Search results for: constant modulus algorithm
1038 A Tutorial on Dynamic Simulation of DC Motor and Implementation of Kalman Filter on a Floating Point DSP
Authors: Padmakumar S., Vivek Agarwal, Kallol Roy
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With the advent of inexpensive 32 bit floating point digital signal processor-s availability in market, many computationally intensive algorithms such as Kalman filter becomes feasible to implement in real time. Dynamic simulation of a self excited DC motor using second order state variable model and implementation of Kalman Filter in a floating point DSP TMS320C6713 is presented in this paper with an objective to introduce and implement such an algorithm, for beginners. A fractional hp DC motor is simulated in both Matlab® and DSP and the results are included. A step by step approach for simulation of DC motor in Matlab® and “C" routines in CC Studio® is also given. CC studio® project file details and environmental setting requirements are addressed. This tutorial can be used with 6713 DSK, which is based on floating point DSP and CC Studio either in hardware mode or in simulation mode.
Keywords: DC motor, DSP, Dynamic simulation, Kalman Filter
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30151037 Identifying Unknown Dynamic Forces Applied on Two Dimensional Frames
Authors: H. Katkhuda
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A time domain approach is used in this paper to identify unknown dynamic forces applied on two dimensional frames using the measured dynamic structural responses for a sub-structure in the two dimensional frame. In this paper a sub-structure finite element model with short length of measurement from only three or four accelerometers is required, and an iterative least-square algorithm is used to identify the unknown dynamic force applied on the structure. Validity of the method is demonstrated with numerical examples using noise-free and noise-contaminated structural responses. Both harmonic and impulsive forces are studied. The results show that the proposed approach can identify unknown dynamic forces within very limited iterations with high accuracy and shows its robustness even noise- polluted dynamic response measurements are utilized.
Keywords: Dynamic Force Identification, Dynamic Responses, Sub-structure and Time Domain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15331036 Fuzzy C-Means Clustering Algorithm for Voltage Stability in Large Power Systems
Authors: Mohamad R. Khaldi, Christine S. Khoury, Guy M. Naim
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The steady-state operation of maintaining voltage stability is done by switching various controllers scattered all over the power network. When a contingency occurs, whether forced or unforced, the dispatcher is to alleviate the problem in a minimum time, cost, and effort. Persistent problem may lead to blackout. The dispatcher is to have the appropriate switching of controllers in terms of type, location, and size to remove the contingency and maintain voltage stability. Wrong switching may worsen the problem and that may lead to blackout. This work proposed and used a Fuzzy CMeans Clustering (FCMC) to assist the dispatcher in the decision making. The FCMC is used in the static voltage stability to map instantaneously a contingency to a set of controllers where the types, locations, and amount of switching are induced.Keywords: Fuzzy logic, Power system control, Reactive power control, Voltage control
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18851035 Simulation of the Performance of Novel Nonlinear Optimal Control Technique on Two Cart-inverted Pendulum System
Authors: B. Baigzadeh, V.Nazarzehi, H.Khaloozadeh
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The two cart inverted pendulum system is a good bench mark for testing the performance of system dynamics and control engineering principles. Devasia introduced this system to study the asymptotic tracking problem for nonlinear systems. In this paper the problem of asymptotic tracking of the two-cart with an inverted-pendulum system to a sinusoidal reference inputs via introducing a novel method for solving finite-horizon nonlinear optimal control problems is presented. In this method, an iterative method applied to state dependent Riccati equation (SDRE) to obtain a reliable algorithm. The superiority of this technique has been shown by simulation and comparison with the nonlinear approach.Keywords: Nonlinear optimal control, State dependent Riccatiequation, Asymptotic tracking, inverted pendulum
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15891034 Development of the Academic Model to Predict Student Success at VUT-FSASEC Using Decision Trees
Authors: Langa Hendrick Musawenkosi, Twala Bhekisipho
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The success or failure of students is a concern for every academic institution, college, university, governments and students themselves. Several approaches have been researched to address this concern. In this paper, a view is held that when a student enters a university or college or an academic institution, he or she enters an academic environment. The academic environment is unique concept used to develop the solution for making predictions effectively. This paper presents a model to determine the propensity of a student to succeed or fail in the French South African Schneider Electric Education Center (FSASEC) at the Vaal University of Technology (VUT). The Decision Tree algorithm is used to implement the model at FSASEC.
