Search results for: Box–Jenkins Method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8090

Search results for: Box–Jenkins Method

7730 On the Differential Geometry of the Curves in Minkowski Space-Time II

Authors: Süha Yılmaz, Emin Özyılmaz, Melih Turgut

Abstract:

In the first part of this paper [6], a method to determine Frenet apparatus of the space-like curves in Minkowski space-time is presented. In this work, the mentioned method is developed for the time-like curves in Minkowski space-time. Additionally, an example of presented method is illustrated.

Keywords: Frenet Apparatus, Time-like Curves, MinkowskiSpace-time.

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7729 Periodic Solutions for Some Strongly Nonlinear Oscillators by He's Energy Balance Method

Authors: Meng Hu, Lili Wang

Abstract:

In this paper, applying He-s energy balance method to determine frequency formulation relations of nonlinear oscillators with discontinuous term or fractional potential. By calculation and computer simulations, compared with the exact solutions show that the results obtained are of high accuracy.

Keywords: He's energy balance method, periodic solution, nonlinear oscillator, discontinuous, fractional potential.

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7728 Solving 94-bit ECDLP with 70 Computers in Parallel

Authors: Shunsuke Miyoshi, Yasuyuki Nogami, Takuya Kusaka, Nariyoshi Yamai

Abstract:

Elliptic curve discrete logarithm problem(ECDLP) is one of problems on which the security of pairing-based cryptography is based. This paper considers Pollard’s rho method to evaluate the security of ECDLP on Barreto-Naehrig(BN) curve that is an efficient pairing-friendly curve. Some techniques are proposed to make the rho method efficient. Especially, the group structure on BN curve, distinguished point method, and Montgomery trick are well-known techniques. This paper applies these techniques and shows its optimization. According to the experimental results for which a large-scale parallel system with MySQL is applied, 94-bit ECDLP was solved about 28 hours by parallelizing 71 computers.

Keywords: Pollard’s rho method, BN curve, Montgomery multiplication.

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7727 Synchronization Between Two Chaotic Systems: Numerical and Circuit Simulation

Authors: J. H. Park, T. H. Lee, S. M. Lee, H. Y. Jung

Abstract:

In this paper, a generalized synchronization scheme, which is called function synchronization, for chaotic systems is studied. Based on Lyapunov method and active control method, we design the synchronization controller for the system such that the error dynamics between master and slave chaotic systems is asymptotically stable. For verification of our theory, computer and circuit simulations for a specific chaotic system is conducted.

Keywords: Chaotic systems, synchronization, Lyapunov method, simulation.

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7726 Element-Independent Implementation for Method of Lagrange Multipliers

Authors: Gil-Eon Jeong, Sung-Kie Youn, K. C. Park

Abstract:

Treatment for the non-matching interface is an important computational issue. To handle this problem, the method of Lagrange multipliers including classical and localized versions are the most popular technique. It essentially imposes the interface compatibility conditions by introducing Lagrange multipliers. However, the numerical system becomes unstable and inefficient due to the Lagrange multipliers. The interface element-independent formulation that does not include the Lagrange multipliers can be obtained by modifying the independent variables mathematically. Through this modification, more efficient and stable system can be achieved while involving equivalent accuracy comparing with the conventional method. A numerical example is conducted to verify the validity of the presented method.

Keywords: Element-independent formulation, non-matching interface, interface coupling, methods of Lagrange multipliers.

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7725 Free Vibration Analysis of Non-Uniform Euler Beams on Elastic Foundation via Homotopy Perturbation Method

Authors: U. Mutman, S. B. Coskun

Abstract:

In this study Homotopy Perturbation Method (HPM) is employed to investigate free vibration of an Euler beam with variable stiffness resting on an elastic foundation. HPM is an easy-to-use and very efficient technique for the solution of linear or nonlinear problems. HPM produces analytical approximate expression which is continuous in the solution domain. This work shows that HPM is a promising method for free vibration analysis of nonuniform Euler beams on elastic foundation. Several case problems have been solved by using the technique and solutions have been compared with those available in the literature.

