Search results for: time series forecast

Authors: Natarajan Vijayarangan, Prasanna S. Bidare

Abstract:

Cryptography, Image watermarking and E-banking are filled with apparent oxymora and paradoxes. Random sequences are used as keys to encrypt information to be used as watermark during embedding the watermark and also to extract the watermark during detection. Also, the keys are very much utilized for 24x7x365 banking operations. Therefore a deterministic random sequence is very much useful for online applications. In order to obtain the same random sequence, we need to supply the same seed to the generator. Many researchers have used Deterministic Random Number Generators (DRNGs) for cryptographic applications and Pseudo Noise Random sequences (PNs) for watermarking. Even though, there are some weaknesses in PN due to attacks, the research community used it mostly in digital watermarking. On the other hand, DRNGs have not been widely used in online watermarking due to its computational complexity and non-robustness. Therefore, we have invented a new design of generating DRNG using Pi-series to make it useful for online Cryptographic, Digital watermarking and Banking applications.

Keywords: E-tokens, LFSR, non-linear, Pi series, pseudo random number.

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Authors: Sunitha. S.L., V. Udayashankara

Abstract:

Background noise is particularly damaging to speech intelligibility for people with hearing loss especially for sensorineural loss patients. Several investigations on speech intelligibility have demonstrated sensorineural loss patients need 5-15 dB higher SNR than the normal hearing subjects. This paper describes Discrete Cosine Transform Power Normalized Least Mean Square algorithm to improve the SNR and to reduce the convergence rate of the LMS for Sensory neural loss patients. Since it requires only real arithmetic, it establishes the faster convergence rate as compare to time domain LMS and also this transformation improves the eigenvalue distribution of the input autocorrelation matrix of the LMS filter. The DCT has good ortho-normal, separable, and energy compaction property. Although the DCT does not separate frequencies, it is a powerful signal decorrelator. It is a real valued function and thus can be effectively used in real-time operation. The advantages of DCT-LMS as compared to standard LMS algorithm are shown via SNR and eigenvalue ratio computations. . Exploiting the symmetry of the basis functions, the DCT transform matrix [AN] can be factored into a series of ±1 butterflies and rotation angles. This factorization results in one of the fastest DCT implementation. There are different ways to obtain factorizations. This work uses the fast factored DCT algorithm developed by Chen and company. The computer simulations results show superior convergence characteristics of the proposed algorithm by improving the SNR at least 10 dB for input SNR less than and equal to 0 dB, faster convergence speed and better time and frequency characteristics.

Keywords: Hearing Impairment, DCT Adaptive filter, Sensorineural loss patients, Convergence rate.

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Authors: Ahmed Hossam-Eldin, Ahmed Elserougi, Ahmed Massoud, Shehab Ahmed

Abstract:

The Inter feeder Power Flow Regulator (IFPFR) proposed in this paper consists of several voltage source inverters with common dc bus; each inverter is connected in series with one of different independent distribution feeders in the power system. This paper is concerned with how to transfer power between the feeders for load sharing purpose. The power controller of each inverter injects the power (for sending feeder) or absorbs the power (for receiving feeder) via injecting suitable voltage; this voltage injection is simulated by voltage drop across series virtual impedance, the impedance value is selected to achieve the concept of power exchange between the feeders without perturbing the load voltage magnitude of each feeder. In this paper a new control scheme for load sharing using IFPFR is proposed.

Keywords: IFPFR, Load sharing, Power transfer

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Authors: Rajkishore Prasad, Hiroshi Saruwatari, Kiyohiro Shikano

Abstract:

This paper describes Independent Component Analysis (ICA) based fixed-point algorithm for the blind separation of the convolutive mixture of speech, picked-up by a linear microphone array. The proposed algorithm extracts independent sources by non- Gaussianizing the Time-Frequency Series of Speech (TFSS) in a deflationary way. The degree of non-Gaussianization is measured by negentropy. The relative performances of algorithm under random initialization and Null beamformer (NBF) based initialization are studied. It has been found that an NBF based initial value gives speedy convergence as well as better separation performance

Keywords: Blind signal separation, independent component analysis, negentropy, convolutive mixture.