Keywords: Academic environment model, decision trees, FSASEC, K-nearest neighbor, machine learning, popularity index, support vector machine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11371033 Real-Time Hand Tracking and Gesture Recognition System Using Neural Networks
Authors: Tin Hninn Hninn Maung
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This paper introduces a hand gesture recognition system to recognize real time gesture in unstrained environments. Efforts should be made to adapt computers to our natural means of communication: Speech and body language. A simple and fast algorithm using orientation histograms will be developed. It will recognize a subset of MAL static hand gestures. A pattern recognition system will be using a transforrn that converts an image into a feature vector, which will be compared with the feature vectors of a training set of gestures. The final system will be Perceptron implementation in MATLAB. This paper includes experiments of 33 hand postures and discusses the results. Experiments shows that the system can achieve a 90% recognition average rate and is suitable for real time applications.
Keywords: Hand gesture recognition, Orientation Histogram, Myanmar Alphabet Language, Perceptronnetwork, MATLAB.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 46971032 A New Approach to Steganography using Sinc-Convolution Method
Authors: Ahmad R. Naghsh-Nilchi, Latifeh Pourmohammadbagher
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Both image steganography and image encryption have advantages and disadvantages. Steganograhy allows us to hide a desired image containing confidential information in a covered or host image while image encryption is decomposing the desired image to a non-readable, non-comprehended manner. The encryption methods are usually much more robust than the steganographic ones. However, they have a high visibility and would provoke the attackers easily since it usually is obvious from an encrypted image that something is hidden! The combination of steganography and encryption will cover both of their weaknesses and therefore, it increases the security. In this paper an image encryption method based on sinc-convolution along with using an encryption key of 128 bit length is introduced. Then, the encrypted image is covered by a host image using a modified version of JSteg steganography algorithm. This method could be applied to almost all image formats including TIF, BMP, GIF and JPEG. The experiment results show that our method is able to hide a desired image with high security and low visibility.Keywords: Sinc Approximation, Image Encryption, Sincconvolution, Image Steganography, JSTEG.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18281031 A Comprehensive model for developing of Steer-By-Wire System
Authors: Reza Kazemi , Iman Mousavinejad
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Steer-By-Wire ( SBW ) has several advantages of packaging flexibility , advanced vehicle control system ,and superior performance . SBW has no mechanical linkage between the steering gear and the steering column. It is possible to control the steering wheel and the front-wheel steering independently. SBW system is composed of two motors controlled by ECU. One motor in the steering wheel is to improve the driver's steering feel and the other motor in the steering linkage is to improve the vehicle maneuverability and stability. This paper shows a new approach at modeling of SBW system by Bond Graph theory. The mechanical parts , the steering wheel motor and the front wheel motor will be modeled by this theory. The work in the paper will help to guide further researches on control algorithm of the SBW system .
