal diffusion was negligible when the particle size of the catalyst CuO/HZSM-5 was small than 40-60 mesh. The experiment results showed that the kinetic of catalytic decomposition of N₂O was a first-order reaction and the activation energy and the pre-factor of the kinetic equation were 115.15kJ/mol and of 1.6×109, respectively.

Keywords: catalytic decomposition, CuO/HZSM-5, kinetic, nitrous oxide

Procedia PDF Downloads 146
18986 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: integral differential equations, jump–diffusion model, American options, rational approximation

Procedia PDF Downloads 90
18985 Degree of Approximation of Functions by Product Means

Authors: Hare Krishna Nigam

Abstract:

In this paper, for the first time, (E,q)(C,2) product summability method is introduced and two quite new results on degree of approximation of the function f belonging to Lip (alpha,r)class and W(L(r), xi(t)) class by (E,q)(C,2) product means of Fourier series, has been obtained.

Keywords: Degree of approximation, (E, q)(C, 2) means, Fourier series, Lebesgue integral, Lip (alpha, r)class, W(L(r), xi(t))class of functions

Procedia PDF Downloads 485
18984 Feature Extraction Technique for Prediction the Antigenic Variants of the Influenza Virus

Authors: Majid Forghani, Michael Khachay

Abstract:

In genetics, the impact of neighboring amino acids on a target site is referred as the nearest-neighbor effect or simply neighbor effect. In this paper, a new method called wavelet particle decomposition representing the one-dimensional neighbor effect using wavelet packet decomposition is proposed. The main idea lies in known dependence of wavelet packet sub-bands on location and order of neighboring samples. The method decomposes the value of a signal sample into small values called particles that represent a part of the neighbor effect information. The results have shown that the information obtained from the particle decomposition can be used to create better model variables or features. As an example, the approach has been applied to improve the correlation of test and reference sequence distance with titer in the hemagglutination inhibition assay.

Keywords: antigenic variants, neighbor effect, wavelet packet, wavelet particle decomposition

Procedia PDF Downloads 130
18983 High-Pressure Calculations of the Elastic Properties of ZnSx Se 1−x Alloy in the Virtual-Crystal Approximation

Authors: N. Lebga, Kh. Bouamama, K. Kassali

Abstract:

We report first-principles calculation results on the structural and elastic properties of ZnS x Se1−x alloy for which we employed the virtual crystal approximation provided with the ABINIT program. The calculations done using density functional theory within the local density approximation and employing the virtual-crystal approximation, we made a comparative study between the numerical results obtained from ab-initio calculation using ABINIT or Wien2k within the Density Functional Theory framework with either Local Density Approximation or Generalized Gradient approximation and the pseudo-potential plane-wave method with the Hartwigzen Goedecker Hutter scheme potentials. It is found that the lattice parameter, the phase transition pressure, and the elastic constants (and their derivative with respect to the pressure) follow a quadratic law in x. The variation of the elastic constants is also numerically studied and the phase transformations are discussed in relation to the mechanical stability criteria.

Keywords: density functional theory, elastic properties, ZnS, ZnSe,

Procedia PDF Downloads 546
18982 Secure Image Retrieval Based on Orthogonal Decomposition under Cloud Environment

Authors: Y. Xu, L. Xiong, Z. Xu

Abstract:

In order to protect data privacy, image with sensitive or private information needs to be encrypted before being outsourced to the cloud. However, this causes difficulties in image retrieval and data management. A secure image retrieval method based on orthogonal decomposition is proposed in the paper. The image is divided into two different components, for which encryption and feature extraction are executed separately. As a result, cloud server can extract features from an encrypted image directly and compare them with the features of the queried images, so that the user can thus obtain the image. Different from other methods, the proposed method has no special requirements to encryption algorithms. Experimental results prove that the proposed method can achieve better security and better retrieval precision.

