Search results for: Nonlinear time series analysis

Authors: Ju Young Lee, Jung-Seok Yang, Jaeyoung Choi

Abstract:

The purpose of this paper primarily intends to develop GIS interface for estimating sequences of stream-flows at ungauged stations based on known flows at gauged stations. The integrated GIS interface is composed of three major steps. The first, precipitation characteristics using statistical analysis is the procedure for making multiple linear regression equation to get the long term mean daily flow at ungauged stations. The independent variables in regression equation are mean daily flow and drainage area. Traditionally, mean flow data are generated by using Thissen polygon method. However, method for obtaining mean flow data can be selected by user such as Kriging, IDW (Inverse Distance Weighted), Spline methods as well as other traditional methods. At the second, flow duration curve (FDC) is computing at unguaged station by FDCs in gauged stations. Finally, the mean annual daily flow is computed by spatial interpolation algorithm. The third step is to obtain watershed/topographic characteristics. They are the most important factors which govern stream-flows. In summary, the simulated daily flow time series are compared with observed times series. The results using integrated GIS interface are closely similar and are well fitted each other. Also, the relationship between the topographic/watershed characteristics and stream flow time series is highly correlated.

Keywords: Integrated GIS interface, spatial interpolation algorithm, FDC.

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Authors: Z. Heirany, M. Ghaemian

Abstract:

Behavior of dams against the seismic loads has been studied by many researchers. Most of them proposed new numerical methods to investigate the dam safety. In this paper, to study the effect of nonlinear parameters of concrete in gravity dams, a twodimensional approach was used including the finite element method, staggered method and smeared crack approach. Effective parameters in the models are physical properties of concrete such as modulus of elasticity, tensile strength and specific fracture energy. Two different models were used in foundation (mass-less and massed) in order to determine the seismic response of concrete gravity dams. Results show that when the nonlinear analysis includes the dam- foundation interaction, the foundation-s mass, flexibility and radiation damping are important in gravity dam-s response.

Keywords: Numerical methods; concrete gravity dams; finiteelement method; boundary condition

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Authors: Chih-Ling Huang, Wen-Yi Lin, Kuo-Mo Hsiao

Abstract:

A method based on the power series solution is proposed to solve the natural frequency of flapping vibration for the rotating inclined Euler beam with constant angular velocity. The vibration of the rotating beam is measured from the position of the corresponding steady state axial deformation. In this paper the governing equations for linear vibration of a rotating Euler beam are derived by the d'Alembert principle, the virtual work principle and the consistent linearization of the fully geometrically nonlinear beam theory in a rotating coordinate system. The governing equation for flapping vibration of the rotating inclined Euler beam is linear ordinary differential equation with variable coefficients and is solved by a power series with four independent coefficients. Substituting the power series solution into the corresponding boundary conditions at two end nodes of the rotating beam, a set of homogeneous equations can be obtained. The natural frequencies may be determined by solving the homogeneous equations using the bisection method. Numerical examples are studied to investigate the effect of inclination angle on the natural frequency of flapping vibration for rotating inclined Euler beams with different angular velocity and slenderness ratio.

Keywords: Flapping vibration, Inclination angle, Natural frequency, Rotating beam.

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Authors: Gholamreza Hojjati, Kourosh Parand

Abstract:

In this paper we propose a class of second derivative multistep methods for solving some well-known classes of Lane- Emden type equations which are nonlinear ordinary differential equations on the semi-infinite domain. These methods, which have good stability and accuracy properties, are useful in deal with stiff ODEs. We show superiority of these methods by applying them on the some famous Lane-Emden type equations.

Keywords: Lane-Emden type equations, nonlinear ODE, stiff problems, multistep methods, astrophysics.

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Authors: A. Kablan

Abstract:

The prediction of financial time series is a very complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based volatility model provides the ANFIS system with more accurate input and has increased the overall performance of the system.

Keywords: Adaptive Neuro-fuzzy Inference system, High Frequency Trading, Intraday Seasonality Observation Model.

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Authors: Toshinori Nawata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) for nonlinear systems with constrained input using weighted gradient optimization automatic choosing functions. Constant term which arises from linearization of a given nonlinear system is treated as a coefficient of a stable zero dynamics. Parameters of the control are suboptimally selected by maximizing the stable region in the sense of Lyapunov with the aid of a genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: Augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.