Keywords: Steer-By-Wire ( SBW ), Bond Graph theory, Electronic-Control-Unit ( ECU ) , Modeling
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36521030 2.5D Face Recognition Using Gabor Discrete Cosine Transform
Authors: Ali Cheraghian, Farshid Hajati, Soheila Gheisari, Yongsheng Gao
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In this paper, we present a novel 2.5D face recognition method based on Gabor Discrete Cosine Transform (GDCT). In the proposed method, the Gabor filter is applied to extract feature vectors from the texture and the depth information. Then, Discrete Cosine Transform (DCT) is used for dimensionality and redundancy reduction to improve computational efficiency. The system is combined texture and depth information in the decision level, which presents higher performance compared to methods, which use texture and depth information, separately. The proposed algorithm is examined on publically available Bosphorus database including models with pose variation. The experimental results show that the proposed method has a higher performance compared to the benchmark.Keywords: Gabor filter, discrete cosine transform, 2.5D face recognition, pose.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17541029 Binary Mixture of Copper-Cobalt Ions Uptake by Zeolite using Neural Network
Authors: John Kabuba, Antoine Mulaba-Bafubiandi, Kim Battle
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In this study a neural network (NN) was proposed to predict the sorption of binary mixture of copper-cobalt ions into clinoptilolite as ion-exchanger. The configuration of the backpropagation neural network giving the smallest mean square error was three-layer NN with tangent sigmoid transfer function at hidden layer with 10 neurons, linear transfer function at output layer and Levenberg-Marquardt backpropagation training algorithm. Experiments have been carried out in the batch reactor to obtain equilibrium data of the individual sorption and the mixture of coppercobalt ions. The obtained modeling results have shown that the used of neural network has better adjusted the equilibrium data of the binary system when compared with the conventional sorption isotherm models.Keywords: Adsorption isotherm, binary system, neural network; sorption
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20431028 Recursive Wiener-Khintchine Theorem
Authors: Khalid M. Aamir, Mohammad A. Maud
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Power Spectral Density (PSD) computed by taking the Fourier transform of auto-correlation functions (Wiener-Khintchine Theorem) gives better result, in case of noisy data, as compared to the Periodogram approach. However, the computational complexity of Wiener-Khintchine approach is more than that of the Periodogram approach. For the computation of short time Fourier transform (STFT), this problem becomes even more prominent where computation of PSD is required after every shift in the window under analysis. In this paper, recursive version of the Wiener-Khintchine theorem has been derived by using the sliding DFT approach meant for computation of STFT. The computational complexity of the proposed recursive Wiener-Khintchine algorithm, for a window size of N, is O(N).
Keywords: Power Spectral Density (PSD), Wiener-KhintchineTheorem, Periodogram, Short Time Fourier Transform (STFT), TheSliding DFT.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24841027 Synthesis of Dispersion-Compensating Triangular Lattice Index-Guiding Photonic Crystal Fibers Using the Directed Tabu Search Method
Authors: F. Karim
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In this paper, triangular lattice index-guiding photonic crystal fibers (PCFs) are synthesized to compensate the chromatic dispersion of a single mode fiber (SMF-28) for an 80 km optical link operating at 1.55 µm, by using the directed tabu search algorithm. Hole-to-hole distance, circular air-hole diameter, solid-core diameter, ring number and PCF length parameters are optimized for this purpose. Three Synthesized PCFs with different physical parameters are compared in terms of their objective functions values, residual dispersions and compensation ratios.
Keywords: Triangular lattice index-guiding photonic crystal fiber, dispersion compensation, directed tabu search, synthesis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13081026 An Adaptive Mammographic Image Enhancement in Orthogonal Polynomials Domain
Authors: R. Krishnamoorthy, N. Amudhavalli, M.K. Sivakkolunthu
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X-ray mammography is the most effective method for the early detection of breast diseases. However, the typical diagnostic signs such as microcalcifications and masses are difficult to detect because mammograms are of low-contrast and noisy. In this paper, a new algorithm for image denoising and enhancement in Orthogonal Polynomials Transformation (OPT) is proposed for radiologists to screen mammograms. In this method, a set of OPT edge coefficients are scaled to a new set by a scale factor called OPT scale factor. The new set of coefficients is then inverse transformed resulting in contrast improved image. Applications of the proposed method to mammograms with subtle lesions are shown. To validate the effectiveness of the proposed method, we compare the results to those obtained by the Histogram Equalization (HE) and the Unsharp Masking (UM) methods. Our preliminary results strongly suggest that the proposed method offers considerably improved enhancement capability over the HE and UM methods.Keywords: mammograms, image enhancement, orthogonalpolynomials, contrast improvement
