Search results for: Time Delay Estimation

Authors: Tomohiro Ando, Satoshi Yamashita

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The objective of this study is to propose a statistical modeling method which enables simultaneous term structure estimation of the risk-free interest rate, hazard and loss given default, incorporating the characteristics of the bond issuing company such as credit rating and financial information. A reduced form model is used for this purpose. Statistical techniques such as spline estimation and Bayesian information criterion are employed for parameter estimation and model selection. An empirical analysis is conducted using the information on the Japanese bond market data. Results of the empirical analysis confirm the usefulness of the proposed method.

Keywords: Empirical Bayes, Hazard term structure, Loss given default.

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Authors: Abdel-Aziz M. Mohamed, Nermeen Coutry

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Lead time is a critical measure of a supply chain's performance. It impacts both the customer satisfactions as well as the total cost of inventory. This paper presents the result of a study on the analysis of the customer order lead-time for a multinational company. In the study, the lead time was divided into three stages respectively: order entry, order fulfillment, and order delivery. A sample of size 2,425 order lines was extracted from the company's records to use for this study. The sample data entails information regarding customer orders from the time of order entry until order delivery. Data regarding the lead time of each stage for different orders were also provided. Summary statistics on lead time data reveals that about 30% of the orders were delivered later than the scheduled due date. The result of the multiple linear regression analysis technique revealed that component type, logistics parameter, order size and the customer type have significant impacts on lead time. Data analysis on the stages of lead time indicates that stage 2 consumed over 50% of the lead time. Pareto analysis was made to study the reasons for the customer order delay in each stage. Recommendation was given to resolve the problem.

Keywords: Lead time reduction, customer satisfaction, service quality, statistical analysis.

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Authors: Oğuzhan Urhan

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In this paper, an improved motion estimation (ME) approach based on weighted constrained one-bit transform is proposed for block-based ME employed in video encoders. Binary ME approaches utilize low bit-depth representation of the original image frames with a Boolean exclusive-OR based hardware efficient matching criterion to decrease computational burden of the ME stage. Weighted constrained one-bit transform (WC‑1BT) based approach improves the performance of conventional C-1BT based ME employing 2-bit depth constraint mask instead of a 1-bit depth mask. In this work, the range of constraint mask is further extended to increase ME performance of WC-1BT approach. Experiments reveal that the proposed method provides better ME accuracy compared existing similar ME methods in the literature.

Keywords: Fast motion estimation, low-complexity motion estimation, video coding.

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Authors: Aleksandar Zhelyazkov, Daniele Zonta, Helmut Wenzel, Peter Furtner

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In the current research structural health monitoring is considered for addressing the critical issue of post-earthquake damage detection. A non-standard approach for damage detection via acoustic emission is presented - acoustic emissions are monitored in the low frequency range (up to 120 Hz). Such emissions are termed high-frequency transients. Further a damage indicator defined as the Time-Ratio Damage Indicator is introduced. The indicator relies on time-instance measurements of damage initiation and deformation peaks. Based on the time-instance measurements a procedure for estimation of the maximum drift ratio is proposed. Monitoring data is used from a shaking-table test of a full-scale reinforced concrete bridge pier. Damage of the experimental column is successfully detected and the proposed damage indicator is calculated.

Keywords: Acoustic emission, Damage detection, Shaking table test, Structural health monitoring, High-frequency transients.

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Authors: Mustafa Abdalla, Khaled A. Madi, Rajab Farhat

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An array antenna system with innovative signal processing can improve the resolution of a source direction of arrival (DoA) estimation. High resolution techniques take the advantage of array antenna structures to better process the incoming waves. They also have the capability to identify the direction of multiple targets. This paper investigates performance of the DOA estimation algorithm namely; Capon and MUSIC on the uniform linear array (ULA). The simulation results show that in Capon and MUSIC algorithm the resolution of the DOA techniques improves as number of snapshots, number of array elements, signal-to-noise ratio and separation angle between the two sources θ increases.