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Authors: F. Laaouad, M. Bouguerra, A. Hafaifa, A. Iratni

Abstract:

In this work, we treat the problems related to chemical and petrochemical plants of a certain complex process taking the centrifugal compressor as an example, a system being very complex by its physical structure as well as its behaviour (surge phenomenon). We propose to study the application possibilities of the recent control approaches to the compressor behaviour, and consequently evaluate their contribution in the practical and theoretical fields. Facing the studied industrial process complexity, we choose to make recourse to fuzzy logic for analysis and treatment of its control problem owing to the fact that these techniques constitute the only framework in which the types of imperfect knowledge can jointly be treated (uncertainties, inaccuracies, etc..) offering suitable tools to characterise them. In the particular case of the centrifugal compressor, these imperfections are interpreted by modelling errors, the neglected dynamics, no modelisable dynamics and the parametric variations. The purpose of this paper is to produce a total robust nonlinear controller design method to stabilize the compression process at its optimum steady state by manipulating the gas rate flow. In order to cope with both the parameter uncertainty and the structured non linearity of the plant, the proposed method consists of a linear steady state regulation that ensures robust optimal control and of a nonlinear compensation that achieves the exact input/output linearization.

Keywords: Compressor, Fuzzy logic, Surge control, Bilinearcontroller, Stability analysis, Nonlinear plant.

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Authors: Abdulatif Abdusalam, Mohamed Shaban

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In this paper, we consider the nonlinear pulse propagation through a nonuniform birefringent fiber Bragg grating (FBG) whose index modulation depth varies along the propagation direction. Here, the pulse propagation is governed by the nonlinear birefringent coupled mode (NLBCM) equations. To form the Bragg soliton outside the photonic bandgap (PBG), the NLBCM equations are reduced to the well known NLS type equation by multiple scale analysis. As we consider the pulse propagation in a nonuniform FBG, the pulse propagation outside the PBG is governed by inhomogeneous NLS (INLS) rather than NLS. We then discuss the formation of soliton in the FBG known as Bragg soliton whose central frequency lies outside but close to the PBG of the grating structure. Further, we discuss Bragg soliton compression due to a delicate balance between the SPM and the varying grating induced dispersion. In addition, Bragg soliton collision, Bragg soliton switching and possible logic gates have also been discussed.

Keywords: Bragg grating, Nonuniform fiber, Nonlinear pulse.

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Authors: Toshinori Nawata, Hitoshi Takata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) for nonlinear systems with constrained input. Constant terms which arise from section wise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics.Parameters included in the control are suboptimally selectedby extremizing a combination of Hamiltonian and Lyapunov functions with the aid of the genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: Augmented Automatic Choosing Control, NonlinearControl, Genetic Algorithm, Hamiltonian, Lyapunovfunction

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Authors: A. K. Sharma, N. P. Patidar, G. Agnihotri, D. K. Palwalia

Abstract:

This paper presents the performance state analysis of Self-Excited Induction Generator (SEIG) using Artificial Bee Colony (ABC) optimization technique. The total admittance of the induction machine is minimized to calculate the frequency and magnetizing reactance corresponding to any rotor speed, load impedance and excitation capacitance. The performance of SEIG is calculated using the optimized parameter found. The results obtained by ABC algorithm are compared with results from numerical method. The results obtained coincide with the numerical method results. This technique proves to be efficient in solving nonlinear constrained optimization problems and analyzing the performance of SEIG.

Keywords: Artificial bee colony, Steady state analysis, Selfexcited induction generator, Nonlinear constrained optimization.

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Authors: Bhawna Tandon, Shiv Narayan, Jagdish Kumar

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This study proposes the transformation of nonlinear Magnetic Levitation System into linear one, via state and feedback transformations using explicit algorithm. This algorithm allows computing explicitly the linearizing state coordinates and feedback for any nonlinear control system, which is feedback linearizable, without solving the Partial Differential Equations. The algorithm is performed using a maximum of N-1 steps where N being the dimension of the system.

Keywords: Explicit Algorithm, Feedback Linearization, Nonlinear control, Magnetic Levitation System.

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Authors: Jaroslav Krutil, František Pochylý, Simona Fialová

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The article presents two mathematical models of the interaction between a rotating shaft and an incompressible fluid. The mathematical model includes both the journal bearings and the axially traversed hydrodynamic sealing gaps of hydraulic machines. A method is shown for the identification of additional effects of the fluid acting on the rotor of the machine, both for a linear and a nonlinear model. The interaction is expressed by matrices of mass, stiffness and damping.

Keywords: CFD modeling, hydrodynamic gap, matrices of mass, stiffness and damping, nonlinear mathematical model.