Keywords: secure image retrieval, secure search, orthogonal decomposition, secure cloud computing

Procedia PDF Downloads 452
18981 Thermal Decomposition Behaviors of Hexafluoroethane (C2F6) Using Zeolite/Calcium Oxide Mixtures

Authors: Kazunori Takai, Weng Kaiwei, Sadao Araki, Hideki Yamamoto

Abstract:

HFC and PFC gases have been commonly and widely used as refrigerant of air conditioner and as etching agent of semiconductor manufacturing process, because of their higher heat of vaporization and chemical stability. On the other hand, HFCs and PFCs gases have the high global warming effect on the earth. Therefore, we have to be decomposed these gases emitted from chemical apparatus like as refrigerator. Until now, disposal of these gases were carried out by using combustion method like as Rotary kiln treatment mainly. However, this treatment needs extremely high temperature over 1000 °C. In the recent year, in order to reduce the energy consumption, a hydrolytic decomposition method using catalyst and plasma decomposition treatment have been attracted much attention as a new disposal treatment. However, the decomposition of fluorine-containing gases under the wet condition is not able to avoid the generation of hydrofluoric acid. Hydrofluoric acid is corrosive gas and it deteriorates catalysts in the decomposition process. Moreover, an additional process for the neutralization of hydrofluoric acid is also indispensable. In this study, the decomposition of C2F6 using zeolite and zeolite/CaO mixture as reactant was evaluated in the dry condition at 923 K. The effect of the chemical structure of zeolite on the decomposition reaction was confirmed by using H-Y, H-Beta, H-MOR and H-ZSM-5. The formation of CaF2 in zeolite/CaO mixtures after the decomposition reaction was confirmed by XRD measurements. The decomposition of C2F6 using zeolite as reactant showed the closely similar behaviors regardless the type of zeolite (MOR, Y, ZSM-5, Beta type). There was no difference of XRD patterns of each zeolite before and after reaction. On the other hand, the difference in the C2F6 decomposition for each zeolite/CaO mixtures was observed. These results suggested that the rate-determining process for the C2F6 decomposition on zeolite alone is the removal of fluorine from reactive site. In other words, the C2F6 decomposition for the zeolite/CaO improved compared with that for the zeolite alone by the removal of the fluorite from reactive site. HMOR/CaO showed 100% of the decomposition for 3.5 h and significantly improved from zeolite alone. On the other hand, Y type zeolite showed no improvement, that is, the almost same value of Y type zeolite alone. The descending order of C2F6 decomposition was MOR, ZSM-5, beta and Y type zeolite. This order is similar to the acid strength characterized by NH3-TPD. Hence, it is considered that the C-F bond cleavage is closely related to the acid strength.

Keywords: hexafluoroethane, zeolite, calcium oxide, decomposition

Procedia PDF Downloads 439
18980 Identification of Wiener Model Using Iterative Schemes

Authors: Vikram Saini, Lillie Dewan

Abstract:

This paper presents the iterative schemes based on Least square, Hierarchical Least Square and Stochastic Approximation Gradient method for the Identification of Wiener model with parametric structure. A gradient method is presented for the parameter estimation of wiener model with noise conditions based on the stochastic approximation. Simulation results are presented for the Wiener model structure with different static non-linear elements in the presence of colored noise to show the comparative analysis of the iterative methods. The stochastic gradient method shows improvement in the estimation performance and provides fast convergence of the parameters estimates.

Keywords: hard non-linearity, least square, parameter estimation, stochastic approximation gradient, Wiener model

Procedia PDF Downloads 366
18979 Active Linear Quadratic Gaussian Secondary Suspension Control of Flexible Bodied Railway Vehicle

Authors: Kaushalendra K. Khadanga, Lee Hee Hyol

Abstract:

Passenger comfort has been paramount in the design of suspension systems of high speed cars. To analyze the effect of vibration on vehicle ride quality, a vertical model of a six degree of freedom railway passenger vehicle, with front and rear suspension, is built. It includes car body flexible effects and vertical rigid modes. A second order linear shaping filter is constructed to model Gaussian white noise into random rail excitation. The temporal correlation between the front and rear wheels is given by a second order Pade approximation. The complete track and the vehicle model are then designed. An active secondary suspension system based on a Linear Quadratic Gaussian (LQG) optimal control method is designed. The results show that the LQG control method reduces the vertical acceleration, pitching acceleration and vertical bending vibration of the car body as compared to the passive system.