Keywords: Antenna array, Capon, MUSIC, Direction-of-arrival estimation, signal processing, uniform linear arrays.

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Authors: Saima Ali, Pathamanathan Rajeev, Imteaz A. Monzur

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In this paper, a brief review of the corrosion mechanism in buried pipe and modes of failure is provided together with the available corrosion models. Moreover, the sensitivity analysis is performed to understand the influence of corrosion model parameters on the remaining life estimation. Further, the probabilistic analysis is performed to propagate the uncertainty in the corrosion model on the estimation of the renaming life of the pipe. Finally, the comparison among the corrosion models on the basis of the remaining life estimation will be provided to improve the renewal plan.

Keywords: Corrosion, pit depth, sensitivity analysis, exposure period.

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Authors: Yanling Zhu, Kai Wang

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By means of Mawhin’s continuation theorem, we study a kind of third-order p-Laplacian functional differential equation with distributed delay in the form: ϕp(x (t)) = g  t,  0 −τ x(t + s) dα(s)  + e(t), some criteria to guarantee the existence of periodic solutions are obtained.

Keywords: p–Laplacian, distributed delay, periodic solution, Mawhin's continuation theorem.

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Authors: Jin Zhang, Wing Lon Ng

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In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.

Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.

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Authors: Sunaitan Al Mutairi

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A perfect start is a key factor for project completion on time. The study examined the effects of delayed mobilization of resources during the initial phases of the project. This paper mainly highlights the identification and categorization of all delays during the initial construction phase and their root cause analysis with corrective/control measures for the Kuwait Oil Company oil and gas projects. A relatively good percentage of the delays identified during the project execution (Contract award to end of defects liability period) attributed to mobilization/preliminary activity delays. Data analysis demonstrated significant increase in average project delay during the last five years compared to the previous period. Contractors had delays/issues during the initial phase, which resulted in slippages and progressively increased, resulting in time and cost overrun. Delays/issues not mitigated on time during the initial phase had very high impact on project completion. Data analysis of the delays for the past five years was carried out using trend chart, scatter plot, process map, box plot, relative importance index and Pareto chart. Construction of any project inside the Gathering Centers involves complex management skills related to work force, materials, plant, machineries, new technologies etc. Delay affects completion of projects and compromises quality, schedule and budget of project deliverables. Works executed as per plan during the initial phase and start-up duration of the project construction activities resulted in minor slippages/delays in project completion. In addition, there was a good working environment between client and contractor resulting in better project execution and management. Mainly, the contractor was on the front foot in the execution of projects, which had minimum/no delays during the initial and construction period. Hence, having a perfect start during the initial construction phase shall have a positive influence on the project success. Our research paper studies each type of delay with some real example supported by statistic results and suggests mitigation measures. Detailed analysis carried out with all stakeholders based on impact and occurrence of delays to have a practical and effective outcome to mitigate the delays. The key to improvement is to have proper control measures and periodic evaluation/audit to ensure implementation of the mitigation measures. The focus of this research is to reduce the delays encountered during the initial construction phase of the project life cycle.

Keywords: Construction activities delays, delay analysis for construction projects, mobilization delays, oil and gas projects delays.

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Authors: Jirawat Thaenthong, Steven Gordon

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MANEMO is the integration of Network Mobility (NEMO) and Mobile Ad Hoc Network (MANET). A MANEMO node has an interface to both a MANET and NEMO network, and therefore should choose the optimal interface for packet delivery, however such a handover between interfaces will introduce packet loss. We define the steps necessary for a MANEMO handover, using Mobile IP and NEMO to signal the new binding to the relevant Home Agent(s). The handover steps aim to minimize the packet loss by avoiding waiting for Duplicate Address Detection and Neighbour Unreachability Detection. We present expressions for handover delay and packet loss, and then use numerical examples to evaluate a MANEMO handover. The analysis shows how the packet loss depends on level of nesting within NEMO, the delay between Home Agents and the load on the MANET, and hence can be used to developing optimal MANEMO handover algorithms.