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20111025 Outlier Pulse Detection and Feature Extraction for Wrist Pulse Analysis
Authors: Bhaskar Thakker, Anoop Lal Vyas
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Wrist pulse analysis for identification of health status is found in Ancient Indian as well as Chinese literature. The preprocessing of wrist pulse is necessary to remove outlier pulses and fluctuations prior to the analysis of pulse pressure signal. This paper discusses the identification of irregular pulses present in the pulse series and intricacies associated with the extraction of time domain pulse features. An approach of Dynamic Time Warping (DTW) has been utilized for the identification of outlier pulses in the wrist pulse series. The ambiguity present in the identification of pulse features is resolved with the help of first derivative of Ensemble Average of wrist pulse series. An algorithm for detecting tidal and dicrotic notch in individual wrist pulse segment is proposed.Keywords: Wrist Pulse Segment, Ensemble Average, Dynamic Time Warping (DTW), Pulse Similarity Vector.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20931024 UD Covariance Factorization for Unscented Kalman Filter using Sequential Measurements Update
Authors: H. Ghanbarpour Asl, S. H. Pourtakdoust
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Extended Kalman Filter (EKF) is probably the most widely used estimation algorithm for nonlinear systems. However, not only it has difficulties arising from linearization but also many times it becomes numerically unstable because of computer round off errors that occur in the process of its implementation. To overcome linearization limitations, the unscented transformation (UT) was developed as a method to propagate mean and covariance information through nonlinear transformations. Kalman filter that uses UT for calculation of the first two statistical moments is called Unscented Kalman Filter (UKF). Square-root form of UKF (SRUKF) developed by Rudolph van der Merwe and Eric Wan to achieve numerical stability and guarantee positive semi-definiteness of the Kalman filter covariances. This paper develops another implementation of SR-UKF for sequential update measurement equation, and also derives a new UD covariance factorization filter for the implementation of UKF. This filter is equivalent to UKF but is computationally more efficient.Keywords: Unscented Kalman filter, Square-root unscentedKalman filter, UD covariance factorization, Target tracking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 48461023 Economical Operation of Hydro-Thermal Power System based on Multi-path Adaptive Tabu Search
Authors: J. Kluabwang
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An economic operation scheduling problem of a hydro-thermal power generation system has been properly solved by the proposed multipath adaptive tabu search algorithm (MATS). Four reservoirs with their own hydro plants and another one thermal plant are integrated to be a studied system used to formulate the objective function under complicated constraints, eg water managements, power balance and thermal generator limits. MATS with four subsearch units (ATSs) and two stages of discarding mechanism (DM), has been setting and trying to solve the problem through 25 trials under function evaluation criterion. It is shown that MATS can provide superior results with respect to single ATS and other previous methods, genetic algorithms (GA) and differential evolution (DE).Keywords: Hydro-thermal scheduling problem, economic dispatch, adaptive tabu search, multipath adaptive tabu search
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16941022 Utilization of Schnerr-Sauer Cavitation Model for Simulation of Cavitation Inception and Super Cavitation
Authors: Mohammadreza Nezamirad, Azadeh Yazdi, Sepideh Amirahmadian, Nasim Sabetpour, Amirmasoud Hamedi
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In this study, the Reynolds-Stress-Navier-Stokes framework is utilized to investigate the flow inside the diesel injector nozzle. The flow is assumed to be multiphase as the formation of vapor by pressure drop is visualized. For pressure and velocity linkage, the coupled algorithm is used. Since the cavitation phenomenon inherently is unsteady, the quasi-steady approach is utilized for saving time and resources in the current study. Schnerr-Sauer cavitation model is used, which was capable of predicting flow behavior both at the initial and final steps of the cavitation process. Two different turbulent models were used in this study to clarify which one is more capable in predicting cavitation inception and super-cavitation. It was found that K-ε was more compatible with the Shnerr-Sauer cavitation model; therefore, the mentioned model is used for the rest of this study.
