Search results for: Adaptive autoregressive

Authors: S. Areerachakul

Abstract:

Nowadays, several techniques such as; Fuzzy Inference System (FIS) and Neural Network (NN) are employed for developing of the predictive models to estimate parameters of water quality. The main objective of this study is to compare between the predictive ability of the Adaptive Neuro-Fuzzy Inference System (ANFIS) model and Artificial Neural Network (ANN) model to estimate the Biochemical Oxygen Demand (BOD) on data from 11 sampling sites of Saen Saep canal in Bangkok, Thailand. The data is obtained from the Department of Drainage and Sewerage, Bangkok Metropolitan Administration, during 2004-2011. The five parameters of water quality namely Dissolved Oxygen (DO), Chemical Oxygen Demand (COD), Ammonia Nitrogen (NH3N), Nitrate Nitrogen (NO3N), and Total Coliform bacteria (T-coliform) are used as the input of the models. These water quality indices affect the biochemical oxygen demand. The experimental results indicate that the ANN model provides a higher correlation coefficient (R=0.73) and a lower root mean square error (RMSE=4.53) than the corresponding ANFIS model.

Keywords: adaptive neuro-fuzzy inference system, artificial neural network, biochemical oxygen demand, surface water.

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Authors: Melvin A. Ballera

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Prior literature in the field of adaptive and personalized learning sequence in e-learning have proposed and implemented various mechanisms to improve the learning process such as individualization and personalization, but complex to implement due to expensive algorithmic programming and need of extensive and prior data. The main objective of personalizing learning sequence is to maximize learning by dynamically selecting the closest teaching operation in order to achieve the learning competency of learner. In this paper, a revolutionary technique has been proposed and tested to perform individualization and personalization using modified reversed roulette wheel selection algorithm that runs at O(n). The technique is simpler to implement and is algorithmically less expensive compared to other revolutionary algorithms since it collects the dynamic real time performance matrix such as examinations, reviews, and study to form the RWSA single numerical fitness value. Results show that the implemented system is capable of recommending new learning sequences that lessens time of study based on student's prior knowledge and real performance matrix.

Keywords: E-learning, fitness value, personalized learning sequence, reversed roulette wheel selection algorithms.

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Authors: Youcef Bekakra, Djilani Ben attous

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In this paper, a field oriented control (FOC) induction motor drive is presented. In order to eliminate the speed sensor, an adaptation algorithm for tuning the rotor speed is proposed. Based on the Model Reference Adaptive System (MRAS) scheme, the rotor speed is tuned to obtain an exact FOC induction motor drive. The reference and adjustable models, developed in stationary stator reference frame, are used in the MRAS scheme to estimate induction rotor speed from measured terminal voltages and currents. The Integral Proportional (IP) gains speed controller are tuned by a modern approach that is the Particle Swarm Optimization (PSO) algorithm in order to optimize the parameters of the IP controller. The use of PSO as an optimization algorithm makes the drive robust, with faster dynamic response, higher accuracy and insensitive to load variation. The proposed algorithm has been tested by numerical simulation, showing the capability of driving load.

Keywords: Induction motor drive, field oriented control, model reference adaptive system (MRAS), particle swarm optimization (PSO).

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Authors: Antoni Wibowo, Harry Pujianto, Dewi Retno Sari Saputro

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The stock market can provide huge profits in a relatively short time in financial sector; however, it also has a high risk for investors and traders if they are not careful to look the factors that affect the stock market. Therefore, they should give attention to the dynamic fluctuations and movements of the stock market to optimize profits from their investment. In this paper, we present a nonlinear autoregressive exogenous model (NARX) to predict the movements of stock market; especially, the movements of the closing price index. As case study, we consider to predict the movement of the closing price in Indonesia composite index (IHSG) and choose the best structures of NARX for IHSG’s prediction.

Keywords: NARX, prediction, stock market, time series.

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Authors: Thomas Bryan, Veton Kepuska, Ivica Kostanic

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A simple adaptive voice activity detector (VAD) is implemented using Gabor and gammatone atomic decomposition of speech for high Gaussian noise environments. Matching pursuit is used for atomic decomposition, and is shown to achieve optimal speech detection capability at high data compression rates for low signal to noise ratios. The most active dictionary elements found by matching pursuit are used for the signal reconstruction so that the algorithm adapts to the individual speakers dominant time-frequency characteristics. Speech has a high peak to average ratio enabling matching pursuit greedy heuristic of highest inner products to isolate high energy speech components in high noise environments. Gabor and gammatone atoms are both investigated with identical logarithmically spaced center frequencies, and similar bandwidths. The algorithm performs equally well for both Gabor and gammatone atoms with no significant statistical differences. The algorithm achieves 70% accuracy at a 0 dB SNR, 90% accuracy at a 5 dB SNR and 98% accuracy at a 20dB SNR using 30d B SNR as a reference for voice activity.