Keywords: active suspension, bending vibration, railway vehicle, vibration control

Procedia PDF Downloads 237
18978 Particle Swarm Optimization and Quantum Particle Swarm Optimization to Multidimensional Function Approximation

Authors: Diogo Silva, Fadul Rodor, Carlos Moraes

Abstract:

This work compares the results of multidimensional function approximation using two algorithms: the classical Particle Swarm Optimization (PSO) and the Quantum Particle Swarm Optimization (QPSO). These algorithms were both tested on three functions - The Rosenbrock, the Rastrigin, and the sphere functions - with different characteristics by increasing their number of dimensions. As a result, this study shows that the higher the function space, i.e. the larger the function dimension, the more evident the advantages of using the QPSO method compared to the PSO method in terms of performance and number of necessary iterations to reach the stop criterion.

Keywords: PSO, QPSO, function approximation, AI, optimization, multidimensional functions

Procedia PDF Downloads 547
18977 Analysis of Dynamics Underlying the Observation Time Series by Using a Singular Spectrum Approach

Authors: O. Delage, H. Bencherif, T. Portafaix, A. Bourdier

Abstract:

The main purpose of time series analysis is to learn about the dynamics behind some time ordered measurement data. Two approaches are used in the literature to get a better knowledge of the dynamics contained in observation data sequences. The first of these approaches concerns time series decomposition, which is an important analysis step allowing patterns and behaviors to be extracted as components providing insight into the mechanisms producing the time series. As in many cases, time series are short, noisy, and non-stationary. To provide components which are physically meaningful, methods such as Empirical Mode Decomposition (EMD), Empirical Wavelet Transform (EWT) or, more recently, Empirical Adaptive Wavelet Decomposition (EAWD) have been proposed. The second approach is to reconstruct the dynamics underlying the time series as a trajectory in state space by mapping a time series into a set of Rᵐ lag vectors by using the method of delays (MOD). Takens has proved that the trajectory obtained with the MOD technic is equivalent to the trajectory representing the dynamics behind the original time series. This work introduces the singular spectrum decomposition (SSD), which is a new adaptive method for decomposing non-linear and non-stationary time series in narrow-banded components. This method takes its origin from singular spectrum analysis (SSA), a nonparametric spectral estimation method used for the analysis and prediction of time series. As the first step of SSD is to constitute a trajectory matrix by embedding a one-dimensional time series into a set of lagged vectors, SSD can also be seen as a reconstruction method like MOD. We will first give a brief overview of the existing decomposition methods (EMD-EWT-EAWD). The SSD method will then be described in detail and applied to experimental time series of observations resulting from total columns of ozone measurements. The results obtained will be compared with those provided by the previously mentioned decomposition methods. We will also compare the reconstruction qualities of the observed dynamics obtained from the SSD and MOD methods.

Keywords: time series analysis, adaptive time series decomposition, wavelet, phase space reconstruction, singular spectrum analysis

Procedia PDF Downloads 78
18976 Function Approximation with Radial Basis Function Neural Networks via FIR Filter

Authors: Kyu Chul Lee, Sung Hyun Yoo, Choon Ki Ahn, Myo Taeg Lim

Abstract:

Recent experimental evidences have shown that because of a fast convergence and a nice accuracy, neural networks training via extended Kalman filter (EKF) method is widely applied. However, as to an uncertainty of the system dynamics or modeling error, the performance of the method is unreliable. In order to overcome this problem in this paper, a new finite impulse response (FIR) filter based learning algorithm is proposed to train radial basis function neural networks (RBFN) for nonlinear function approximation. Compared to the EKF training method, the proposed FIR filter training method is more robust to those environmental conditions. Furthermore, the number of centers will be considered since it affects the performance of approximation.

Keywords: extended Kalman filter, classification problem, radial basis function networks (RBFN), finite impulse response (FIR) filter

Procedia PDF Downloads 429
18975 An Improved Prediction Model of Ozone Concentration Time Series Based on Chaotic Approach

Authors: Nor Zila Abd Hamid, Mohd Salmi M. Noorani

Abstract:

This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: chaotic approach, phase space, Cao method, local linear approximation method

Procedia PDF Downloads 296
18974 Comparison of Effect of Promoter and K Addition of Co₃O₄ for N₂O Decomposition Reaction

Authors: R. H. Hwang, J. H. Park, K. B. Yi

Abstract:

Nitrous oxide (N2O) is now distinguished as an environmental pollutant. N2O is one of the representative greenhouse gases and N2O is produced by both natural and anthropogenic sources. So, it is very important to reduce N2O. N2O abatement processes are various processes such as HC-SCR, NH3-SCR and decomposition process. Among them, decomposition process is advantageous because it does not use a reducing agent. N2O decomposition is a reaction in which N2O is decomposed into N2 and O2. There are noble metals, transition metal ion-exchanged zeolites, pure and mixed oxides for N2O decomposition catalyst. Among the various catalysts, cobalt-based catalysts derived from hydrotalcites gathered much attention because spinel catalysts having large surface areas and high thermal stabilities. In this study, the effect of promoter and K addition on the activity was compared and analyzed. Co3O4 catalysts for N2O decomposition were prepared by co- precipitation method. Ce and Zr were added during the preparation of the catalyst as promoter with the molar ratio (Ce or Zr) / Co = 0.05. In addition, 1 wt% K2CO3 was doped to the prepared catalyst with impregnation method to investigate the effect of K on the catalyst performance. Characterizations of catalysts were carried out with SEM, BET, XRD, XPS and H2-TPR. The catalytic activity tests were carried out at a GHSV of 45,000 h-1 and a temperature range of 250 ~ 375 ℃. The Co3O4 catalysts showed a spinel crystal phase, and the addition of the promoter increased the specific surface area and reduced the particle and crystal size. It was exhibited that the doping of K improves the catalytic activity by increasing the concentration of Co2+ in the catalyst which is an active site for catalytic reaction. As a result, the K-doped catalyst showed higher activity than the promoter added. Also, it was found through experiments that Co2+ concentration and reduction temperature greatly affect the reactivity.

Keywords: Co₃O4, K-doped, N₂O decomposition, promoter

Procedia PDF Downloads 145
18973 Carbon Supported Cu and TiO2 Catalysts Applied for Ozone Decomposition

Authors: Katya Milenova, Penko Nikolov, Irina Stambolova, Plamen Nikolov, Vladimir Blaskov

Abstract:

In the recent article, a comparison was made between Cu and TiO2 supported catalysts on activated carbon for ozone decomposition reaction. The activated carbon support in the case of TiO2/AC sample was prepared by physicochemical pyrolysis and for Cu/AC samples the supports are chemically modified carbons. The prepared catalysts were synthesized by impregnation method. The samples were annealed in two different regimes-in air and under vacuum. To examine adsorption efficiency of the samples BET method was used. All investigated catalysts supported on chemically modified carbons have higher specific surface area compared to the specific surface area of TiO2 supported catalysts, varying in the range 590÷620 m2/g. The method of synthesis of the precursors had influenced catalytic activity.

Keywords: activated carbon, adsorption, copper, ozone decomposition, TiO2

Procedia PDF Downloads 385
18972 Short-Term Load Forecasting Based on Variational Mode Decomposition and Least Square Support Vector Machine

Authors: Jiangyong Liu, Xiangxiang Xu, Bote Luo, Xiaoxue Luo, Jiang Zhu, Lingzhi Yi

Abstract:

To address the problems of non-linearity and high randomness of the original power load sequence causing the degradation of power load forecasting accuracy, a short-term load forecasting method is proposed. The method is based on the Least Square Support Vector Machine optimized by an Improved Sparrow Search Algorithm combined with the Variational Mode Decomposition proposed in this paper. The application of the variational mode decomposition technique decomposes the raw power load data into a series of Intrinsic Mode Functions components, which can reduce the complexity and instability of the raw data while overcoming modal confounding; the proposed improved sparrow search algorithm can solve the problem of difficult selection of learning parameters in the least Square Support Vector Machine. Finally, through comparison experiments, the results show that the method can effectively improve prediction accuracy.

Keywords: load forecasting, variational mode decomposition, improved sparrow search algorithm, least square support vector machine

Procedia PDF Downloads 62
18971 Optimizing Approach for Sifting Process to Solve a Common Type of Empirical Mode Decomposition Mode Mixing

Authors: Saad Al-Baddai, Karema Al-Subari, Elmar Lang, Bernd Ludwig

Abstract:

Empirical mode decomposition (EMD), a new data-driven of time-series decomposition, has the advantage of supposing that a time series is non-linear or non-stationary, as is implicitly achieved in Fourier decomposition. However, the EMD suffers of mode mixing problem in some cases. The aim of this paper is to present a solution for a common type of signals causing of EMD mode mixing problem, in case a signal suffers of an intermittency. By an artificial example, the solution shows superior performance in terms of cope EMD mode mixing problem comparing with the conventional EMD and Ensemble Empirical Mode decomposition (EEMD). Furthermore, the over-sifting problem is also completely avoided; and computation load is reduced roughly six times compared with EEMD, an ensemble number of 50.

