Search results for: simple exponential smoothing model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19410

Search results for: simple exponential smoothing model

19410 Forecasting Unemployment Rate in Selected European Countries Using Smoothing Methods

Authors: Ksenija Dumičić, Anita Čeh Časni, Berislav Žmuk

Abstract:

The aim of this paper is to select the most accurate forecasting method for predicting the future values of the unemployment rate in selected European countries. In order to do so, several forecasting techniques adequate for forecasting time series with trend component, were selected, namely: double exponential smoothing (also known as Holt`s method) and Holt-Winters` method which accounts for trend and seasonality. The results of the empirical analysis showed that the optimal model for forecasting unemployment rate in Greece was Holt-Winters` additive method. In the case of Spain, according to MAPE, the optimal model was double exponential smoothing model. Furthermore, for Croatia and Italy the best forecasting model for unemployment rate was Holt-Winters` multiplicative model, whereas in the case of Portugal the best model to forecast unemployment rate was Double exponential smoothing model. Our findings are in line with European Commission unemployment rate estimates.

Keywords: European Union countries, exponential smoothing methods, forecast accuracy unemployment rate

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19409 Estimation of Train Operation Using an Exponential Smoothing Method

Authors: Taiyo Matsumura, Kuninori Takahashi, Takashi Ono

Abstract:

The purpose of this research is to improve the convenience of waiting for trains at level crossings and stations and to prevent accidents resulting from forcible entry into level crossings, by providing level crossing users and passengers with information that tells them when the next train will pass through or arrive. For this paper, we proposed methods for estimating operation by means of an average value method, variable response smoothing method, and exponential smoothing method, on the basis of open data, which has low accuracy, but for which performance schedules are distributed in real time. We then examined the accuracy of the estimations. The results showed that the application of an exponential smoothing method is valid.

Keywords: exponential smoothing method, open data, operation estimation, train schedule

Procedia PDF Downloads 388
19408 Forecasting Cancers Cases in Algeria Using Double Exponential Smoothing Method

Authors: Messis A., Adjebli A., Ayeche R., Talbi M., Tighilet K., Louardiane M.

Abstract:

Cancers are the second cause of death worldwide. Prevalence and incidence of cancers is getting increased by aging and population growth. This study aims to predict and modeling the evolution of breast, Colorectal, Lung, Bladder and Prostate cancers over the period of 2014-2019. In this study, data were analyzed using time series analysis with double exponential smoothing method to forecast the future pattern. To describe and fit the appropriate models, Minitab statistical software version 17 was used. Between 2014 and 2019, the overall trend in the raw number of new cancer cases registered has been increasing over time; the change in observations over time has been increasing. Our forecast model is validated since we have good prediction for the period 2020 and data not available for 2021 and 2022. Time series analysis showed that the double exponential smoothing is an efficient tool to model the future data on the raw number of new cancer cases.

Keywords: cancer, time series, prediction, double exponential smoothing

Procedia PDF Downloads 87
19407 Composite Forecasts Accuracy for Automobile Sales in Thailand

Authors: Watchareeporn Chaimongkol

Abstract:

In this paper, we compare the statistical measures accuracy of composite forecasting model to estimate automobile customer demand in Thailand. A modified simple exponential smoothing and autoregressive integrate moving average (ARIMA) forecasting model is built to estimate customer demand of passenger cars, instead of using information of historical sales data. Our model takes into account special characteristic of the Thai automobile market such as sales promotion, advertising and publicity, petrol price, and interest rate for loan. We evaluate our forecasting model by comparing forecasts with actual data using six accuracy measurements, mean absolute percentage error (MAPE), geometric mean absolute error (GMAE), symmetric mean absolute percentage error (sMAPE), mean absolute scaled error (MASE), median relative absolute error (MdRAE), and geometric mean relative absolute error (GMRAE).