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Authors: Abolhassan Razminia, Mohammad-Ali Sadrnia

Abstract:

Chua’s circuit is one of the most important electronic devices that are used for Chaos and Bifurcation studies. A central role of secure communication is devoted to it. Since the adaptive control is used vastly in the linear systems control, here we introduce a new trend of application of adaptive method in the chaos controlling field. In this paper, we try to derive a new adaptive control scheme for Chua’s circuit controlling because control of chaos is often very important in practical operations. The novelty of this approach is for sake of its robustness against the external perturbations which is simulated as an additive noise in all measured states and can be generalized to other chaotic systems. Our approach is based on Lyapunov analysis and the adaptation law is considered for the feedback gain. Because of this, we have named it NAFT (Nonlinear Adaptive Feedback Technique). At last, simulations show the capability of the presented technique for Chua’s circuit.

Keywords: Chaos, adaptive control, nonlinear control, Chua's circuit.

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Authors: Qiuling Xie, Shanliang Zhu, Zongdi Sun

Abstract:

In this paper, we analyzed the correlation relationship among PM2.5 from other five Air Quality Indices (AQIs) based on the grey relational degree, and built a multivariate nonlinear regression equation model of PM2.5 and the five monitoring indexes. For the optimal control problem of PM2.5, we took the partial large Cauchy distribution of membership equation as satisfaction function. We established a nonlinear programming model with the goal of maximum performance to price ratio. And the optimal control scheme is given.

Keywords: Grey relational degree, multiple linear regression, membership function, nonlinear programming.

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Authors: M. A. Hajeeh

Abstract:

Pumping systems are an integral part of water desalination plants, their effective functioning is vital for the operation of a plant. In this research work, the reliability and availability of pressurized pumps in a reverse osmosis desalination plant are studied with the objective of finding configurations that provides optimal performance. Six configurations of a series system with different number of warm and cold standby components were examined. Closed form expressions for the mean time to failure (MTTF) and the long run availability are derived and compared under the assumption that the time between failures and repair times of the primary and standby components are exponentially distributed. Moreover, a cost/ benefit analysis is conducted in order to identify a configuration with the best performance and least cost. It is concluded that configurations with cold standby components are preferable especially when the pumps are of the size.

Keywords: Availability, Cost/ benefit, Mean time to failure, Pumps.

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Authors: Chien-Hua Lee, Cheng-Yi Chen

Abstract:

The stability test problem for homogeneous large-scale perturbed bilinear time-delay systems subjected to constrained inputs is considered in this paper. Both nonlinear uncertainties and interval systems are discussed. By utilizing the Lyapunove equation approach associated with linear algebraic techniques, several delay-independent criteria are presented to guarantee the robust stability of the overall systems. The main feature of the presented results is that although the Lyapunov stability theorem is used, they do not involve any Lyapunov equation which may be unsolvable. Furthermore, it is seen the proposed schemes can be applied to solve the stability analysis problem of large-scale time-delay systems.

Keywords: homogeneous bilinear system, constrained input, time-delay, uncertainty, transient response, decay rate.

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Authors: Yahya Naderi, Tohid Rahimi, Babak Yousefi, Seyed Hossein Hosseini

Abstract:

Today’s modern interconnected power system is highly complex in nature. In this, one of the most important requirements during the operation of the electric power system is the reliability and security. Power and frequency oscillation damping mechanism improve the reliability. Because of power system stabilizer (PSS) low speed response against of major fault such as three phase short circuit, FACTs devise that can control the network condition in very fast time, are becoming popular. But FACTs capability can be seen in a major fault present when nonlinear models of FACTs devise and power system equipment are applied. To realize this aim, the model of multi-machine power system with FACTs controller is developed in MATLAB/SIMULINK using Sim Power System (SPS) blockiest. Among the FACTs device, Static synchronous series compensator (SSSC) due to high speed changes its reactance characteristic inductive to capacitive, is effective power flow controller. Tuning process of controller parameter can be performed using different method. But Genetic Algorithm (GA) ability tends to use it in controller parameter tuning process. In this paper firstly POD controller is used to power oscillation damping. But in this station, frequency oscillation dos not has proper damping situation. So FOD controller that is tuned using GA is using that cause to damp out frequency oscillation properly and power oscillation damping has suitable situation.

Keywords: Power oscillation damping (POD), frequency oscillation damping (FOD), Static synchronous series compensator (SSSC), Genetic Algorithm (GA).