Keywords: Atomic Decomposition, Gabor, Gammatone, Matching Pursuit, Voice Activity Detection.

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Authors: Kjersti Engan, Thor Ole Gulsrud, Karl Fredrik Fretheim, Barbro Furebotten Iversen, Liv Eriksen

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Clusters of microcalcifications in mammograms are an important sign of breast cancer. This paper presents a complete Computer Aided Detection (CAD) scheme for automatic detection of clustered microcalcifications in digital mammograms. The proposed system, MammoScan μCaD, consists of three main steps. Firstly all potential microcalcifications are detected using a a method for feature extraction, VarMet, and adaptive thresholding. This will also give a number of false detections. The goal of the second step, Classifier level 1, is to remove everything but microcalcifications. The last step, Classifier level 2, uses learned dictionaries and sparse representations as a texture classification technique to distinguish single, benign microcalcifications from clustered microcalcifications, in addition to remove some remaining false detections. The system is trained and tested on true digital data from Stavanger University Hospital, and the results are evaluated by radiologists. The overall results are promising, with a sensitivity > 90 % and a low false detection rate (approx 1 unwanted pr. image, or 0.3 false pr. image).

Keywords: mammogram, microcalcifications, detection, CAD, MammoScan μCaD, VarMet, dictionary learning, texture, FTCM, classification, adaptive thresholding

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Authors: Nan-Chyuan Tsai, Din-Chang Chen, Rong-Mao Lee, Bai-Lu Wang

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This paper presents how the real-time chatter prevention can be realized by feedback of acoustic cutting signal, and the efficacy of the proposed adaptive spindle speed tuning algorithm is verified by intensive experimental simulations. A pair of microphones, perpendicular to each other, is used to acquire the acoustic cutting signal resulting from milling chatter. A real-time feedback control loop is constructed for spindle speed compensation so that the milling process can be ensured to be within the stability zone of stability lobe diagram. Acoustic Chatter Signal Index (ACSI) and Spindle Speed Compensation Strategy (SSCS) are proposed to quantify the acoustic signal and actively tune the spindle speed respectively. By converting the acoustic feedback signal into ACSI, an appropriate Spindle Speed Compensation Rate (SSCR) can be determined by SSCS based on real-time chatter level or ACSI. Accordingly, the compensation command, referred to as Added-On Voltage (AOV), is applied to increase/decrease the spindle motor speed. By inspection on the precision and quality of the workpiece surface after milling, the efficacy of the real-time chatter prevention strategy via acoustic signal feedback is further assured.

Keywords: Chatter compensation, Stability lobes, Non-invasivemeasurement.

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Authors: P. V. Pramila, V. Mahesh

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Pulmonary Function Tests are important non-invasive diagnostic tests to assess respiratory impairments and provides quantifiable measures of lung function. Spirometry is the most frequently used measure of lung function and plays an essential role in the diagnosis and management of pulmonary diseases. However, the test requires considerable patient effort and cooperation, markedly related to the age of patients resulting in incomplete data sets. This paper presents, a nonlinear model built using Multivariate adaptive regression splines and Random forest regression model to predict the missing spirometric features. Random forest based feature selection is used to enhance both the generalization capability and the model interpretability. In the present study, flow-volume data are recorded for N= 198 subjects. The ranked order of feature importance index calculated by the random forests model shows that the spirometric features FVC, FEF25, PEF, FEF25-75, FEF50 and the demographic parameter height are the important descriptors. A comparison of performance assessment of both models prove that, the prediction ability of MARS with the `top two ranked features namely the FVC and FEF25 is higher, yielding a model fit of R2= 0.96 and R2= 0.99 for normal and abnormal subjects. The Root Mean Square Error analysis of the RF model and the MARS model also shows that the latter is capable of predicting the missing values of FEV1 with a notably lower error value of 0.0191 (normal subjects) and 0.0106 (abnormal subjects) with the aforementioned input features. It is concluded that combining feature selection with a prediction model provides a minimum subset of predominant features to train the model, as well as yielding better prediction performance. This analysis can assist clinicians with a intelligence support system in the medical diagnosis and improvement of clinical care.

Keywords: FEV1, Multivariate Adaptive Regression Splines Pulmonary Function Test, Random Forest.