Keywords: empirical mode decomposition (EMD), mode mixing, sifting process, over-sifting

Procedia PDF Downloads 362
18970 Fast Algorithm to Determine Initial Tsunami Wave Shape at Source

Authors: Alexander P. Vazhenin, Mikhail M. Lavrentiev, Alexey A. Romanenko, Pavel V. Tatarintsev

Abstract:

One of the problems obstructing effective tsunami modelling is the lack of information about initial wave shape at source. The existing methods; geological, sea radars, satellite images, contain an important part of uncertainty. Therefore, direct measurement of tsunami waves obtained at the deep water bottom peruse recorders is also used. In this paper we propose a new method to reconstruct the initial sea surface displacement at tsunami source by the measured signal (marigram) approximation with the help of linear combination of synthetic marigrams from the selected set of unit sources, calculated in advance. This method has demonstrated good precision and very high performance. The mathematical model and results of numerical tests are here described.

Keywords: numerical tests, orthogonal decomposition, Tsunami Initial Sea Surface Displacement

Procedia PDF Downloads 437
18969 The Improved Element Free Galerkin Method for 2D Heat Transfer Problems

Authors: Imen Debbabi, Hédi BelHadjSalah

Abstract:

The Improved Element Free Galerkin (IEFG) method is presented to treat the steady states and the transient heat transfer problems. As a result of a combination between the Improved Moving Least Square (IMLS) approximation and the Element Free Galerkin (EFG) method, the IEFG's shape functions don't have the Kronecker delta property and the penalty method is used to impose the Dirichlet boundary conditions. In this paper, two heat transfer problems, transient and steady states, are studied to improve the efficiency of this meshfree method for 2D heat transfer problems. The performance of the IEFG method is shown using the comparison between numerical and analytic results.

Keywords: meshfree methods, the Improved Moving Least Square approximation (IMLS), the Improved Element Free Galerkin method (IEFG), heat transfer problems

Procedia PDF Downloads 365
18968 An Optimized RDP Algorithm for Curve Approximation

Authors: Jean-Pierre Lomaliza, Kwang-Seok Moon, Hanhoon Park

Abstract:

It is well-known that Ramer Douglas Peucker (RDP) algorithm greatly depends on the method of choosing starting points. Therefore, this paper focuses on finding such starting points that will optimize the results of RDP algorithm. Specifically, this paper proposes a curve approximation algorithm that finds flat points, called essential points, of an input curve, divides the curve into corner-like sub-curves using the essential points, and applies the RDP algorithm to the sub-curves. The number of essential points play a role on optimizing the approximation results by balancing the degree of shape information loss and the amount of data reduction. Through experiments with curves of various types and complexities of shape, we compared the performance of the proposed algorithm with three other methods, i.e., the RDP algorithm itself and its variants. As a result, the proposed algorithm outperformed the others in term of maintaining the original shapes of the input curve, which is important in various applications like pattern recognition.

Keywords: curve approximation, essential point, RDP algorithm

Procedia PDF Downloads 504
18967 Fault Diagnosis in Induction Motors Using the Discrete Wavelet Transform

Authors: Khaled Yahia

Abstract:

This paper deals with the problem of stator faults diagnosis in induction motors. Using the discrete wavelet transform (DWT) for the current Park’s vector modulus (CPVM) analysis, the inter-turn short-circuit faults diagnosis can be achieved. This method is based on the decomposition of the CPVM signal, where wavelet approximation and detail coefficients of this signal have been extracted. The energy evaluation of a known bandwidth detail permits to define a fault severity factor (FSF). This method has been tested through the simulation of an induction motor using a mathematical model based on the winding-function approach. Simulation, as well as experimental, results show the effectiveness of the used method.