Keywords: Homotopy Perturbation Method, Elastic Foundation, Vibration, Beam

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7724 Sinc-Galerkin Method for the Solution of Problems in Calculus of Variations

Authors: M. Zarebnia, N. Aliniya

Abstract:

In this paper, a numerical solution based on sinc functions is used for finding the solution of boundary value problems which arise from the problems of calculus of variations. This approximation reduce the problems to an explicit system of algebraic equations. Some numerical examples are also given to illustrate the accuracy and applicability of the presented method.

Keywords: Calculus of variation; Sinc functions; Galerkin; Numerical method

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7723 On the Approximate Solution of Continuous Coefficients for Solving Third Order Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

This paper derived four newly schemes which are combined in order to form an accurate and efficient block method for parallel or sequential solution of third order ordinary differential equations of the form y''' = f(x, y, y', y''), y(α)=y0, y'(α)=β, y''(α)=η with associated initial or boundary conditions. The implementation strategies of the derived method have shown that the block method is found to be consistent, zero stable and hence convergent. The derived schemes were tested on stiff and non – stiff ordinary differential equations, and the numerical results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep, Self starting, Third Order Ordinary Differential Equations.

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7722 Laplace Adomian Decomposition Method Applied to a Two-Dimensional Viscous Flow with Shrinking Sheet

Authors: M. A. Koroma, S. Widatalla, A. F. Kamara, C. Zhang

Abstract:

Our aim in this piece of work is to demonstrate the power of the Laplace Adomian decomposition method (LADM) in approximating the solutions of nonlinear differential equations governing the two-dimensional viscous flow induced by a shrinking sheet.

Keywords: Adomian polynomials, Laplace Adomian decomposition method, Padé Approximant, Shrinking sheet.

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7721 A Quantification Method of Attractiveness of Stations and an Estimation Method of Number of Passengers Taking into Consideration the Attractiveness of the Station

Authors: Naoya Ozaki, Takuya Watanabe, Ryosuke Matsumoto, Noriko Fukasawa

Abstract:

In the metropolitan areas in Japan, in many stations, shopping areas are set up, and escalators and elevators are installed to make the stations be barrier-free. Further, many areas around the stations are being redeveloped. Railway business operators want to know how much effect these circumstances have on attractiveness of the station or number of passengers using the station. So, we performed a questionnaire survey of the station users in the metropolitan areas for finding factors to affect the attractiveness of stations. Then, based on the analysis of the survey, we developed a method to quantitatively evaluate attractiveness of the stations. We also developed an estimation method for number of passengers based on combination of attractiveness of the station quantitatively evaluated and the residential and labor population around the station. Then, we derived precise linear regression models estimating the attractiveness of the station and number of passengers of the station.

Keywords: Attractiveness of the station, estimation method, number of passengers of the station, redevelopment around the station, renovation of the station.

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7720 Generalized Method for Estimating Best-Fit Vertical Alignments for Profile Data

Authors: Said M. Easa, Shinya Kikuchi

Abstract:

When the profile information of an existing road is missing or not up-to-date and the parameters of the vertical alignment are needed for engineering analysis, the engineer has to recreate the geometric design features of the road alignment using collected profile data. The profile data may be collected using traditional surveying methods, global positioning systems, or digital imagery. This paper develops a method that estimates the parameters of the geometric features that best characterize the existing vertical alignments in terms of tangents and the expressions of the curve, that may be symmetrical, asymmetrical, reverse, and complex vertical curves. The method is implemented using an Excel-based optimization method that minimizes the differences between the observed profile and the profiles estimated from the equations of the vertical curve. The method uses a 'wireframe' representation of the profile that makes the proposed method applicable to all types of vertical curves. A secondary contribution of this paper is to introduce the properties of the equal-arc asymmetrical curve that has been recently developed in the highway geometric design field.