Keywords: composite forecasting, simple exponential smoothing model, autoregressive integrate moving average model selection, accuracy measurements

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19406 Statistical and Land Planning Study of Tourist Arrivals in Greece during 2005-2016

Authors: Dimitra Alexiou

Abstract:

During the last 10 years, in spite of the economic crisis, the number of tourists arriving in Greece has increased, particularly during the tourist season from April to October. In this paper, the number of annual tourist arrivals is studied to explore their preferences with regard to the month of travel, the selected destinations, as well the amount of money spent. The collected data are processed with statistical methods, yielding numerical and graphical results. From the computation of statistical parameters and the forecasting with exponential smoothing, useful conclusions are arrived at that can be used by the Greek tourism authorities, as well as by tourist organizations, for planning purposes for the coming years. The results of this paper and the computed forecast can also be used for decision making by private tourist enterprises that are investing in Greece. With regard to the statistical methods, the method of Simple Exponential Smoothing of time series of data is employed. The search for a best forecast for 2017 and 2018 provides the value of the smoothing coefficient. For all statistical computations and graphics Microsoft Excel is used.

Keywords: tourism, statistical methods, exponential smoothing, land spatial planning, economy

Procedia PDF Downloads 263
19405 Forecasting Models for Steel Demand Uncertainty Using Bayesian Methods

Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

Abstract:

A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: forecasting model, steel demand uncertainty, hierarchical Bayesian framework, exponential smoothing method

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19404 Forecasting Model for Rainfall in Thailand: Case Study Nakhon Ratchasima Province

Authors: N. Sopipan

Abstract:

In this paper, we study of rainfall time series of weather stations in Nakhon Ratchasima province in Thailand using various statistical methods enabled to analyse the behaviour of rainfall in the study areas. Time-series analysis is an important tool in modelling and forecasting rainfall. ARIMA and Holt-Winter models based on exponential smoothing were built. All the models proved to be adequate. Therefore, could give information that can help decision makers establish strategies for proper planning of agriculture, drainage system and other water resource applications in Nakhon Ratchasima province. We found the best perform for forecasting is ARIMA(1,0,1)(1,0,1)12.

Keywords: ARIMA Models, exponential smoothing, Holt-Winter model

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19403 A Comparison of Smoothing Spline Method and Penalized Spline Regression Method Based on Nonparametric Regression Model

Authors: Autcha Araveeporn

Abstract:

This paper presents a study about a nonparametric regression model consisting of a smoothing spline method and a penalized spline regression method. We also compare the techniques used for estimation and prediction of nonparametric regression model. We tried both methods with crude oil prices in dollars per barrel and the Stock Exchange of Thailand (SET) index. According to the results, it is concluded that smoothing spline method performs better than that of penalized spline regression method.

Keywords: nonparametric regression model, penalized spline regression method, smoothing spline method, Stock Exchange of Thailand (SET)

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19402 A Trend Based Forecasting Framework of the ATA Method and Its Performance on the M3-Competition Data

Authors: H. Taylan Selamlar, I. Yavuz, G. Yapar

Abstract:

It is difficult to make predictions especially about the future and making accurate predictions is not always easy. However, better predictions remain the foundation of all science therefore the development of accurate, robust and reliable forecasting methods is very important. Numerous number of forecasting methods have been proposed and studied in the literature. There are still two dominant major forecasting methods: Box-Jenkins ARIMA and Exponential Smoothing (ES), and still new methods are derived or inspired from them. After more than 50 years of widespread use, exponential smoothing is still one of the most practically relevant forecasting methods available due to their simplicity, robustness and accuracy as automatic forecasting procedures especially in the famous M-Competitions. Despite its success and widespread use in many areas, ES models have some shortcomings that negatively affect the accuracy of forecasts. Therefore, a new forecasting method in this study will be proposed to cope with these shortcomings and it will be called ATA method. This new method is obtained from traditional ES models by modifying the smoothing parameters therefore both methods have similar structural forms and ATA can be easily adapted to all of the individual ES models however ATA has many advantages due to its innovative new weighting scheme. In this paper, the focus is on modeling the trend component and handling seasonality patterns by utilizing classical decomposition. Therefore, ATA method is expanded to higher order ES methods for additive, multiplicative, additive damped and multiplicative damped trend components. The proposed models are called ATA trended models and their predictive performances are compared to their counter ES models on the M3 competition data set since it is still the most recent and comprehensive time-series data collection available. It is shown that the models outperform their counters on almost all settings and when a model selection is carried out amongst these trended models ATA outperforms all of the competitors in the M3- competition for both short term and long term forecasting horizons when the models’ forecasting accuracies are compared based on popular error metrics.