Keywords: IP mobility, handover, MANET, network mobility

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Authors: Yohei Saika, Hiroki Sakaematsu, Shota Akiyama

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We investigated statistical performance of Bayesian inference using maximum entropy and MAP estimation for several models which approximated wave-fronts in remote sensing using SAR interferometry. Using Monte Carlo simulation for a set of wave-fronts generated by assumed true prior, we found that the method of maximum entropy realized the optimal performance around the Bayes-optimal conditions by using model of the true prior and the likelihood representing optical measurement due to the interferometer. Also, we found that the MAP estimation regarded as a deterministic limit of maximum entropy almost achieved the same performance as the Bayes-optimal solution for the set of wave-fronts. Then, we clarified that the MAP estimation perfectly carried out phase unwrapping without using prior information, and also that the MAP estimation realized accurate phase unwrapping using conjugate gradient (CG) method, if we assumed the model of the true prior appropriately.

Keywords: Bayesian inference using maximum entropy, MAP estimation using conjugate gradient method, SAR interferometry.

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Authors: Jaswinder Kaur, Satwinder Singh, Karanjeet Singh Kahlon

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Accurate software cost estimates are critical to both developers and customers. They can be used for generating request for proposals, contract negotiations, scheduling, monitoring and control. The exact relationship between the attributes of the effort estimation is difficult to establish. A neural network is good at discovering relationships and pattern in the data. So, in this paper a comparative analysis among existing Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model and Neural Network Based Model is performed. Neural Network has outperformed the other considered models. Hence, we proposed Neural Network system as a soft computing approach to model the effort estimation of the software systems.

Keywords: Effort Estimation, Neural Network, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model.

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Authors: Yong Li

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The paper is concerned with the existence of solution of nonlinear second order neutral stochastic differential inclusions with infinite delay in a Hilbert Space. Sufficient conditions for the existence are obtained by using a fixed point theorem for condensing maps.

Keywords: Mild solution, Convex multivalued map, Neutral stochastic differential inclusions.

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Authors: Vahid R. Asghari, Mehrdad Ardebilipour

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In the context of spectrum surveillance, a new method to recover the code of spread spectrum signal is presented, while the receiver has no knowledge of the transmitter-s spreading sequence. In our previous paper, we used Genetic algorithm (GA), to recover spreading code. Although genetic algorithms (GAs) are well known for their robustness in solving complex optimization problems, but nonetheless, by increasing the length of the code, we will often lead to an unacceptable slow convergence speed. To solve this problem we introduce Particle Swarm Optimization (PSO) into code estimation in spread spectrum communication system. In searching process for code estimation, the PSO algorithm has the merits of rapid convergence to the global optimum, without being trapped in local suboptimum, and good robustness to noise. In this paper we describe how to implement PSO as a component of a searching algorithm in code estimation. Swarm intelligence boasts a number of advantages due to the use of mobile agents. Some of them are: Scalability, Fault tolerance, Adaptation, Speed, Modularity, Autonomy, and Parallelism. These properties make swarm intelligence very attractive for spread spectrum code estimation. They also make swarm intelligence suitable for a variety of other kinds of channels. Our results compare between swarm-based algorithms and Genetic algorithms, and also show PSO algorithm performance in code estimation process.

Keywords: Code estimation, Particle Swarm Optimization(PSO), Spread spectrum.

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Authors: Ali Beydoun, Hamzé H. Alaeddine

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One of the main challenges in MIMO-OFDM system to achieve the expected performances in terms of data rate and robustness against multi-path fading channels is the channel estimation. Several methods were proposed in the literature based on either least square (LS) or minimum mean squared error (MMSE) estimators. These methods present high implementation complexity as they require the inversion of large matrices. In order to overcome this problem and to reduce the complexity, this paper presents a solution that benefits from the use of the STBC encoder and transforms the channel estimation process into a set of simple linear operations. The proposed method is evaluated via simulation in AWGN-Rayleigh fading channel. Simulation results show a maximum reduction of 6.85% of the bit error rate (BER) compared to the one obtained with the ideal case where the receiver has a perfect knowledge of the channel.