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Authors: R. J. Chang

Abstract:

A cyclostationary Gaussian linearization method is formulated for investigating the time average response of nonlinear system under sinusoidal signal and white noise excitation. The quantitative measure of cyclostationary mean, variance, spectrum of mean amplitude, and mean power spectral density of noise are analyzed. The qualitative response behavior of stochastic jump and bifurcation are investigated. The validity of the present approach in predicting the quantitative and qualitative statistical responses is supported by utilizing Monte Carlo simulations. The present analysis without imposing restrictive analytical conditions can be directly derived by solving non-linear algebraic equations. The analytical solution gives reliable quantitative and qualitative prediction of mean and noise response for the Duffing system subjected to both sinusoidal signal and white noise excitation.

Keywords: Cyclostationary, Duffing system, Gaussian linearization, sinusoidal signal and white noise.

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Authors: Akbar H. Borzabadi, Omid S. Fard

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In this paper we introduce an approach via optimization methods to find approximate solutions for nonlinear Fredholm integral equations of the first kind. To this purpose, we consider two stages of approximation. First we convert the integral equation to a moment problem and then we modify the new problem to two classes of optimization problems, non-constraint optimization problems and optimal control problems. Finally numerical examples is proposed.

Keywords: Fredholm integral equation, Optimization method, Optimal control, Nonlinear and linear programming

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Authors: Ali Reza Mehrabian, Caro Lucas

Abstract:

In this paper a new control strategy based on Brain Emotional Learning (BEL) model has been introduced. A modified BEL model has been proposed to increase the degree of freedom, controlling capability, reliability and robustness, which can be implemented in real engineering systems. The performance of the proposed BEL controller has been illustrated by applying it on different nonlinear uncertain systems, showing very good adaptability and robustness, while maintaining stability.

Keywords: Learning control systems, emotional decision making, nonlinear systems, adaptive control.

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Authors: Sofien Chtourou, Mohamed Chtourou, Omar Hammami

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Embedded systems need to respect stringent real time constraints. Various hardware components included in such systems such as cache memories exhibit variability and therefore affect execution time. Indeed, a cache memory access from an embedded microprocessor might result in a cache hit where the data is available or a cache miss and the data need to be fetched with an additional delay from an external memory. It is therefore highly desirable to predict future memory accesses during execution in order to appropriately prefetch data without incurring delays. In this paper, we evaluate the potential of several artificial neural networks for the prediction of instruction memory addresses. Neural network have the potential to tackle the nonlinear behavior observed in memory accesses during program execution and their demonstrated numerous hardware implementation emphasize this choice over traditional forecasting techniques for their inclusion in embedded systems. However, embedded applications execute millions of instructions and therefore millions of addresses to be predicted. This very challenging problem of neural network based prediction of large time series is approached in this paper by evaluating various neural network architectures based on the recurrent neural network paradigm with pre-processing based on the Self Organizing Map (SOM) classification technique.

Keywords: Address, data set, memory, prediction, recurrentneural network.

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Authors: Weng Ming Chu

Abstract:

When faced with stochastic networks with an uncertain duration for their activities, the securing of network completion time becomes problematical, not only because of the non-identical pdf of duration for each node, but also because of the interdependence of network paths. As evidenced by Adlakha & Kulkarni [1], many methods and algorithms have been put forward in attempt to resolve this issue, but most have encountered this same large-size network problem. Therefore, in this research, we focus on network reduction through a Series/Parallel combined mechanism. Our suggested algorithm, named the Activity Network Reduction Algorithm (ANRA), can efficiently transfer a large-size network into an S/P Irreducible Network (SPIN). SPIN can enhance stochastic network analysis, as well as serve as the judgment of symmetry for the Graph Theory.

Keywords: Series/Parallel network, Stochastic network, Network reduction, Interdictive Graph, Complexity Index.

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Authors: Nemat Abazari, Reza Abazari

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In this work, we successfully extended one-dimensional differential transform method (DTM), by presenting and proving some theorems, to solving nonlinear high-order multi-pantograph equations. This technique provides a sequence of functions which converges to the exact solution of the problem. Some examples are given to demonstrate the validity and applicability of the present method and a comparison is made with existing results.

Keywords: Nonlinear multi-pantograph equation, delay differential equation, differential transformation method, proportional delay conditions, closed form solution.

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Authors: Irwin Ma, Tony Wong, Thiagas Sankar

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By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.

Keywords: Discrete stochastic optimization, genetic algorithms, genetic programming, volatility forecast

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Authors: Xia Cui, Guang-wei Yuan, Jing-yan Yue

Abstract:

A Picard-Newton iteration method is studied to accelerate the numerical solution procedure of a class of two-dimensional nonlinear coupled parabolic-hyperbolic system. The Picard-Newton iteration is designed by adding higher-order terms of small quantity to an existing Picard iteration. The discrete functional analysis and inductive hypothesis reasoning techniques are used to overcome difficulties coming from nonlinearity and coupling, and theoretical analysis is made for the convergence and approximation properties of the iteration scheme. The Picard-Newton iteration has a quadratic convergent ratio, and its solution has second order spatial approximation and first order temporal approximation to the exact solution of the original problem. Numerical tests verify the results of the theoretical analysis, and show the Picard-Newton iteration is more efficient than the Picard iteration.