Keywords: accuracy, exponential smoothing, forecasting, initial value

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19401 Using “Eckel” Model to Measure Income Smoothing Practices: The Case of French Companies

Authors: Feddaoui Amina

Abstract:

Income smoothing represents an attempt on the part of the company's management to reduce variations in earnings through the manipulation of the accounting principles. In this study, we aimed to measure income smoothing practices in a sample of 30 French joint stock companies during the period (2007-2009), we used Dummy variables method and “ECKEL” model to measure income smoothing practices and Binomial test accourding to SPSS program, to confirm or refute our hypothesis. This study concluded that there are no significant statistical indicators of income smoothing practices in the sample studied of French companies during the period (2007-2009), so the income series in the same sample studied of is characterized by stability and non-volatility without any intervention of management through accounting manipulation. However, this type of accounting manipulation should be taken into account and efforts should be made by control bodies to apply Eckel model and generalize its use at the global level.

Keywords: income, smoothing, 'Eckel', French companies

Procedia PDF Downloads 151
19400 Spatial Time Series Models for Rice and Cassava Yields Based on Bayesian Linear Mixed Models

Authors: Panudet Saengseedam, Nanthachai Kantanantha

Abstract:

This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, linear mixed model, multivariate conditional autoregressive model, spatial time series

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19399 Effect of Parameters for Exponential Loads on Voltage Transmission Line with Compensation

Authors: Benalia Nadia, Bensiali Nadia, Zerzouri Noura

Abstract:

This paper presents an analysis of the effects of parameters np and nq for exponential load on the transmission line voltage profile, transferred power and transmission losses for different shunt compensation size. For different values for np and nq in which active and reactive power vary with it is terminal voltages as in exponential form, variations of the load voltage for different sizes of shunt capacitors are simulated with a simple two-bus power system using Matlab SimPowerSystems Toolbox. It is observed that the compensation level is significantly affected by the voltage sensitivities of loads.

Keywords: static load model, shunt compensation, transmission system, exponentiel load model

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19398 Estimation of Population Mean Using Characteristics of Poisson Distribution: An Application to Earthquake Data

Authors: Prayas Sharma

Abstract:

This paper proposed a generalized class of estimators, an exponential class of estimators based on the adaption of Sharma and Singh (2015) and Solanki and Singh (2013), and a simple difference estimator for estimating unknown population mean in the case of Poisson distributed population in simple random sampling without replacement. The expressions for mean square errors of the proposed classes of estimators are derived from the first order of approximation. It is shown that the adapted version of Solanki and Singh (2013), the exponential class of estimator, is always more efficient than the usual estimator, ratio, product, exponential ratio, and exponential product type estimators and equally efficient to simple difference estimator. Moreover, the adapted version of Sharma and Singh's (2015) estimator is always more efficient than all the estimators available in the literature. In addition, theoretical findings are supported by an empirical study to show the superiority of the constructed estimators over others with an application to earthquake data of Turkey.

Keywords: auxiliary attribute, point bi-serial, mean square error, simple random sampling, Poisson distribution

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19397 A Study of Population Growth Models and Future Population of India

Authors: Sheena K. J., Jyoti Badge, Sayed Mohammed Zeeshan

Abstract:

A Comparative Study of Exponential and Logistic Population Growth Models in India India is the second most populous city in the world, just behind China, and is going to be in the first place by next year. The Indian population has remarkably at higher rate than the other countries from the past 20 years. There were many scientists and demographers who has formulated various models of population growth in order to study and predict the future population. Some of the models are Fibonacci population growth model, Exponential growth model, Logistic growth model, Lotka-Volterra model, etc. These models have been effective in the past to an extent in predicting the population. However, it is essential to have a detailed comparative study between the population models to come out with a more accurate one. Having said that, this research study helps to analyze and compare the two population models under consideration - exponential and logistic growth models, thereby identifying the most effective one. Using the census data of 2011, the approximate population for 2016 to 2031 are calculated for 20 Indian states using both the models, compared and recorded the data with the actual population. On comparing the results of both models, it is found that logistic population model is more accurate than the exponential model, and using this model, we can predict the future population in a more effective way. This will give an insight to the researchers about the effective models of population and how effective these population models are in predicting the future population.