Keywords: induction motors (IMs), inter-turn short-circuits diagnosis, discrete wavelet transform (DWT), current park’s vector modulus (CPVM)

Procedia PDF Downloads 536
18966 Constant Factor Approximation Algorithm for p-Median Network Design Problem with Multiple Cable Types

Authors: Chaghoub Soraya, Zhang Xiaoyan

Abstract:

This research presents the first constant approximation algorithm to the p-median network design problem with multiple cable types. This problem was addressed with a single cable type and there is a bifactor approximation algorithm for the problem. To the best of our knowledge, the algorithm proposed in this paper is the first constant approximation algorithm for the p-median network design with multiple cable types. The addressed problem is a combination of two well studied problems which are p-median problem and network design problem. The introduced algorithm is a random sampling approximation algorithm of constant factor which is conceived by using some random sampling techniques form the literature. It is based on a redistribution Lemma from the literature and a steiner tree problem as a subproblem. This algorithm is simple, and it relies on the notions of random sampling and probability. The proposed approach gives an approximation solution with one constant ratio without violating any of the constraints, in contrast to the one proposed in the literature. This paper provides a (21 + 2)-approximation algorithm for the p-median network design problem with multiple cable types using random sampling techniques.

Keywords: approximation algorithms, buy-at-bulk, combinatorial optimization, network design, p-median

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18965 Forecasting Amman Stock Market Data Using a Hybrid Method

Authors: Ahmad Awajan, Sadam Al Wadi

Abstract:

In this study, a hybrid method based on Empirical Mode Decomposition and Holt-Winter (EMD-HW) is used to forecast Amman stock market data. First, the data are decomposed by EMD method into Intrinsic Mode Functions (IMFs) and residual components. Then, all components are forecasted by HW technique. Finally, forecasting values are aggregated together to get the forecasting value of stock market data. Empirical results showed that the EMD- HW outperform individual forecasting models. The strength of this EMD-HW lies in its ability to forecast non-stationary and non- linear time series without a need to use any transformation method. Moreover, EMD-HW has a relatively high accuracy comparing with eight existing forecasting methods based on the five forecast error measures.

Keywords: Holt-Winter method, empirical mode decomposition, forecasting, time series

Procedia PDF Downloads 98
18964 Continuous-Time and Discrete-Time Singular Value Decomposition of an Impulse Response Function

Authors: Rogelio Luck, Yucheng Liu

Abstract:

This paper proposes the continuous-time singular value decomposition (SVD) for the impulse response function, a special kind of Green’s functions e⁻⁽ᵗ⁻ ᵀ⁾, in order to find a set of singular functions and singular values so that the convolutions of such function with the set of singular functions on a specified domain are the solutions to the inhomogeneous differential equations for those singular functions. A numerical example was illustrated to verify the proposed method. Besides the continuous-time SVD, a discrete-time SVD is also presented for the impulse response function, which is modeled using a Toeplitz matrix in the discrete system. The proposed method has broad applications in signal processing, dynamic system analysis, acoustic analysis, thermal analysis, as well as macroeconomic modeling.

Keywords: singular value decomposition, impulse response function, Green’s function , Toeplitz matrix , Hankel matrix

Procedia PDF Downloads 123
18963 Fault Diagnosis in Induction Motors Using Discrete Wavelet Transform

Authors: K. Yahia, A. Titaouine, A. Ghoggal, S. E. Zouzou, F. Benchabane

Abstract:

This paper deals with the problem of stator faults diagnosis in induction motors. Using the discrete wavelet transform (DWT) for the current Park’s vector modulus (CPVM) analysis, the inter-turn short-circuit faults diagnosis can be achieved. This method is based on the decomposition of the CPVM signal, where wavelet approximation and detail coefficients of this signal have been extracted. The energy evaluation of a known bandwidth detail permits to define a fault severity factor (FSF). This method has been tested through the simulation of an induction motor using a mathematical model based on the winding-function approach. Simulation, as well as experimental, results show the effectiveness of the used method.

Keywords: Induction Motors (IMs), inter-turn short-circuits diagnosis, Discrete Wavelet Transform (DWT), Current Park’s Vector Modulus (CPVM)

Procedia PDF Downloads 521
18962 Approximation of Periodic Functions Belonging to Lipschitz Classes by Product Matrix Means of Fourier Series

Authors: Smita Sonker, Uaday Singh

Abstract:

Various investigators have determined the degree of approximation of functions belonging to the classes W(L r , ξ(t)), Lip(ξ(t), r), Lip(α, r), and Lipα using different summability methods with monotonocity conditions. Recently, Lal has determined the degree of approximation of the functions belonging to Lipα and W(L r , ξ(t)) classes by using Ces`aro-N¨orlund (C 1 .Np)- summability with non-increasing weights {pn}. In this paper, we shall determine the degree of approximation of 2π - periodic functions f belonging to the function classes Lipα and W(L r , ξ(t)) by C 1 .T - means of Fourier series of f. Our theorems generalize the results of Lal and we also improve these results in the light off. From our results, we also derive some corollaries.