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Authors: Suhas K, Sripadaraja K

Abstract:

This paper details few mechanical modeling and design issues of RF MEMS switches. We concentrate on an electrostatically actuated broad side series switch; surface micromachined with a crab leg membrane. The same results are extended to any complex structure. With available experimental data and fabrication results, we present the variation in dynamic performance and compliance of the switch with reference to few design issues, which we find are critical in deciding the dynamic behavior of the switch, without compromise on the RF characteristics. The optimization of pull in voltage, transient time and resonant frequency with regard to these critical design parameters are also presented.

Keywords: Microelectromechanical Systems (MEMS), RadioFrequency MEMS, Modeling, Actuators

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Authors: Yash Pal, A.Swarup, Bhim Singh

Abstract:

This paper presents a novel control strategy of a threephase four-wire Unified Power Quality (UPQC) for an improvement in power quality. The UPQC is realized by integration of series and shunt active power filters (APFs) sharing a common dc bus capacitor. The shunt APF is realized using a thee-phase, four leg voltage source inverter (VSI) and the series APF is realized using a three-phase, three leg VSI. A control technique based on unit vector template technique (UTT) is used to get the reference signals for series APF, while instantaneous sequence component theory (ISCT) is used for the control of Shunt APF. The performance of the implemented control algorithm is evaluated in terms of power-factor correction, load balancing, neutral source current mitigation and mitigation of voltage and current harmonics, voltage sag and swell in a three-phase four-wire distribution system for different combination of linear and non-linear loads. In this proposed control scheme of UPQC, the current/voltage control is applied over the fundamental supply currents/voltages instead of fast changing APFs currents/voltages, there by reducing the computational delay and the required sensors. MATLAB/Simulink based simulations are obtained, which support the functionality of the UPQC. MATLAB/Simulink based simulations are obtained, which support the functionality of the UPQC.

Keywords: Power Quality, UPQC, Harmonics, Load Balancing, Power Factor Correction, voltage harmonic mitigation, currentharmonic mitigation, voltage sag, swell

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Authors: Mojtaba Mahdavi, Mohamad Mahdavi, Maryam Yazdani

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A heuristic conceptual model for to develop the Reliability Centered Maintenance (RCM), especially in preventive strategy, has been explored during this paper. In most real cases which complicity of system obligates high degree of reliability, this model proposes a more appropriate reliability function between life time distribution based and another which is based on relevant Extreme Value (EV) distribution. A statistical and mathematical approach is used to estimate and verify these two distribution functions. Then best one is chosen just among them, whichever is more reliable. A numeric Industrial case study will be reviewed to represent the concepts of this paper, more clearly.

Keywords: Lifetime distribution, Reliability, Estimation, Extreme value, Improving model, Series, Parallel.

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Authors: Le Linh, Truong Nguyen Luan Vu, Le Hieu Giang

Abstract:

In this work, the IMC-PID controller cascaded filter based on Internal Model Control (IMC) scheme is systematically proposed for the simplified decoupling control system. The simplified decoupling is firstly introduced for multivariable processes by using coefficient matching to obtain a stable, proper, and causal simplified decoupler. Accordingly, transfer functions of decoupled apparent processes can be expressed as a set of n equivalent independent processes and then derived as a ratio of the original open-loop transfer function to the diagonal element of the dynamic relative gain array. The IMC-PID controller in series with filter is then directly employed to enhance the overall performance of the decoupling control system while avoiding difficulties arising from properties inherent to simplified decoupling. Some simulation studies are considered to demonstrate the simplicity and effectiveness of the proposed method. Simulations were conducted by tuning various controllers of the multivariate processes with multiple time delays. The results indicate that the proposed method consistently performs well with fast and well-balanced closed-loop time responses.

Keywords: Coefficient matching method, internal model control scheme, PID controller cascaded filter, simplified decoupler.