Keywords: population growth, population models, exponential model, logistic model, fibonacci model, lotka-volterra model, future population prediction, demographers

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19396 Electricity Demand Modeling and Forecasting in Singapore

Authors: Xian Li, Qing-Guo Wang, Jiangshuai Huang, Jidong Liu, Ming Yu, Tan Kok Poh

Abstract:

In power industry, accurate electricity demand forecasting for a certain leading time is important for system operation and control, etc. In this paper, we investigate the modeling and forecasting of Singapore’s electricity demand. Several standard models, such as HWT exponential smoothing model, the ARMA model and the ANNs model have been proposed based on historical demand data. We applied them to Singapore electricity market and proposed three refinements based on simulation to improve the modeling accuracy. Compared with existing models, our refined model can produce better forecasting accuracy. It is demonstrated in the simulation that by adding forecasting error into the forecasting equation, the modeling accuracy could be improved greatly.

Keywords: power industry, electricity demand, modeling, forecasting

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19395 Accounting and Auditing Standards Influence on Income Smoothing Perspective in Islamic Financial Institutions

Authors: Fatma Ezzahra Kateb, Neila Boulila Taktak, Mohamed Kabir Hassan

Abstract:

We examine the impact of Islamic accounting and auditing standards issued by the Accounting and Auditing Organization for Islamic Financial Institutions (AAOIFI) on the income smoothing perspective of Islamic financial institutions located in the Middle East and North Africa region between 2013 and 2018. Based on General Least square regression for panel data, we find a significant and positive relationship between intentional income smoothing and earning persistence and cash flow predictability in all models. However, we discovered that AAOIFI accounting standards (FAS) had a negative and significant effect on intentional income smoothing and earning persistence. As a result, the income smoothing efficiency is lower for IFIs that use FASs than IFIs that use IFRSs. Our findings emphasize the need for specific standards to enhance the relevance of financial reports disclosed by Islamic financial institutions.

Keywords: AAOIFI, financial reporting quality, income smoothing perspective, MENA countries

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19394 Dividends Smoothing in an Era of Unclaimed Dividends: A Panel Data Analysis in Nigeria

Authors: Apedzan Emmanuel Kighir

Abstract:

This research investigates dividends smoothing among non-financial companies trading on the Nigerian Stock Exchange in an era of unclaimed dividends from 2004 to 2013. There has been a raging controversy among Regulatory Authorities, Company Executives, Registrars of Companies, Shareholders and the general public regarding the increasing incidence of unclaimed dividends in Nigeria. The objective of this study is to find out if corporate earnings management through dividends smoothing is implicated in unclaimed dividends among Nigerian non-financial firms. The research used panel data and employed Generalized Method of Moment as method of analysis. The research finds evidence of dividends-smoothing in this era of unclaimed dividends in Nigeria. The research concludes that dividends-smoothing is a trigger and red flag for unclaimed dividends, an output of earnings management. If earnings management and hence unclaimed dividends in Nigeria is allowed to continue, it will lead to great consequences to the investors and corporate policy of government. It is believed that the research will assist investors and government in making informed decisions regarding dividends policy in Nigeria.

Keywords: dividends smoothing, non financial companies, Nigerian stock exchange, unclaimed dividends, corporate earnings management

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19393 Modeling Exponential Growth Activity Using Technology: A Research with Bachelor of Business Administration Students

Authors: V. Vargas-Alejo, L. E. Montero-Moguel

Abstract:

Understanding the concept of function has been important in mathematics education for many years. In this study, the models built by a group of five business administration and accounting undergraduate students when carrying out a population growth activity are analyzed. The theoretical framework is the Models and Modeling Perspective. The results show how the students included tables, graphics, and algebraic representations in their models. Using technology was useful to interpret, describe, and predict the situation. The first model, the students built to describe the situation, was linear. After that, they modified and refined their ways of thinking; finally, they created exponential growth. Modeling the activity was useful to deep on mathematical concepts such as covariation, rate of change, and exponential function also to differentiate between linear and exponential growth.