Keywords: Lipschitz classes, product matrix operator, signals, trigonometric Fourier approximation

Procedia PDF Downloads 445
18961 Bayesian Analysis of Topp-Leone Generalized Exponential Distribution

Authors: Najrullah Khan, Athar Ali Khan

Abstract:

The Topp-Leone distribution was introduced by Topp- Leone in 1955. In this paper, an attempt has been made to fit Topp-Leone Generalized exponential (TPGE) distribution. A real survival data set is used for illustrations. Implementation is done using R and JAGS and appropriate illustrations are made. R and JAGS codes have been provided to implement censoring mechanism using both optimization and simulation tools. The main aim of this paper is to describe and illustrate the Bayesian modelling approach to the analysis of survival data. Emphasis is placed on the modeling of data and the interpretation of the results. Crucial to this is an understanding of the nature of the incomplete or 'censored' data encountered. Analytic approximation and simulation tools are covered here, but most of the emphasis is on Markov chain based Monte Carlo method including independent Metropolis algorithm, which is currently the most popular technique. For analytic approximation, among various optimization algorithms and trust region method is found to be the best. In this paper, TPGE model is also used to analyze the lifetime data in Bayesian paradigm. Results are evaluated from the above mentioned real survival data set. The analytic approximation and simulation methods are implemented using some software packages. It is clear from our findings that simulation tools provide better results as compared to those obtained by asymptotic approximation.

Keywords: Bayesian Inference, JAGS, Laplace Approximation, LaplacesDemon, posterior, R Software, simulation

Procedia PDF Downloads 500
18960 Stator Short-Circuits Fault Diagnosis in Induction Motors

Authors: K. Yahia, M. Sahraoui, A. Guettaf

Abstract:

This paper deals with the problem of stator faults diagnosis in induction motors. Using the discrete wavelet transform (DWT) for the current Park’s vector modulus (CPVM) analysis, the inter-turn short-circuit faults diagnosis can be achieved. This method is based on the decomposition of the CPVM signal, where wavelet approximation and detail coefficients of this signal have been extracted. The energy evaluation of a known bandwidth detail permits to define a fault severity factor (FSF). This method has been tested through the simulation of an induction motor using a mathematical model based on the winding-function approach. Simulation, as well as experimental results, show the effectiveness of the used method.

Keywords: induction motors (IMs), inter-turn short-circuits diagnosis, discrete wavelet transform (DWT), Current Park’s Vector Modulus (CPVM)

Procedia PDF Downloads 429
18959 Catalytic Decomposition of High Energy Materials Using Nanoparticles of Copper Chromite

Authors: M. Sneha Reddy, M. Arun Kumar, V. Kameswara Rao

Abstract:

Chromites are binary transition metal oxides with a general formula of ACr₂O₄, where A = Mn²⁺, Fe²⁺, Co²⁺, Ni²⁺, and Cu²⁺. Chromites have a normal-type spinel structure with interesting applications in the areas of applied physics, material sciences, and geophysics. They have attracted great consideration because of their unique physicochemical properties and tremendous technological applications in nanodevices, sensor elements, and high-temperature ceramics with useful optical properties. Copper chromite is one of the most efficient spinel oxides, having pronounced commercial application as a catalyst in various chemical reactions like oxidation, hydrogenation, alkylation, dehydrogenation, decomposition of organic compounds, and hydrogen production. Apart from its usage in chemical industries, CuCr₂O₄ finds its major application as a burn rate modifier in solid propellant processing for space launch vehicles globally. Herein we synthesized the nanoparticles of copper chromite using the co-precipitation method. The synthesized nanoparticles were characterized by XRD, TEM, SEM, BET, and TG-DTA. The synthesized nanoparticles of copper chromites were used as a catalyst for the thermal decomposition of various high-energy materials.

Keywords: copper chromite, coprecipitation method, high energy materials, catalytic thermal decomposition

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