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Authors: Ε. Giovanis

Abstract:

In this paper we propose and examine an Adaptive Neuro-Fuzzy Inference System (ANFIS) in Smoothing Transition Autoregressive (STAR) modeling. Because STAR models follow fuzzy logic approach, in the non-linear part fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation algorithm instead to nonlinear squares. Furthermore, additional fuzzy membership functions can be examined, beside the logistic and exponential, like the triangle, Gaussian and Generalized Bell functions among others. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecasting, Neuro-Fuzzy, Smoothing transition, Time-series

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Authors: Mario Gómez, José Carlos Rodríguez

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This paper analyzes innovation trends in South Korea by means of the number of patent applications filed by residents and nonresidents during the period 1965 to 2012. Making use of patent data released by the World Intellectual Property Organization (WIPO), we search for the presence of multiple structural changes in patent application series in this country. These changes may suggest that firms’ innovative activity has been modified as a result of implementing some science, technology and innovation (STI) policies. Accordingly, the new regulations implemented in this country in the last decades have influenced its innovative activity. The question conducting this research is thus how STI policies in South Korea have influenced its innovation activity. The results confirm the existence of multiple structural changes in the series of patent applications resulting from alternative STI policies implemented during these years.

Keywords: Econometric methods, innovation activity, South Korea, patent applications, science, technology and innovation (STI) policy.

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Authors: Hiba Hasan, Khalid Raza

Abstract:

Reverse engineering of genetic regulatory network involves the modeling of the given gene expression data into a form of the network. Computationally it is possible to have the relationships between genes, so called gene regulatory networks (GRNs), that can help to find the genomics and proteomics based diagnostic approach for any disease. In this paper, clustering based method has been used to reconstruct genetic regulatory network from time series gene expression data. Supercoiled data set from Escherichia coli has been taken to demonstrate the proposed method.

Keywords: Gene expression, gene regulatory networks (GRNs), clustering, data preprocessing, network visualization.

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Authors: M. B. Meenavathi, K. Rajesh

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In this paper, we propose a new class of Volterra series based filters for image enhancement and restoration. Generally the linear filters reduce the noise and cause blurring at the edges. Some nonlinear filters based on median operator or rank operator deal with only impulse noise and fail to cancel the most common Gaussian distributed noise. A class of second order Volterra filters is proposed to optimize the trade-off between noise removal and edge preservation. In this paper, we consider both the Gaussian and mixed Gaussian-impulse noise to test the robustness of the filter. Image enhancement and restoration results using the proposed Volterra filter are found to be superior to those obtained with standard linear and nonlinear filters.

Keywords: Gaussian noise, Image enhancement, Imagerestoration, Linear filters, Nonlinear filters, Volterra series.

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Authors: T. Hussain, M. W. Siddiqi, A. Iqbal

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The study is aimed to test causal relationship between growth and unemployment, using time series data for Pakistan from 1972 to 2006. Growth is considered to be a pathway to decrease the level of unemployment. Unemployment is a social and political issue. It is a phenomenon where human resources are wasted leading to deacceleration in growth. Johanson Cointegration shows that there is long run relationship between growth and unemployment. For short run dynamics and causality, the study utilizes Vector Error Correction Model (VECM). The results of VECM indicate that there is short and long run causal relation between growth and unemployment including capital, labor and human capital as explanatory variables.

Keywords: Economic Growth, Unemployment, Cointegrationand Causality.

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Authors: Zubair Ahmad, Muhammad Hassan Sayyad

Abstract:

In this paper, fabrication and study of electronic properties of Au/methyl-red/Ag surface type Schottky diode by current-voltage (I-V) method has been reported. The I-V characteristics of the Schottky diode showed the good rectifying behavior. The values of ideality factor n and barrier height b of Au/methyl-red/Ag Schottky diode were calculated from the semi-log I-V characteristics and by using the Cheung functions. From semi-log current-voltage characteristics the values of n and b were found 1.93 and 0.254 eV, respectively, while by using Cheung functions their values were calculated 1.89 and 0.26 eV, respectively. The effect of series resistance was also analyzed by Cheung functions. The series resistance RS values were determined from dV/d(lnI)–I and H(I)–I graphs and were found to be 1.1 k and 1.3 k, respectively.