Keywords: CFD, RANS, cavitation, fuel, injector.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5471021 An Intelligent Optimization Model for Multi-objective Order Allocation Planning
Authors: W. K. Wong, Z. X. Guo, P.Y. Mok
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This paper presents a multi-objective order allocation planning problem with the consideration of various real-world production features. A novel hybrid intelligent optimization model, integrating a multi-objective memetic optimization process, a Monte Carlo simulation technique and a heuristic pruning technique, is proposed to handle this problem. Experiments based on industrial data are conducted to validate the proposed model. Results show that (1) the proposed model can effectively solve the investigated problem by providing effective production decision-making solutions, which outperformsan NSGA-II-based optimization process and an industrial method.Keywords: Multi-objective order allocation planning, Pareto optimization, Memetic algorithm, Mento Carlo simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16391020 An Optimal Feature Subset Selection for Leaf Analysis
Authors: N. Valliammal, S.N. Geethalakshmi
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This paper describes an optimal approach for feature subset selection to classify the leaves based on Genetic Algorithm (GA) and Kernel Based Principle Component Analysis (KPCA). Due to high complexity in the selection of the optimal features, the classification has become a critical task to analyse the leaf image data. Initially the shape, texture and colour features are extracted from the leaf images. These extracted features are optimized through the separate functioning of GA and KPCA. This approach performs an intersection operation over the subsets obtained from the optimization process. Finally, the most common matching subset is forwarded to train the Support Vector Machine (SVM). Our experimental results successfully prove that the application of GA and KPCA for feature subset selection using SVM as a classifier is computationally effective and improves the accuracy of the classifier.Keywords: Optimization, Feature extraction, Feature subset, Classification, GA, KPCA, SVM and Computation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22411019 Defect Detection of Tiles Using 2D-Wavelet Transform and Statistical Features
Authors: M.Ghazvini, S. A. Monadjemi, N. Movahhedinia, K. Jamshidi
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In this article, a method has been offered to classify normal and defective tiles using wavelet transform and artificial neural networks. The proposed algorithm calculates max and min medians as well as the standard deviation and average of detail images obtained from wavelet filters, then comes by feature vectors and attempts to classify the given tile using a Perceptron neural network with a single hidden layer. In this study along with the proposal of using median of optimum points as the basic feature and its comparison with the rest of the statistical features in the wavelet field, the relational advantages of Haar wavelet is investigated. This method has been experimented on a number of various tile designs and in average, it has been valid for over 90% of the cases. Amongst the other advantages, high speed and low calculating load are prominent.Keywords: Defect detection, tile and ceramic quality inspection, wavelet transform, classification, neural networks, statistical features.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23771018 Solubility of Organics in Water and Silicon Oil: A Comparative Study
Authors: Edison Muzenda
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The aim of this study was to compare the solubility of selected volatile organic compounds in water and silicon oil using the simple static headspace method. The experimental design allowed equilibrium achievement within 30 – 60 minutes. Infinite dilution activity coefficients and Henry-s law constants for various organics representing esters, ketones, alkanes, aromatics, cycloalkanes and amines were measured at 303K. The measurements were reproducible with a relative standard deviation and coefficient of variation of 1.3x10-3 and 1.3 respectively. The static determined activity coefficients using shaker flasks were reasonably comparable to those obtained using the gas liquid - chromatographic technique and those predicted using the group contribution methods mainly the UNIFAC. Silicon oil chemically known as polydimethysiloxane was found to be better absorbent for VOCs than water which quickly becomes saturated. For example the infinite dilution mole fraction based activity coefficients of hexane is 0.503 and 277 000 in silicon oil and water respectively. Thus silicon oil gives a superior factor of 550 696. Henry-s law constants and activity coefficients at infinite dilution play a significant role in the design of scrubbers for abatement of volatile organic compounds from contaminated air streams. This paper presents the phase equilibrium of volatile organic compounds in very dilute aqueous and polymeric solutions indicating the movement and fate of chemical in air and solvent. The successful comparison of the results obtained here and those obtained using other methods by the same authors and in literature, means that the results obtained here are reliable.