Keywords: covariation reasoning, exponential function, modeling, representations

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19392 Binarized-Weight Bilateral Filter for Low Computational Cost Image Smoothing

Authors: Yu Zhang, Kohei Inoue, Kiichi Urahama

Abstract:

We propose a simplified bilateral filter with binarized coefficients for accelerating it. Its computational cost is further decreased by sampling pixels. This computationally low cost filter is useful for smoothing or denoising images by using mobile devices with limited computational power.

Keywords: bilateral filter, binarized-weight bilateral filter, image smoothing, image denoising, pixel sampling

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19391 Sufficient Conditions for Exponential Stability of Stochastic Differential Equations with Non Trivial Solutions

Authors: Fakhreddin Abedi, Wah June Leong

Abstract:

Exponential stability of stochastic differential equations with non trivial solutions is provided in terms of Lyapunov functions. The main result of this paper establishes that, under certain hypotheses for the dynamics f(.) and g(.), practical exponential stability in probability at the small neighborhood of the origin is equivalent to the existence of an appropriate Lyapunov function. Indeed, we establish exponential stability of stochastic differential equation when almost all the state trajectories are bounded and approach a sufficiently small neighborhood of the origin. We derive sufficient conditions for exponential stability of stochastic differential equations. Finally, we give a numerical example illustrating our results.

Keywords: exponential stability in probability, stochastic differential equations, Lyapunov technique, Ito's formula

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19390 New Estimation in Autoregressive Models with Exponential White Noise by Using Reversible Jump MCMC Algorithm

Authors: Suparman Suparman

Abstract:

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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19389 Grey Prediction of Atmospheric Pollutants in Shanghai Based on GM(1,1) Model Group

Authors: Diqin Qi, Jiaming Li, Siman Li

Abstract:

Based on the use of the three-point smoothing method for selectively processing original data columns, this paper establishes a group of grey GM(1,1) models to predict the concentration ranges of four major air pollutants in Shanghai from 2023 to 2024. The results indicate that PM₁₀, SO₂, and NO₂ maintain the national Grade I standards, while the concentration of PM₂.₅ has decreased but still remains within the national Grade II standards. Combining the forecast results, recommendations are provided for the Shanghai municipal government's efforts in air pollution prevention and control.

Keywords: atmospheric pollutant prediction, Grey GM(1, 1), model group, three-point smoothing method

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19388 Improving the Performance of Requisition Document Online System for Royal Thai Army by Using Time Series Model

Authors: D. Prangchumpol

Abstract:

This research presents a forecasting method of requisition document demands for Military units by using Exponential Smoothing methods to analyze data. The data used in the forecast is an actual data requisition document of The Adjutant General Department. The results of the forecasting model to forecast the requisition of the document found that Holt–Winters’ trend and seasonality method of α=0.1, β=0, γ=0 is appropriate and matches for requisition of documents. In addition, the researcher has developed a requisition online system to improve the performance of requisition documents of The Adjutant General Department, and also ensuring that the operation can be checked.

Keywords: requisition, holt–winters, time series, royal thai army

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19387 Analytical Solution of Specific Energy Equation in Exponential Channels

Authors: Abdulrahman Abdulrahman

Abstract:

The specific energy equation has many applications in practical channels, such as exponential channels. In this paper, the governing equation of alternate depth ratio for exponential channels, in general, was investigated towards obtaining analytical solution for the alternate depth ratio in three exponential channel shapes, viz., rectangular, triangular, and parabolic channels. The alternate depth ratio for rectangular channels is quadratic; hence it is very simple to solve. While for parabolic and triangular channels, the alternate depth ratio is cubic and quartic equations, respectively, analytical solution for these equations may be achieved easily for a given Froud number. Different examples are solved to prove the efficiency of the proposed solution. Such analytical solution can be easily used in natural rivers and most of practical channels.

Keywords: alternate depth, analytical solution, specific energy, parabolic channel, rectangular channel, triangular channel, open channel flow

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19386 Boundary Feedback Stabilization of an Overhead Crane Model

Authors: Abdelhadi Elharfi

Abstract:

A problem of boundary feedback (exponential) stabilization of an overhead crane model represented by a PDE is considered. For any $r>0$, the exponential stability at the desired decay rate $r$ is solved in semi group setting by a collocated-type stabiliser of a target system combined with a term involving the solution of an appropriate PDE.