Keywords: Nonlinearity, iterative acceleration, coupled parabolic hyperbolic system, quadratic convergence, numerical analysis.

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Authors: M. E. Abou-Hashem El Dib, M. K. Swailem, M. M. Metwally, A. I. El Awady

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The present work illustrates a parametric study for the effect of stiffeners on the performance of slender built up steel I-columns. To achieve the desired analysis, finite element technique is used to develop nonlinear three-dimensional models representing the investigated columns. The finite element program (ANSYS 13.0) is used as a calculation tool for the necessary nonlinear analysis. A validation of the obtained numerical results is achieved. The considered parameters in the study are the column slenderness ratio and the horizontal stiffener's dimensions as well as the number of stiffeners. The dimensions of the stiffeners considered in the analysis are the stiffener width and the stiffener thickness. Numerical results signify a considerable effect of stiffeners on the performance and failure load of slender built up steel I-columns.

Keywords: Steel I-columns, local buckling, slender, stiffener, thin walled section.

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Authors: Rana Khalid Naeem, Asif Mansoor

Abstract:

The hydrologic time series data display periodic structure and periodic autoregressive process receives considerable attention in modeling of such series. In this communication long term record of monthly waste flow of Lyari river is utilized to quantify by using PAR modeling technique. The parameters of model are estimated by using Frances & Paap methodology. This study shows that periodic autoregressive model of order 2 is the most parsimonious model for assessing periodicity in waste flow of the river. A careful statistical analysis of residuals of PAR (2) model is used for establishing goodness of fit. The forecast by using proposed model confirms significance and effectiveness of the model.

Keywords: Diagnostic checks, Lyari river, Model selection, Monthly waste flow, Periodicity, Periodic autoregressive model.

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Authors: Mahdi Kiani, Hassan Salarieh, Aria Alasty, S. Mahdi Darbandi

Abstract:

The design and implementation of the hybrid control method for a three-pole active magnetic bearing (AMB) is proposed in this paper. The system is inherently nonlinear and conventional nonlinear controllers are a little complicated, while the proposed hybrid controller has a piecewise linear form, i.e. linear in each sub-region. A state-feedback hybrid controller is designed in this study, and the unmeasurable states are estimated by an observer. The gains of the hybrid controller are obtained by the Linear Quadratic Regulator (LQR) method in each sub-region. To evaluate the performance, the designed controller is implemented on an experimental setup in static mode. The experimental results show that the proposed method can efficiently stabilize the three-pole AMB system. The simplicity of design, domain of attraction, uncomplicated control law, and computational time are advantages of this method over other nonlinear control strategies in AMB systems.

Keywords: Active magnetic bearing, three pole AMB, hybrid control, Lyapunov function.

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Authors: Shishen Xie

Abstract:

In this article two algorithms, one based on variation iteration method and the other on Adomian's decomposition method, are developed to find the numerical solution of an initial value problem involving the non linear integro differantial equation where R is a nonlinear operator that contains partial derivatives with respect to x. Special cases of the integro-differential equation are solved using the algorithms. The numerical solutions are compared with analytical solutions. The results show that these two methods are efficient and accurate with only two or three iterations

Keywords: variation iteration method, decomposition method, nonlinear integro-differential equations

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Authors: Sidhartha Panda, N.P.Padhy, R.N.Patel

Abstract:

This paper presents a procedure for modeling and tuning the parameters of Thyristor Controlled Series Compensation (TCSC) controller in a multi-machine power system to improve transient stability. First a simple transfer function model of TCSC controller for stability improvement is developed and the parameters of the proposed controller are optimally tuned. Genetic algorithm (GA) is employed for the optimization of the parameter-constrained nonlinear optimization problem implemented in a simulation environment. By minimizing an objective function in which the oscillatory rotor angle deviations of the generators are involved, transient stability performance of the system is improved. The proposed TCSC controller is tested on a multi-machine system and the simulation results are presented. The nonlinear simulation results validate the effectiveness of proposed approach for transient stability improvement in a multimachine power system installed with a TCSC. The simulation results also show that the proposed TCSC controller is also effective in damping low frequency oscillations.

Keywords: Genetic algorithm, TCSC, transient stability, multimachinepower system.

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