Keywords: Optimization, parameters, data, reverse, spreadsheet, vertical curves

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7719 An Improved Prediction Model of Ozone Concentration Time Series Based On Chaotic Approach

Authors: N. Z. A. Hamid, M. S. M. Noorani

Abstract:

This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly Ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: Chaotic approach, phase space, Cao method, local linear approximation method.

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7718 An Adaptive Dynamic Fracture for 3D Fatigue Crack Growth Using X-FEM

Authors: S. Lecheb, A. Nour, A. Chellil, A. Basta, D. Belmiloud, H. Kebi

Abstract:

In recent years, a new numerical method has been developed, the extended finite element method (X-FEM). The objective of this work is to exploit the (X-FEM) for the treatment of the fracture mechanics problems on 3D geometries, where we showed the ability of this method to simulate the fatigue crack growth into two cases: edge and central crack. In the results we compared the six first natural frequencies of mode shapes uncracking with the cracking initiation in the structure, and showed the stress intensity factor (SIF) evolution function as crack size propagation into structure, the analytical validation of (SIF) is presented. For to evidence the aspects of this method, all result is compared between FEA and X-FEM.

Keywords: 3D fatigue crack growth, FEA, natural frequencies, stress intensity factor (SIF), X-FEM.

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7717 Improvement of Ride Comfort of Turning Electric Vehicle Using Optimal Speed Control

Authors: Yingyi Zhou, Tohru Kawabe

Abstract:

With the spread of EVs (electric Vehicles), the ride comfort has been gaining a lot of attention. The influence of the lateral acceleration is important for the improvement of ride comfort of EVs as well as the longitudinal acceleration, especially upon turning of the vehicle. Therefore, this paper proposes a practical optimal speed control method to greatly improve the ride comfort in the vehicle turning situation. For consturcting this method, effective criteria that can appropriately evaluate deterioration of ride comfort is derived. The method can reduce the influence of both the longitudinal and the lateral speed changes for providing a confortable ride. From several simulation results, we can see the fact that the method can prevent aggravation of the ride comfort by suppressing the influence of longitudinal speed change in the turning situation. Hence, the effectiveness of the method is recognized.

Keywords: Electric vehicle, speed control, ride comfort, optimal control theory, driving support system.

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7716 Embedded Singly Diagonally Implicit Runge-Kutta –Nystrom Method Order 5(4) for the Integration of Special Second Order ODEs

Authors: Fudziah Ismail

Abstract:

In this paper a new embedded Singly Diagonally Implicit Runge-Kutta Nystrom fourth order in fifth order method for solving special second order initial value problems is derived. A standard set of test problems are tested upon and comparisons on the numerical results are made when the same set of test problems are reduced to first order systems and solved using the existing embedded diagonally implicit Runge-Kutta method. The results suggests the superiority of the new method.

Keywords: Runge-Kutta Nystrom, Special second orderproblems.

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7715 Assessment of the Energy Balance Method in the Case of Masonry Domes

Authors: M. M. Sadeghi, S. Vahdani

Abstract:

Masonry dome structures had been widely used for covering large spans in the past. The seismic assessment of these historical structures is very complicated due to the nonlinear behavior of the material, their rigidness, and special stability configuration. The assessment method based on energy balance concept, as well as the standard pushover analysis, is used to evaluate the effectiveness of these methods in the case of masonry dome structures. The Soltanieh dome building is used as an example to which two methods are applied. The performance points are given from superimposing the capacity, and demand curves in Acceleration Displacement Response Spectra (ADRS) and energy coordination are compared with the nonlinear time history analysis as the exact result. The results show a good agreement between the dynamic analysis and the energy balance method, but standard pushover method does not provide an acceptable estimation.

Keywords: Energy balance method, pushover analysis, time history analysis, masonry dome.