Keywords: Channel estimation, MIMO, OFDM, STBC, CAZAC sequence.

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Authors: Khaled M. EL-Naggar

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Synchronizing and damping torque coefficients of a synchronous machine can give a quite clear picture for machine behavior during transients. These coefficients are used as a power system transient stability measurement. In this paper, a crow search optimization algorithm is presented and implemented to study the power system stability during transients. The algorithm makes use of the machine responses to perform the stability study in time domain. The problem is formulated as a dynamic estimation problem. An objective function that minimizes the error square in the estimated coefficients is designed. The method is tested using practical system with different study cases. Results are reported and a thorough discussion is presented. The study illustrates that the proposed method can estimate the stability coefficients for the critical stable cases where other methods may fail. The tests proved that the proposed tool is an accurate and reliable tool for estimating the machine coefficients for assessment of power system stability.

Keywords: Optimization, estimation, synchronous, machine, crow search.

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Authors: Y. N. Phang, E. F. Loh

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Zero inflated Strict Arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, maximum likelihood estimation method is used in estimating the parameters for zero inflated strict arcsine model. Bootstrapping is then employed to compute the confidence intervals for the estimated parameters.

Keywords: overdispersed count data, maximum likelihood estimation, simulated annealing, BCa confidence intervals.

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Authors: G.Ramana Murthy, C.Senthilpari, P.Velrajkumar, Lim Tien Sze

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The proposed multiplexer-based novel 1-bit full adder cell is schematized by using DSCH2 and its layout is generated by using microwind VLSI CAD tool. The adder cell layout interconnect analysis is performed by using BSIM4 layout analyzer. The adder circuit is compared with other six existing adder circuits for parametric analysis. The proposed adder cell gives better performance than the other existing six adder circuits in terms of power, propagation delay and PDP. The proposed adder circuit is further analyzed for interconnect analysis, which gives better performance than other adder circuits in terms of layout thickness, width and height.

Keywords: Full Adder, Interconnect Analysis, Low-Power, Multiplexer, Propagation Delay, Parametric Analysis.

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Authors: Efstratios Doukakis, Nikolaos Petrelis

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All climate models agree that the temperature in Greece will increase in the range of 1° to 2°C by the year 2030 and mean sea level in Mediterranean is expected to rise at the rate of 5 cm/decade. The aim of the present paper is the estimation of the coastline displacement driven by the climate change and sea level rise. In order to achieve that, all known statistical and non-statistical computational methods are employed on some Greek coastal areas. Furthermore, Kalman filtering techniques are for the first time introduced, formulated and tested. Based on all the above, shoreline change signals and noises are computed and an inter-comparison between the different methods can be deduced to help evaluating which method is most promising as far as the retrieve of shoreline change rate is concerned.

Keywords: Climate Change, Coastal Displacement, KalmanFilter

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Authors: Ilaria Lucrezia Amerise

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The statistical modelling of precipitation data for a given portion of territory is fundamental for the monitoring of climatic conditions and for Hydrogeological Management Plans (HMP). This modelling is rendered particularly complex by the changes taking place in the frequency and intensity of precipitation, presumably to be attributed to the global climate change. This paper applies the Wakeby distribution (with 5 parameters) as a theoretical reference model. The number and the quality of the parameters indicate that this distribution may be the appropriate choice for the interpolations of the hydrological variables and, moreover, the Wakeby is particularly suitable for describing phenomena producing heavy tails. The proposed estimation methods for determining the value of the Wakeby parameters are the same as those used for density functions with heavy tails. The commonly used procedure is the classic method of moments weighed with probabilities (probability weighted moments, PWM) although this has often shown difficulty of convergence, or rather, convergence to a configuration of inappropriate parameters. In this paper, we analyze the problem of the likelihood estimation of a random variable expressed through its quantile function. The method of maximum likelihood, in this case, is more demanding than in the situations of more usual estimation. The reasons for this lie, in the sampling and asymptotic properties of the estimators of maximum likelihood which improve the estimates obtained with indications of their variability and, therefore, their accuracy and reliability. These features are highly appreciated in contexts where poor decisions, attributable to an inefficient or incomplete information base, can cause serious damages.