Keywords: Surface type Schottky diodes, Methyl-red, Currentvoltage method

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Authors: Popoola M. O., Abiola S. O., Adeniji W. A.

Abstract:

This study investigates the causes, effects and remedies of traffic congestion which has become a common sight in most highways in Nigeria; Mowe/Ibafo section of the Lagos-Ibadan expressway was used as the case-study. 300 Structured questionnaires were distributed among the road users comprising drivers (Private and Commercial), passengers, pedestrians, traffic officers, church congregations, community leaders, Mowe/Ibafo residents, and other users of the road.

300 questionnaires were given out; the average of 276 well completed returned questionnaires formed the basis of the study and was analyzed by the Relative Importance Index (R.I.I.). The result from the study showed the causes of traffic congestion as inadequate road capacity, poor road pavement, poor traffic management, poor drainage system poor driving habit, poor parking habit, poor design junctions/round-about, presence of heavy trucks, lack of pedestrian facilities, lack of road furniture, lack of parking facilities and others. Effects of road congestion from the study are waste of time, delay movement, stress, accident, inability to forecast travel of time, fuel consumption, road rage, relocation, night driving, and environmental pollution. To drastically reduce these negative effects; there must be provision for adequate parking space, construction of proper drainage, enlarging the width of the road, rehabilitate all roads needing attention, public enlightenment, traffic education, hack down all illegal buildings/shops built on the right of way (ROW), create a separate/alternative root for trucks and heavy vehicles, provision of pedestrian facilities, In-depth training of transport/traffic personnel, ban all form of road trading/hawking, and reduce the number of bus-stop where necessary. It is hoped that this study will become the foundation of further research in the area of improve road traffic management on our major highway.

Keywords: Highways, Congestion, Traffic, Traffic congestion, traffic management, Nigeria.

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Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

Data Envelopment Analysis (DEA) is a methodology that computes efficiency values for decision making units (DMU) in a given period by comparing the outputs with the inputs. In many cases, there are some time lag between the consumption of inputs and the production of outputs. For a long-term research project, it is hard to avoid the production lead time phenomenon. This time lag effect should be considered in evaluating the performance of organizations. This paper suggests a model to calculate efficiency values for the performance evaluation problem with time lag. In the experimental part, the proposed methods are compared with the CCR and an existing time lag model using the data set of the 21st century frontier R&D program which is a long-term national R&D program of Korea.

Keywords: DEA, Efficiency, Time Lag

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Authors: Jing Zhu, Liancun Zheng, Xinxin Zhang

Abstract:

This work is focused on the steady boundary layer flow near the forward stagnation point of plane and axisymmetric bodies towards a stretching sheet. The no slip condition on the solid boundary is replaced by the partial slip condition. The analytical solutions for the velocity distributions are obtained for the various values of the ratio of free stream velocity and stretching velocity, slip parameter, the suction and injection velocity parameter, magnetic parameter and dimensionality index parameter in the series forms with the help of homotopy analysis method (HAM). Convergence of the series is explicitly discussed. Results show that the flow and the skin friction coefficient depend heavily on the velocity slip factor. In addition, the effects of all the parameters mentioned above were more pronounced for plane flows than for axisymmetric flows.

Keywords: slip flow, axisymmetric flow, homotopy analysismethod, stagnation-point.

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Authors: Liqiong Liu, Shouming Zhong

Abstract:

In this paper, the finite-time stabilization of a class of multi-state time delay of fractional-order system is proposed. First, we define finite-time stability with the fractional-order system. Second, by using Generalized Gronwall's approach and the methods of the inequality, we get some conditions of finite-time stability for the fractional system with multi-state delay. Finally, a numerical example is given to illustrate the result.