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7714 Fuzzy Scan Method to Detect Clusters

Authors: Laureano Rodríguez, Gladys Casas, Ricardo Grau, Yailen Martínez

Abstract:

The classical temporal scan statistic is often used to identify disease clusters. In recent years, this method has become as a very popular technique and its field of application has been notably increased. Many bioinformatic problems have been solved with this technique. In this paper a new scan fuzzy method is proposed. The behaviors of classic and fuzzy scan techniques are studied with simulated data. ROC curves are calculated, being demonstrated the superiority of the fuzzy scan technique.

Keywords: Scan statistic, fuzzy scan, simulating study

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7713 Approximate Confidence Interval for Effect Size Base on Bootstrap Resampling Method

Authors: S. Phanyaem

Abstract:

This paper presents the confidence intervals for the effect size base on bootstrap resampling method. The meta-analytic confidence interval for effect size is proposed that are easy to compute. A Monte Carlo simulation study was conducted to compare the performance of the proposed confidence intervals with the existing confidence intervals. The best confidence interval method will have a coverage probability close to 0.95. Simulation results have shown that our proposed confidence intervals perform well in terms of coverage probability and expected length.

Keywords: Effect size, confidence interval, Bootstrap Method.

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7712 ISME: Integrated Style Motion Editor for 3D Humanoid Character

Authors: Ismahafezi Ismail, Mohd Shahrizal Sunar

Abstract:

The motion of a realistic 3D humanoid character is very important especially for the industries developing computer animations and games. However, this type of motion is seen with a very complex dimensional data as well as body position, orientation, and joint rotation. Integrated Style Motion Editor (ISME), on the other hand, is a method used to alter the 3D humanoid motion capture data utilised in computer animation and games development. Therefore, this study was carried out with the purpose of demonstrating a method that is able to manipulate and deform different motion styles by integrating Key Pose Deformation Technique and Trajectory Control Technique. This motion editing method allows the user to generate new motions from the original motion capture data using a simple interface control. Unlike the previous method, our method produces a realistic humanoid motion style in real time.

Keywords: Computer animation, humanoid motion, motion capture, motion editing.

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7711 Bifurcation Method for Solving Positive Solutions to a Class of Semilinear Elliptic Equations and Stability Analysis of Solutions

Authors: Hailong Zhu, Zhaoxiang Li

Abstract:

Semilinear elliptic equations are ubiquitous in natural sciences. They give rise to a variety of important phenomena in quantum mechanics, nonlinear optics, astrophysics, etc because they have rich multiple solutions. But the nontrivial solutions of semilinear equations are hard to be solved for the lack of stabilities, such as Lane-Emden equation, Henon equation and Chandrasekhar equation. In this paper, bifurcation method is applied to solving semilinear elliptic equations which are with homogeneous Dirichlet boundary conditions in 2D. Using this method, nontrivial numerical solutions will be computed and visualized in many different domains (such as square, disk, annulus, dumbbell, etc).

Keywords: Semilinear elliptic equations, positive solutions, bifurcation method, isotropy subgroups.

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7710 Frequency-Variation Based Method for Parameter Estimation of Transistor Amplifier

Authors: Akash Rathee, Harish Parthasarathy

Abstract:

In this paper, a frequency-variation based method has been proposed for transistor parameter estimation in a commonemitter transistor amplifier circuit. We design an algorithm to estimate the transistor parameters, based on noisy measurements of the output voltage when the input voltage is a sine wave of variable frequency and constant amplitude. The common emitter amplifier circuit has been modelled using the transistor Ebers-Moll equations and the perturbation technique has been used for separating the linear and nonlinear parts of the Ebers-Moll equations. This model of the amplifier has been used to determine the amplitude of the output sinusoid as a function of the frequency and the parameter vector. Then, applying the proposed method to the frequency components, the transistor parameters have been estimated. As compared to the conventional time-domain least squares method, the proposed method requires much less data storage and it results in more accurate parameter estimation, as it exploits the information in the time and frequency domain, simultaneously. The proposed method can be utilized for parameter estimation of an analog device in its operating range of frequencies, as it uses data collected from different frequencies output signals for parameter estimation.