Keywords: Generalized extreme values (GEV), likelihood estimation, precipitation data, Wakeby distribution.

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Authors: D. Muley, H. S. Al-Mandhari

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This paper evaluates the performance of a multi-lane four legged modern roundabout operating in Muscat using SIDRA model. The performance measures include Degree of Saturation (DOS), average delay, and queue lengths. The geometric and traffic data were used for model preparation. Gap acceptance parameters, critical gap and follow up headway, were used for calibration of SIDRA model. The results from the analysis showed that currently the roundabout is experiencing delays up to 610 seconds per vehicle with DOS 1.67 during peak hour. Further, sensitivity analysis for general and roundabout parameters was performed, amongst lane width, cruise speed, inscribed diameter, entry radius and entry angle showed that inscribed diameter is most crucial factor affecting delay and DOS. Up gradation of roundabout to fully signalized junction was found as the suitable solution which will serve for future years with LOS C for design year having DOS of 0.9 with average control delay of 51.9 seconds per vehicle.

Keywords: Performance analysis, roundabout, sensitivity analysis, SIDRA.

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Authors: S. Balaji, M. Rajaram, Y. Harold Robinson, E. Golden Julie

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Delay Tolerant Networks (DTN) which have sufficient state information include trajectory and contact information, to protect routing efficiency. However, state information is dynamic and hard to obtain without a global and/or long-term collection process. To deal with these problems, the internal social features of each node are introduced in the network to perform the routing process. This type of application is motivated from several human contact networks where people contact each other more frequently if they have more social features in common. Two unique processes were developed for this process; social feature extraction and multipath routing. The routing method then becomes a hypercube–based feature matching process. Furthermore, the effectiveness of multipath routing is evaluated and compared to that of single-path routing.

Keywords: Delay tolerant networks, entropy, human contact networks, hyper cubes, multipath Routing, social features.

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Authors: Aditya Pratap Singh, Pradeep Tomar

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Software reusability is an essential characteristic of Component-Based Software (CBS). The component reusability is an important assess for the effective reuse of components in CBS. The attributes of reusability proposed by various researchers are studied and four of them are identified as potential factors affecting reusability. This paper proposes metric for reusability estimation of black-box software component along with metrics for Interface Complexity, Understandability, Customizability and Reliability. An experiment is performed for estimation of reusability through a case study on a sample web application using a real world component.

Keywords: Component-based software, component reusability, customizability, interface complexity, reliability, understandability.

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Authors: Amir Rastegarnia, Mohammad Ali Tinati, Azam Khalili

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In this paper we consider the problem of distributed adaptive estimation in wireless sensor networks for two different observation noise conditions. In the first case, we assume that there are some sensors with high observation noise variance (noisy sensors) in the network. In the second case, different variance for observation noise is assumed among the sensors which is more close to real scenario. In both cases, an initial estimate of each sensor-s observation noise is obtained. For the first case, we show that when there are such sensors in the network, the performance of conventional distributed adaptive estimation algorithms such as incremental distributed least mean square (IDLMS) algorithm drastically decreases. In addition, detecting and ignoring these sensors leads to a better performance in a sense of estimation. In the next step, we propose a simple algorithm to detect theses noisy sensors and modify the IDLMS algorithm to deal with noisy sensors. For the second case, we propose a new algorithm in which the step-size parameter is adjusted for each sensor according to its observation noise variance. As the simulation results show, the proposed methods outperforms the IDLMS algorithm in the same condition.

Keywords: Distributes estimation, sensor networks, adaptive filter, IDLMS.

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Authors: Daiming Wang

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In this paper, a neutral impulsive competition system with distributed delays is studied by using Mawhin-s coincidence degree theory and the mean value theorem of differential calculus. Sufficient conditions on the existence of positive periodic solution of the system are obtained.