Keywords: Finite-time stabilization, fractional-order system, Gronwall inequality.

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Authors: Manoela Cabo da Silva, Elton Fernandes, Ricardo Pacheco, Heloisa Pires

Abstract:

This study examined cointegration and causal relationships between economic growth and regular domestic and international passenger air transport in Brazil. Total passengers embarked and disembarked were used as a proxy for air transport activity and gross domestic product (GDP) as a proxy for economic development. The test spanned the period from 2000 to 2015 for domestic passenger traffic and from 1995 to 2015 for international traffic. The results confirm the hypothesis that there is cointegration between passenger traffic series and economic development, showing a bi-directional Granger causal relationship between domestic traffic and economic development and unidirectional influence by economic growth on international passenger air transport demand. Variance decomposition of the series showed that domestic air transport was far more important than international transport to promoting economic development in Brazil.

Keywords: Air passenger transport, cointegration, economic growth, GDP, granger causality.

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Authors: Yousef Abu Nahleh, Arun Kumar, Fugen Daver, Reham Al-Hindawi

Abstract:

Despite the availability of natural disaster related time series data for last 110 years, there is no forecasting tool available to humanitarian relief organizations to determine forecasts for emergency logistics planning. This study develops a forecasting tool based on identifying probability of disaster for each country in the world by using decision tree modeling. Further, the determination of aggregate forecasts leads to efficient pre-disaster planning. Based on the research findings, the relief agencies can optimize the various resources allocation in emergency logistics planning.

Keywords: Decision tree modeling, Forecasting, Humanitarian relief, emergency supply chain.

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Authors: Bahr Eldin S. M, K. S. Rama Rao, N. Perumal

Abstract:

A generalized unified power quality conditioner (GUPQC) by using three single-phase three-level voltage source converters (VSCs) connected back-to-back through a common dc link is proposed in this paper as a new custom power device for a three-feeder distribution system. One of the converters is connected in shunt with one feeder for mitigation of current harmonics and reactive power compensation, while the other two VSCs are connected in series with the other two feeders to maintain the load voltage sinusoidal and at constant level. A new control scheme based on synchronous reference frame is proposed for series converters. The simulation analysis on compensation performance of GUPQC based on PSCAD/EMTDC is reported.

Keywords: Custom power device, generalized unified power quality conditioner, PSCAD/ETMDC, voltage source converter

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Authors: Ayşen Edirneligil, Mehmet Mucuk

Abstract:

In developing countries, one of the most important restrictions about the economic growth is the lack of national savings which are supposed to finance the investments. In order to overcome this restriction and achieve the higher rate of economic growth by increasing the level of output, countries choose the external borrowing. However, there is a dispute in the literature over the correlation between external debt and economic growth. The aim of this study is to examine the effects of external debt on Turkish economic growth by using VAR analysis with the quarterly data over the period of 2002:01-2014:04. In this respect, Johansen Cointegration Test, Impulse- Response Function and Variance Decomposition Tests will be used for analyses. Empirical findings show that there is no cointegration in the long run.

Keywords: Economic growth, external debt, time series analysis, Turkish economy.

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Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional G-Brownian motion, Taylor’s series of fractional order, uncertain volatility.

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Authors: J. Kala, V. Salajka, P. Hradil

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The main focus of this paper is on the human induced forces. Almost all existing force models for this type of load (defined either in the time or frequency domain) are developed from the assumption of perfect periodicity of the force and are based on force measurements conducted on rigid (i.e. high frequency) surfaces. To verify the different authors conclusions the vertical pressure measurements invoked during the walking was performed, using pressure gauges in various configurations. The obtained forces are analyzed using Fourier transformation. This load is often decisive in the design of footbridges. Design criteria and load models proposed by widely used standards and other researchers were introduced and a comparison was made.

Keywords: Pedestrian action, Experimental analysis, Fourier series, serviceability, cycle loading.

