Search results for: domain decomposition algorithm

Authors: W. Schellong

Abstract:

Industry accounts for one-third of global final energy demand. Crossover technologies (e.g. motors, pumps, process heat, and air conditioning) play an important role in improving energy efficiency. These technologies are used in many applications independent of the production branch. Especially electrical power is used by drives, pumps, compressors, and lightning. The paper demonstrates the algorithm of the energy analysis by some selected case studies for typical industrial processes. The energy analysis represents an essential part of energy management systems (EMS). Generally, process control system (PCS) can support EMS. They provide information about the production process, and they organize the maintenance actions. Combining these tools into an integrated process allows the development of an energy critical equipment strategy. Thus, asset and energy management can use the same common data to improve the energy efficiency.

Keywords: Crossover technologies, data management, energy analysis, energy efficiency, process control.

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Authors: Yasser k. Ali, Hesham N. Elmahdy, Sanaa El Olla Hanfy Ahmed

Abstract:

Mobile agents are a powerful approach to develop distributed systems since they migrate to hosts on which they have the resources to execute individual tasks. In a dynamic environment like a peer-to-peer network, Agents have to be generated frequently and dispatched to the network. Thus they will certainly consume a certain amount of bandwidth of each link in the network if there are too many agents migration through one or several links at the same time, they will introduce too much transferring overhead to the links eventually, these links will be busy and indirectly block the network traffic, therefore, there is a need of developing routing algorithms that consider about traffic load. In this paper we seek to create cooperation between a probabilistic manner according to the quality measure of the network traffic situation and the agent's migration decision making to the next hop based on decision tree learning algorithms.

Keywords: Agent Migration, Decision Tree learning, ID3 algorithm, Naive Bayes Classifier

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Authors: Padmakumar S., Vivek Agarwal, Kallol Roy

Abstract:

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

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Authors: Mohamad R. Khaldi, Christine S. Khoury, Guy M. Naim

Abstract:

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

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Authors: Roman Graf, Sergiu Gordea, Heather M. Ryan

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This paper presents an approach for the classification of an unstructured format description for identification of file formats. The main contribution of this work is the employment of data mining techniques to support file format selection with just the unstructured text description that comprises the most important format features for a particular organisation. Subsequently, the file format indentification method employs file format classifier and associated configurations to support digital preservation experts with an estimation of required file format. Our goal is to make use of a format specification knowledge base aggregated from a different Web sources in order to select file format for a particular institution. Using the naive Bayes method, the decision support system recommends to an expert, the file format for his institution. The proposed methods facilitate the selection of file format and the quality of a digital preservation process. The presented approach is meant to facilitate decision making for the preservation of digital content in libraries and archives using domain expert knowledge and specifications of file formats. To facilitate decision-making, the aggregated information about the file formats is presented as a file format vocabulary that comprises most common terms that are characteristic for all researched formats. The goal is to suggest a particular file format based on this vocabulary for analysis by an expert. The sample file format calculation and the calculation results including probabilities are presented in the evaluation section.

Keywords: Data mining, digital libraries, digital preservation, file format.

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Authors: Xiuzhan Guo, Arthur Berrill, Ajinkya Kulkarni, Kostya Belezko, Min Luo

Abstract:

Ontology operations, e.g., aligning and merging, were studied and implemented extensively in different settings, such as, categorical operations, relation algebras, typed graph grammars, with different concerns. However, aligning and merging operations in the settings share some generic properties, e.g., idempotence, commutativity, associativity, and representativity, which are defined on an ontology merging system, given by a nonempty set of the ontologies concerned, a binary relation on the set of the ontologies modeling ontology aligning, and a partial binary operation on the set of the ontologies modeling ontology merging. Given an ontology repository, a finite subset of the set of the ontologies, its merging closure is the smallest subset of the set of the ontologies, which contains the repository and is closed with respect to merging. If idempotence, commutativity, associativity, and representativity properties are satisfied, then both the set of the ontologies and the merging closure of the ontology repository are partially ordered naturally by merging, the merging closure of the ontology repository is finite and can be computed, compared, and sorted efficiently, including sorting, selecting, and querying some specific elements, e.g., maximal ontologies and minimal ontologies. An ontology Valignment pair is a pair of ontology homomorphisms with a common domain. We also show that the ontology merging system, given by ontology V-alignment pairs and pushouts, satisfies idempotence, commutativity, associativity, and representativity properties so that the merging system is partially ordered and the merging closure of a given repository with respect to pushouts can be computed efficiently.