Keywords: feedback stabilization, semi group and generator, overhead crane system

Procedia PDF Downloads 405
19385 Endocardial Ultrasound Segmentation using Level Set method

Authors: Daoudi Abdelaziz, Mahmoudi Saïd, Chikh Mohamed Amine

Abstract:

This paper presents a fully automatic segmentation method of the left ventricle at End Systolic (ES) and End Diastolic (ED) in the ultrasound images by means of an implicit deformable model (level set) based on Geodesic Active Contour model. A pre-processing Gaussian smoothing stage is applied to the image, which is essential for a good segmentation. Before the segmentation phase, we locate automatically the area of the left ventricle by using a detection approach based on the Hough Transform method. Consequently, the result obtained is used to automate the initialization of the level set model. This initial curve (zero level set) deforms to search the Endocardial border in the image. On the other hand, quantitative evaluation was performed on a data set composed of 15 subjects with a comparison to ground truth (manual segmentation).

Keywords: level set method, transform Hough, Gaussian smoothing, left ventricle, ultrasound images.

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19384 The Hyperbolic Smoothing Approach for Automatic Calibration of Rainfall-Runoff Models

Authors: Adilson Elias Xavier, Otto Corrêa Rotunno Filho, Paulo Canedo De Magalhães

Abstract:

This paper addresses the issue of automatic parameter estimation in conceptual rainfall-runoff (CRR) models. Due to threshold structures commonly occurring in CRR models, the associated mathematical optimization problems have the significant characteristic of being strongly non-differentiable. In order to face this enormous task, the resolution method proposed adopts a smoothing strategy using a special C∞ differentiable class function. The final estimation solution is obtained by solving a sequence of differentiable subproblems which gradually approach the original conceptual problem. The use of this technique, called Hyperbolic Smoothing Method (HSM), makes possible the application of the most powerful minimization algorithms, and also allows for the main difficulties presented by the original CRR problem to be overcome. A set of computational experiments is presented for the purpose of illustrating both the reliability and the efficiency of the proposed approach.

Keywords: rainfall-runoff models, automatic calibration, hyperbolic smoothing method

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19383 Speeding up Nonlinear Time History Analysis of Base-Isolated Structures Using a Nonlinear Exponential Model

Authors: Nicolò Vaiana, Giorgio Serino

Abstract:

The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.

Keywords: base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis

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19382 An Accelerated Stochastic Gradient Method with Momentum

Authors: Liang Liu, Xiaopeng Luo

Abstract:

In this paper, we propose an accelerated stochastic gradient method with momentum. The momentum term is the weighted average of generated gradients, and the weights decay inverse proportionally with the iteration times. Stochastic gradient descent with momentum (SGDM) uses weights that decay exponentially with the iteration times to generate the momentum term. Using exponential decay weights, variants of SGDM with inexplicable and complicated formats have been proposed to achieve better performance. However, the momentum update rules of our method are as simple as that of SGDM. We provide theoretical convergence analyses, which show both the exponential decay weights and our inverse proportional decay weights can limit the variance of the parameter moving directly to a region. Experimental results show that our method works well with many practical problems and outperforms SGDM.

Keywords: exponential decay rate weight, gradient descent, inverse proportional decay rate weight, momentum

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19381 New Results on Exponential Stability of Hybrid Systems

Authors: Grienggrai Rajchakit

Abstract:

This paper is concerned with the exponential stability of switched linear systems with interval time-varying delays. The time delay is any continuous function belonging to a given interval, in which the lower bound of delay is not restricted to zero. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton's formula, a switching rule for the exponential stability of switched linear systems with interval time-varying delays and new delay-dependent sufficient conditions for the exponential stability of the systems are first established in terms of LMIs. Finally, some examples are exploited to illustrate the effectiveness of the proposed schemes.

Keywords: exponential stability, hybrid systems, time-varying delays, lyapunov-krasovskii functional, leibniz-newton's formula

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