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Authors: Mamta Agrawal, Neeru Adlakha, K.R. Pardasani

Abstract:

An attempt has been made to develop a seminumerical model to study temperature variations in dermal layers of human limbs. The model has been developed for two dimensional steady state case. The human limb has been assumed to have elliptical cross section. The dermal region has been divided into three natural layers namely epidermis, dermis and subdermal tissues. The model incorporates the effect of important physiological parameters like blood mass flow rate, metabolic heat generation, and thermal conductivity of the tissues. The outer surface of the limb is exposed to the environment and it is assumed that heat loss takes place at the outer surface by conduction, convection, radiation, and evaporation. The temperature of inner core of the limb also varies at the lower atmospheric temperature. Appropriate boundary conditions have been framed based on the physical conditions of the problem. Cubic splines approach has been employed along radial direction and Fourier series along angular direction to obtain the solution. The numerical results have been computed for different values of eccentricity resembling with the elliptic cross section of the human limbs. The numerical results have been used to obtain the temperature profile and to study the relationships among the various physiological parameters.

Keywords: Blood Mass Flow Rate, Metabolic Heat Generation, Fourier Series, Cubic splines and Thermal Conductivity.

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Authors: Yuzhi Cai

Abstract:

In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.

Keywords: Exchange rate, quantile regression, combining forecasts.

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Authors: T. K. Sriram, Joydip Dhar

Abstract:

Models based on stage structure have found varied applications in population models. This paper proposes a stage structured model to study the trends in the computer and video game playing population of US. The game paying population is divided into three compartments based on their age group. After simulating the mathematical model, a forecast of the number of game players in each stage as well as an approximation of the average age of game players in future has been made.

Keywords: Age structure, Forecasting, Mathematical modeling, Stage structure.

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Authors: J. A. López, C.I. López, J.E. Olguín, C. Camargo, J. M. López

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The institutions seek to improve their performance and quality of service, so that their patients are satisfied. This research project aims, conduct a time study program in the area of gynecological surgery, to determine the current level of capacity and optimize the programming time in order to adequately respond to demand. The system is analyzed by waiting lines and uses the simulation using ARENA to evaluate proposals for improvement and optimization programming time each of the surgeries.

Keywords: Time study, waiting lines, reducing time, simulation.

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Authors: Siriwan Saksiriruthai

Abstract:

This paper develops models to analyze the relationship between leisure time and wage change. Using Thailand-s Time Use Survey and Labor Force Survey data, the estimation of wage changes in response to leisure time change indicates that media receiving, personal care and social participation and volunteer activities are the ones that significantly raise hourly wages. Thus, the finding suggests the stimulation in time use for media access to enhance knowledge and productivity, personal care for attractiveness and healthiness in order to raise productivity, and social activities to develop connections for possible future opportunities including wage increase. These activities should be promoted for productive leisure time and for welfare improvement.

Keywords: Leisure, wage, time use, Thailand.

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Authors: Md. Ashikur Rahman Khan, M. M. Rahman, K. Kadirgama, M.A. Maleque, Rosli A. Bakar

Abstract:

Conventionally the selection of parameters depends intensely on the operator-s experience or conservative technological data provided by the EDM equipment manufacturers that assign inconsistent machining performance. The parameter settings given by the manufacturers are only relevant with common steel grades. A single parameter change influences the process in a complex way. Hence, the present research proposes artificial neural network (ANN) models for the prediction of surface roughness on first commenced Ti-15-3 alloy in electrical discharge machining (EDM) process. The proposed models use peak current, pulse on time, pulse off time and servo voltage as input parameters. Multilayer perceptron (MLP) with three hidden layer feedforward networks are applied. An assessment is carried out with the models of distinct hidden layer. Training of the models is performed with data from an extensive series of experiments utilizing copper electrode as positive polarity. The predictions based on the above developed models have been verified with another set of experiments and are found to be in good agreement with the experimental results. Beside this they can be exercised as precious tools for the process planning for EDM.

Keywords: Ti-15l-3, surface roughness, copper, positive polarity, multi-layered perceptron.

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