Keywords: Abatement, absorbent, activity coefficients, equilibrium, Henry's law constant.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26761017 Controllability of Efficiency of Antiviral Therapy in Hepatitis B Virus Infections
Authors: Shyam S.N. Perera
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An optimal control problem for a mathematical model of efficiency of antiviral therapy in hepatitis B virus infections is considered. The aim of the study is to control the new viral production, block the new infection cells and maintain the number of uninfected cells in the given range. The optimal controls represent the efficiency of antiviral therapy in inhibiting viral production and preventing new infections. Defining the cost functional, the optimal control problem is converted into the constrained optimization problem and the first order optimality system is derived. For the numerical simulation, we propose the steepest descent algorithm based on the adjoint variable method. A computer program in MATLAB is developed for the numerical simulations.
Keywords: Virus infection model, Optimal control, Adjoint system, Steepest descent
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12531016 Using Self Organizing Feature Maps for Classification in RGB Images
Authors: Hassan Masoumi, Ahad Salimi, Nazanin Barhemmat, Babak Gholami
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Artificial neural networks have gained a lot of interest as empirical models for their powerful representational capacity, multi input and output mapping characteristics. In fact, most feedforward networks with nonlinear nodal functions have been proved to be universal approximates. In this paper, we propose a new supervised method for color image classification based on selforganizing feature maps (SOFM). This algorithm is based on competitive learning. The method partitions the input space using self-organizing feature maps to introduce the concept of local neighborhoods. Our image classification system entered into RGB image. Experiments with simulated data showed that separability of classes increased when increasing training time. In additional, the result shows proposed algorithms are effective for color image classification.Keywords: Classification, SOFM, neural network, RGB images.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23181015 Automated Monitoring System to Support Investigation of Contributing Factors of Work-Related Disorders and Accidents
Authors: Erika R. Chambriard, Sandro C. Izidoro, Davidson P. Mendes, Douglas E. V. Pires
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Work-related illnesses and disorders have been a constant aspect of work. Although their nature has changed over time, from musculoskeletal disorders to illnesses related to psychosocial aspects of work, its impact on the life of workers remains significant. Despite significant efforts worldwide to protect workers, the disparity between changes in work legislation and actual benefit for workers’ health has been creating a significant economic burden for social security and health systems around the world. In this context, this study aims to propose, test and validate a modular prototype that allows for work environmental aspects to be assessed, monitored and better controlled. The main focus is also to provide a historical record of working conditions and the means for workers to obtain comprehensible and useful information regarding their work environment and legal limits of occupational exposure to different types of environmental variables, as means to improve prevention of work-related accidents and disorders. We show the developed prototype provides useful and accurate information regarding the work environmental conditions, validating them with standard occupational hygiene equipment. We believe the proposed prototype is a cost-effective and adequate approach to work environment monitoring that could help elucidate the links between work and occupational illnesses, and that different industry sectors, as well as developing countries, could benefit from its capabilities.
Keywords: Arduino prototyping, occupational health and hygiene, work environment, work-related disorders prevention.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11091014 Equity Risk Premiums and Risk Free Rates in Modelling and Prediction of Financial Markets
Authors: Mohammad Ghavami, Reza S. Dilmaghani
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This paper presents an adaptive framework for modelling financial markets using equity risk premiums, risk free rates and volatilities. The recorded economic factors are initially used to train four adaptive filters for a certain limited period of time in the past. Once the systems are trained, the adjusted coefficients are used for modelling and prediction of an important financial market index. Two different approaches based on least mean squares (LMS) and recursive least squares (RLS) algorithms are investigated. Performance analysis of each method in terms of the mean squared error (MSE) is presented and the results are discussed. Computer simulations carried out using recorded data show MSEs of 4% and 3.4% for the next month prediction using LMS and RLS adaptive algorithms, respectively. In terms of twelve months prediction, RLS method shows a better tendency estimation compared to the LMS algorithm.Keywords: Prediction of financial markets, Adaptive methods, MSE, LSE.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10201013 Optimal Risk Reduction in the Railway Industry by Using Dynamic Programming
Authors: Michael Todinov, Eberechi Weli
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The paper suggests for the first time the use of dynamic programming techniques for optimal risk reduction in the railway industry. It is shown that by using the concept ‘amount of removed risk by a risk reduction option’, the problem related to optimal allocation of a fixed budget to achieve a maximum risk reduction in the railway industry can be reduced to an optimisation problem from dynamic programming. For n risk reduction options and size of the available risk reduction budget B (expressed as integer number), the worst-case running time of the proposed algorithm is O (n x (B+1)), which makes the proposed method a very efficient tool for solving the optimal risk reduction problem in the railway industry.