Keywords: Perturbation Technique, Parameter estimation, frequency-variation based method.

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7709 A Dictionary Learning Method Based On EMD for Audio Sparse Representation

Authors: Yueming Wang, Zenghui Zhang, Rendong Ying, Peilin Liu

Abstract:

Sparse representation has long been studied and several dictionary learning methods have been proposed. The dictionary learning methods are widely used because they are adaptive. In this paper, a new dictionary learning method for audio is proposed. Signals are at first decomposed into different degrees of Intrinsic Mode Functions (IMF) using Empirical Mode Decomposition (EMD) technique. Then these IMFs form a learned dictionary. To reduce the size of the dictionary, the K-means method is applied to the dictionary to generate a K-EMD dictionary. Compared to K-SVD algorithm, the K-EMD dictionary decomposes audio signals into structured components, thus the sparsity of the representation is increased by 34.4% and the SNR of the recovered audio signals is increased by 20.9%.

Keywords: Dictionary Learning, EMD, K-means Method, Sparse Representation.

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7708 Traveling Wave Solutions for Shallow Water Wave Equation by (G'/G)-Expansion Method

Authors: Anjali Verma, Ram Jiwari, Jitender Kumar

Abstract:

This paper presents a new function expansion method for finding traveling wave solution of a non-linear equation and calls it the (G'/G)-expansion method. The shallow water wave equation is reduced to a non linear ordinary differential equation by using a simple transformation. As a result the traveling wave solutions of shallow water wave equation are expressed in three forms: hyperbolic solutions, trigonometric solutions and rational solutions.

Keywords: Shallow water wave equation, Exact solutions, (G'/G) expansion method.

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7707 Non-Polynomial Spline Method for the Solution of Problems in Calculus of Variations

Authors: M. Zarebnia, M. Hoshyar, M. Sedaghati

Abstract:

In this paper, a numerical solution based on nonpolynomial cubic spline functions is used for finding the solution of boundary value problems which arise from the problems of calculus of variations. This approximation reduce the problems to an explicit system of algebraic equations. Some numerical examples are also given to illustrate the accuracy and applicability of the presented method.

Keywords: Calculus of variation; Non-polynomial spline functions; Numerical method

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7706 On Convergence Property of MINRES Method for Solving a Complex Shifted Hermitian Linear System

Authors: Guiding Gu, Guo Liu

Abstract:

We discuss the convergence property of the minimum residual (MINRES) method for the solution of complex shifted Hermitian system (αI + H)x = f. Our convergence analysis shows that the method has a faster convergence than that for real shifted Hermitian system (Re(α)I + H)x = f under the condition Re(α) + λmin(H) > 0, and a larger imaginary part of the shift α has a better convergence property. Numerical experiments show such convergence properties.

Keywords: complex shifted linear system, Hermitian matrix, MINRES method.

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7705 Efficiency of Wood Vinegar Mixed with Some Plants Extract against the Housefly (Musca domestica L.)

Authors: U. Pangnakorn, S. Kanlaya

Abstract:

The efficiency of wood vinegar mixed with each individual of three plants extract such as: citronella grass (Cymbopogon nardus), neem seed (Azadirachta indica A. Juss), and yam bean seed (Pachyrhizus erosus Urb.) were tested against the second instar larvae of housefly (Musca domestica L.). Steam distillation was used for extraction of the citronella grass while neem and yam bean were simple extracted by fermentation with ethyl alcohol. Toxicity test was evaluated in laboratory based on two methods of larvicidal bioassay: topical application method (contact poison) and feeding method (stomach poison). Larval mortality was observed daily and larval survivability was recorded until the survived larvae developed to pupae and adults. The study resulted that treatment of wood vinegar mixed with citronella grass showed the highest larval mortality by topical application method (50.0%) and by feeding method (80.0%). However, treatment of mixed wood vinegar and neem seed showed the longest pupal duration to 25 day and 32 days for topical application method and feeding method respectively. Additional, larval duration on treated M. domestica larvae was extended to 13 days for topical application method and 11 days for feeding method. Thus, the feeding method gave higher efficiency compared with the topical application method.