Keywords: Neutral impulsive delay system, competitive system, coincidence degree, periodic solution, existence.

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Authors: Changjin Xu

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In this paper, we consider a two-neuron system with time-delayed connections between neurons. By analyzing the associated characteristic transcendental equation, its linear stability is investigated and Hopf bifurcation is demonstrated. Some explicit formulae for determining the stability and the direction of the Hopf bifurcation periodic solutions bifurcating from Hopf bifurcations are obtained by using the normal form theory and center manifold theory. Some numerical simulation results are given to support the theoretical predictions. Finally, main conclusions are given.

Keywords: Two-neuron system, delay, stability, Hopf bifurcation.

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Authors: Bobby Anak John, Zamri Noranai, Md. Norrizam Mohmad Jaat, Hamidon Salleh, Mohammad Zainal Md Yusof

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Air conditioning is mainly use as human comfort cooling medium. It use more in high temperatures are country such as Malaysia. Proper estimation of cooling load will archive ideal temperature. Without proper estimation can lead to over estimation or under estimation. The ideal temperature should be comfort enough. This study is to develop a program to calculate an ideal cooling load demand, which is match with heat gain. Through this study, it is easy to calculate cooling load estimation. Objective of this study are to develop user-friendly and easy excess cooling load program. This is to insure the cooling load can be estimate by any of the individual rather than them using rule-of-thumb. Developed software is carryout by using Matlab-GUI. These developments are only valid for common building in Malaysia only. An office building was select as case study to verify the applicable and accuracy of develop software. In conclusion, the main objective has successfully where developed software is user friendly and easily to estimate cooling load demand.

Keywords: Cooling Load, Heat Gain, Building and GUI.

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Authors: Amir Khalid, B. Manshoor

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The mixture formation prior to the ignition process plays as a key element in the diesel combustion. Parametric studies of mixture formation and ignition process in various injection parameter has received considerable attention in potential for reducing emissions. Purpose of this study is to clarify the effects of injection pressure on mixture formation and ignition especially during ignition delay period, which have to be significantly influences throughout the combustion process and exhaust emissions. This study investigated the effects of injection pressure on diesel combustion fundamentally using rapid compression machine. The detail behavior of mixture formation during ignition delay period was investigated using the schlieren photography system with a high speed camera. This method can capture spray evaporation, spray interference, mixture formation and flame development clearly with real images. Ignition process and flame development were investigated by direct photography method using a light sensitive high-speed color digital video camera. The injection pressure and air motion are important variable that strongly affect to the fuel evaporation, endothermic and prolysis process during ignition delay. An increased injection pressure makes spray tip penetration longer and promotes a greater amount of fuel-air mixing occurs during ignition delay. A greater quantity of fuel prepared during ignition delay period thus predominantly promotes more rapid heat release.

Keywords: Mixture Formation, Diesel Combustion, Ignition Process, Spray, Rapid Compression Machine.

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Authors: Miaomiao Yang, Shouming Zhong

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This paper studies the problem of stability criteria for neural networks with two additive time-varying delays.A new Lyapunov-Krasovskii function is constructed and some new delay dependent stability criterias are derived in the terms of linear matrix inequalities(LMI), zero equalities and reciprocally convex approach.The several stability criterion proposed in this paper is simpler and effective. Finally,numerical examples are provided to demonstrate the feasibility and effectiveness of our results.

Keywords: Stability, Neural networks, Linear Matrix Inequalities (LMI) , Lyapunov function, Time-varying delays

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Authors: Yngvar Berg, Omid Mirmotahari

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In this paper we ultra low-voltage and high speed CMOS domino logic. For supply voltages below 500mV the delay for a ultra low-voltage NAND2 gate is aproximately 10% of a complementary CMOS inverter. Furthermore, the delay variations due to mismatch is much less than for conventional CMOS. Differential domino gates for AND/NAND and OR/NOR operation are presented.

Keywords: Low-voltage, high-speed, NAND, NOR, CMOS.

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