Keywords: Ontology aligning, ontology merging, merging system, poset, merging closure, ontology V-alignment pair, ontology homomorphism, ontology V-alignment pair homomorphism, pushout.

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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

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Authors: Langa Hendrick Musawenkosi, Twala Bhekisipho

Abstract:

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.

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Authors: Tin Hninn Hninn Maung

Abstract:

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.

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Authors: Ahmad R. Naghsh-Nilchi, Latifeh Pourmohammadbagher

Abstract:

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.

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Authors: Reza Kazemi , Iman Mousavinejad

Abstract:

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

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Authors: Ali Cheraghian, Farshid Hajati, Soheila Gheisari, Yongsheng Gao

Abstract:

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.

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Authors: L. Abdelmalek, M. Zerikat, M. Rahli

Abstract:

In this paper, we present a comparative study of the genetic algorithms and Hessian-s methods for optimal research of the active powers in an electric network of power. The objective function which is the performance index of production of electrical energy is minimized by satisfying the constraints of the equality type and inequality type initially by the Hessian-s methods and in the second time by the genetic Algorithms. The results found by the application of AG for the minimization of the electric production costs of power are very encouraging. The algorithms seem to be an effective technique to solve a great number of problems and which are in constant evolution. Nevertheless it should be specified that the traditional binary representation used for the genetic algorithms creates problems of optimization of management of the large-sized networks with high numerical precision.

Keywords: Genetic algorithm, Flow of optimum loadimpedances, Hessians method, Optimal distribution.

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Authors: John Kabuba, Antoine Mulaba-Bafubiandi, Kim Battle

Abstract:

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

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Authors: Khalid M. Aamir, Mohammad A. Maud

Abstract:

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.

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Authors: F. Karim

Abstract:

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.

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Authors: H. Ghanbarpour Asl, S. H. Pourtakdoust

Abstract:

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.

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Authors: J. Kluabwang

Abstract:

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

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Authors: Mohammadreza Nezamirad, Azadeh Yazdi, Sepideh Amirahmadian, Nasim Sabetpour, Amirmasoud Hamedi

Abstract:

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.

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Authors: W. K. Wong, Z. X. Guo, P.Y. Mok

Abstract:

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

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Authors: N. Valliammal, S.N. Geethalakshmi

Abstract:

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

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Authors: Lakshmi Pujitha Dachuri, Nalini Uppala

Abstract:

In many applications retransmissions of lost packets are not permitted. OFDM is a multi-carrier modulation scheme having excellent performance which allows overlapping in frequency domain. With OFDM there is a simple way of dealing with multipath relatively simple DSP algorithms.

 In this paper, an image frame is compressed using DWT, and the compressed data is arranged in data vectors, each with equal number of coefficients. These vectors are quantized and binary coded to get the bit steams, which are then packetized and intelligently mapped to the OFDM system. Based on one-bit channel state information at the transmitter, the descriptions in order of descending priority are assigned to the currently good channels such that poorer sub-channels can only affect the lesser important data vectors. We consider only one-bit channel state information available at the transmitter, informing only about the sub-channels to be good or bad. For a good sub-channel, instantaneous received power should be greater than a threshold P_th. Otherwise, the sub-channel is in fading state and considered bad for that batch of coefficients. In order to reduce the system power consumption, the mapped descriptions onto the bad sub channels are dropped at the transmitter. The binary channel state information gives an opportunity to map the bit streams intelligently and to save a reasonable amount of power. By using MAT LAB simulation we can analysis the performance of our proposed scheme, in terms of system energy saving without compromising the received quality in terms of peak signal-noise ratio.

Keywords: Binary channel state, Channel state feedback, DWT-OFDM system, Energy saving, Fading broadcast channel.