Keywords: Housefly (Musca domestica L.), neem seed (Azadirachta indica), citronella grass (Cymbopogon nardus) yam bean seed (Pachyrhizus erosus), mortality.

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7704 System Reduction by Eigen Permutation Algorithm and Improved Pade Approximations

Authors: Jay Singh, Kalyan Chatterjee, C. B. Vishwakarma

Abstract:

A mixed method by combining a Eigen algorithm and improved pade approximations is proposed for reducing the order of the large-scale dynamic systems. The most dominant Eigen value of both original and reduced order systems remain same in this method. The proposed method guarantees stability of the reduced model if the original high-order system is stable and is comparable in quality with the other well known existing order reduction methods. The superiority of the proposed method is shown through examples taken from the literature.

Keywords: Eigen algorithm, Order reduction, improved pade approximations, Stability, Transfer function.

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7703 An SVM based Classification Method for Cancer Data using Minimum Microarray Gene Expressions

Authors: R. Mallika, V. Saravanan

Abstract:

This paper gives a novel method for improving classification performance for cancer classification with very few microarray Gene expression data. The method employs classification with individual gene ranking and gene subset ranking. For selection and classification, the proposed method uses the same classifier. The method is applied to three publicly available cancer gene expression datasets from Lymphoma, Liver and Leukaemia datasets. Three different classifiers namely Support vector machines-one against all (SVM-OAA), K nearest neighbour (KNN) and Linear Discriminant analysis (LDA) were tested and the results indicate the improvement in performance of SVM-OAA classifier with satisfactory results on all the three datasets when compared with the other two classifiers.

Keywords: Support vector machines-one against all, cancerclassification, Linear Discriminant analysis, K nearest neighbour, microarray gene expression, gene pair ranking.

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7702 Application of MADM in Identifying the Transmission Rate of Dengue fever: A Case Study of Shah Alam, Malaysia

Authors: Nuraini Yusoff, Harun Budin, Salemah Ismail

Abstract:

Identifying parameters in an epidemic model is one of the important aspect of modeling. In this paper, we suggest a method to identify the transmission rate by using the multistage Adomian decomposition method. As a case study, we use the data of the reported dengue fever cases in the city of Shah Alam, Malaysia. The result obtained fairly represents the actual situation. However, in the SIR model, this method serves as an alternative in parameter identification and enables us to make necessary analysis for a smaller interval.

Keywords: dengue fever, multistage Adomian decomposition method, Shah Alam, SIR model

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7701 Effectiveness of Earthing System in Vertical Configurations

Authors: S. Yunus, A. Suratman, N. Mohamad Nor, M. Othman

Abstract:

This paper presents the measurement and simulation results by Finite Element Method (FEM) for earth resistance (RDC) for interconnected vertical ground rod configurations. The soil resistivity was measured using the Wenner four-pin Method, and RDC was measured using the Fall of Potential (FOP) method, as outlined in the standard. Genetic Algorithm (GA) is employed to interpret the soil resistivity to that of a 2-layer soil model. The same soil resistivity data that were obtained by Wenner four-pin method were used in FEM for simulation. This paper compares the results of RDC obtained by FEM simulation with the real measurement at field site. A good agreement was seen for RDC obtained by measurements and FEM. This shows that FEM is a reliable software to be used for design of earthing systems. It is also found that the parallel rod system has a better performance compared to a similar setup using a grid layout.

Keywords: Earthing systems, earth electrodes, Finite Element Method, FEM, Genetic Algorithm, GA, earth resistances.

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