Keywords: Optimisation, railway risk reduction, budget constraints, dynamic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21801012 Evolutionary Program Based Approach for Manipulator Grasping Color Objects
Authors: Y. Harold Robinson, M. Rajaram, Honey Raju
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Image segmentation and color identification is an important process used in various emerging fields like intelligent robotics. A method is proposed for the manipulator to grasp and place the color object into correct location. The existing methods such as PSO, has problems like accelerating the convergence speed and converging to a local minimum leading to sub optimal performance. To improve the performance, we are using watershed algorithm and for color identification, we are using EPSO. EPSO method is used to reduce the probability of being stuck in the local minimum. The proposed method offers the particles a more powerful global exploration capability. EPSO methods can determine the particles stuck in the local minimum and can also enhance learning speed as the particle movement will be faster.Keywords: Color information, EPSO, hue, saturation, value (HSV), image segmentation, particle swarm optimization (PSO). Active Contour, GMM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15811011 Model of Optimal Centroids Approach for Multivariate Data Classification
Authors: Pham Van Nha, Le Cam Binh
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Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.Keywords: Analysis of optimization, artificial intelligence-based optimization, optimization for learning and data analysis, global optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9111010 Consideration of Criteria of Vibration Comfort of People in Diagnosis and Design of Buildings
Authors: Kawecki J., Kowalska-Koczwara A., Stypula K.
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The increasing influence of traffic on building objects and people residing in them should be taken into account in diagnosis and design. Users of buildings expect that vibrations occurring in their environment, will not only lead to damage to the building or its accelerated wear, but neither would affect the required comfort in rooms designed to accommodate people. This article describes the methods and principles useful in designing and building diagnostics located near transportation routes, with particular emphasis on the impact of traffic vibration on people in buildings. It also describes the procedures used in obtaining information about the parameters of vibrations in different cases of diagnostics and design. A universal algorithm of procedure in diagnostics and design of buildings taking into account assurance of human vibration comfort of people residing in the these buildings was presented.Keywords: diagnostics, influence of public transport, influence of vibrations on humans, transport vibrations
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23741009 Detection and Analysis of Deficiencies in Groundnut Plant using Geometric Moments
Authors: Sumeet S. Nisale, Chandan J. Bharambe, Vidya N.More
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We propose our genuine research of geometric moments which detects the mineral inadequacy in the frail groundnut plant. This plant is prone to many deficiencies as a result of the variance in the soil nutrients. By analyzing the leaves of the plant, we detect the visual symptoms that are not recognizable to the naked eyes. We have collected about 160 samples of leaves from the nearby fields. The images have been taken by keeping every leaf into a black box to avoid the external interference. For the first time, it has been possible to provide the farmer with the stages of deficiencies. This paper has applied the algorithms successfully to many other plants like Lady-s finger, Green Bean, Lablab Bean, Chilli and Tomato. But we submit the results of the groundnut predominantly. The accuracy of our algorithm and method is almost 93%. This will again pioneer a kind of green revolution in the field of agriculture and will be a boon to that field.Keywords: Component image, geometric moments, average intensity, average affected area, black box
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2132