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Authors: M.Ghazvini, S. A. Monadjemi, N. Movahhedinia, K. Jamshidi

Abstract:

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.

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Authors: Shyam S.N. Perera

Abstract:

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

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Authors: Wang Xue, Liu Dan, Liu Ying, Wang Molin, Qian Zhihong

Abstract:

A low-complexity, high-accurate frequency offset estimation for multi-band orthogonal frequency division multiplexing (MB-OFDM) based ultra-wide band systems is presented regarding different carrier frequency offsets, different channel frequency responses, different preamble patterns in different bands. Utilizing a half-cycle Constant Amplitude Zero Auto Correlation (CAZAC) sequence as the preamble sequence, the estimator with a semi-cross contrast scheme between two successive OFDM symbols is proposed. The CRLB and complexity of the proposed algorithm are derived. Compared to the reference estimators, the proposed method achieves significantly less complexity (about 50%) for all preamble patterns of the MB-OFDM systems. The CRLBs turn out to be of well performance.

Keywords: CAZAC, Frequency Offset, Semi-cross Contrast, MB-OFDM, UWB

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Authors: Hassan Masoumi, Ahad Salimi, Nazanin Barhemmat, Babak Gholami

Abstract:

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.

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Authors: R. Suresh, Pavan Kumar Nimmagadda, Ming Zo Tan, Shane Hart, Sharp Ugwuocha

Abstract:

Polycrystalline diamond compact (PDC) drill bits are extensively used in the oil and gas industry as well as the mining industry. Industry engineers continually improve upon PDC drill bit designs and hydraulic conditions. Optimized injection nozzles play a key role in improving the drilling performance and efficiency of these ever changing PDC drill bits. In the first part of this study, computational fluid dynamics (CFD) modelling is performed to investigate the hydrodynamic characteristics of drilling fluid flow around the PDC drill bit. An Open-source CFD software – OpenFOAM simulates the flow around the drill bit, based on the field input data. A specifically developed console application integrates the entire CFD process including, domain extraction, meshing, and solving governing equations and post-processing. The results from the OpenFOAM solver are then compared with that of the ANSYS Fluent software. The data from both software programs agree. The second part of the paper describes the parametric study of the PDC drill bit nozzle to determine the effect of parameters such as number of nozzles, nozzle velocity, nozzle radial position and orientations on the flow field characteristics and bit washing patterns. After analyzing a series of nozzle configurations, the best configuration is identified and recommendations are made for modifying the PDC bit design.

Keywords: ANSYS Fluent, computational fluid dynamics, nozzle configuration, OpenFOAM, PDC dill bit.

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Authors: Su-Yan Tang, Wei Zhang, Shan Mei, Yi-Fan Zhu

Abstract:

Network-Centric Air Defense Missile Systems (NCADMS) represents the superior development of the air defense missile systems and has been regarded as one of the major research issues in military domain at present. Due to lack of knowledge and experience on NCADMS, modeling and simulation becomes an effective approach to perform operational analysis, compared with those equation based ones. However, the complex dynamic interactions among entities and flexible architectures of NCADMS put forward new requirements and challenges to the simulation framework and models. ABS (Agent-Based Simulations) explicitly addresses modeling behaviors of heterogeneous individuals. Agents have capability to sense and understand things, make decisions, and act on the environment. They can also cooperate with others dynamically to perform the tasks assigned to them. ABS proves an effective approach to explore the new operational characteristics emerging in NCADMS. In this paper, based on the analysis of network-centric architecture and new cooperative engagement strategies for NCADMS, an agent-based simulation framework by expanding the simulation framework in the so-called System Effectiveness Analysis Simulation (SEAS) was designed. The simulation framework specifies components, relationships and interactions between them, the structure and behavior rules of an agent in NCADMS. Based on scenario simulations, information and decision superiority and operational advantages in NCADMS were analyzed; meanwhile some suggestions were provided for its future development.

Keywords: air defense missile systems, network-centric, agent-based simulation, simulation framework, information superiority, decision superiority, operational advantages

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Authors: Mohammad Ghavami, Reza S. Dilmaghani

Abstract:

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.

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Authors: Michael Todinov, Eberechi Weli

Abstract:

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.

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