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Authors: H. Bonakdari, I. Ebtehaj

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The prediction of scour depth around bridge piers is frequently considered in river engineering. One of the key aspects in efficient and optimum bridge structure design is considered to be scour depth estimation around bridge piers. In this study, scour depth around bridge piers is estimated using two methods, namely the Adaptive Neuro-Fuzzy Inference System (ANFIS) and Artificial Neural Network (ANN). Therefore, the effective parameters in scour depth prediction are determined using the ANN and ANFIS methods via dimensional analysis, and subsequently, the parameters are predicted. In the current study, the methods’ performances are compared with the nonlinear regression (NLR) method. The results show that both methods presented in this study outperform existing methods. Moreover, using the ratio of pier length to flow depth, ratio of median diameter of particles to flow depth, ratio of pier width to flow depth, the Froude number and standard deviation of bed grain size parameters leads to optimal performance in scour depth estimation.

Keywords: Adaptive neuro-fuzzy inference system, ANFIS, artificial neural network, ANN, bridge pier, scour depth, nonlinear regression, NLR.

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Authors: Jian Shi, Baoguo Yu, Haonan Jia, Meng Liu, Ping Huang

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Adapting to the flexibility of war, a large number of guided weapons launch from aircraft. Therefore, the inertial navigation system loaded in the weapon needs to undergo an alignment process in the air. This article proposes the following methods to the problem of inaccurate modeling of the system under large misalignment angles, the accuracy reduction of filtering caused by outliers, and the noise changes in GPS signals: first, considering the large misalignment errors of Strapdown Inertial Navigation System (SINS)/GPS, a more accurate model is made rather than to make a small-angle approximation, and the Unscented Kalman Filter (UKF) algorithms are used to estimate the state; then, taking into account the impact of GPS noise changes on the fine alignment algorithm, the innovation adaptive filtering algorithm is introduced to estimate the GPS’s noise in real-time; at the same time, in order to improve the anti-interference ability of the air fine alignment algorithm, a robust filtering algorithm based on outlier detection is combined with the air fine alignment algorithm to improve the robustness of the algorithm. The algorithm can improve the alignment accuracy and robustness under interference conditions, which is verified by simulation.

Keywords: Air alignment, fine alignment, inertial navigation system, integrated navigation system, UKF.

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Authors: Joseph V. M. Halim, Hesham El-Badawy, Hadia M. El-Hennawy

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In this paper, an adaptive polarized Multiple-Input Multiple-Output (MIMO) Multicarrier Spread Spectrum Code Division Multiple Access (MC-SS-CDMA) system is designed for downlink mobile communications. The proposed system will be examined in Frequency Division Duplex (FDD) mode for both macro urban and suburban environments. For the same transmission bandwidth, a performance comparison between both nonoverlapped and orthogonal Frequency Division Multiplexing (FDM) schemes will be presented. Also, the proposed system will be compared with both the closed loop vertical MIMO MC-SS-CDMA system and the synchronous vertical STBC-MIMO MC-SS-CDMA system. As will be shown, the proposed system introduces a significant performance gain as well as reducing the spatial dimensions of the MIMO system and simplifying the receiver implementation. The effect of the polarization diversity characteristics on the BER performance will be discussed. Also, the impact of excluding the cross-polarization MCSS- CDMA blocks in the base station will be investigated. In addition, the system performance will be evaluated under different Feedback Information (FBI) rates for slowly-varying channels. Finally, a performance comparison for vehicular and pedestrian environments will be presented

Keywords: Closed loop technique, MC-SS-CDMA, Polarized MIMO systems, Transmit diversity.

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Authors: Lorenzo Daghini, Andreas Archenti, Cornel Mihai Nicolescu

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This paper introduces a novel design for boring bar with enhanced damping capability. The principle followed in the design phase was to enhance the damping capability minimizing the loss in static stiffness through implementation of composite material interfaces. The newly designed tool has been compared to a conventional tool. The evaluation criteria were the dynamic characteristics, frequency and damping ratio, of the machining system, as well as the surface roughness of the machined workpieces. The use of composite material in the design of damped tool has been demonstrated effective. Furthermore, the autoregressive moving average (ARMA) models presented in this paper take into consideration the interaction between the elastic structure of the machine tool and the cutting process and can therefore be used to characterize the machining system in operational conditions.

Keywords: ARMA, cutting stability, damped tool, machining.

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Authors: Rana Khalid Naeem, Asif Mansoor

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Periodicities in the environmetric time series can be idyllically assessed by utilizing periodic models. In this communication fugitive emission of gases from open sewer channel Lyari which follows periodic behaviour are approximated by employing periodic autoregressive model of order p. The orders of periodic model for each season are selected through the examination of periodic partial autocorrelation or information criteria. The parameters for the selected order of season are estimated individually for each emitted air toxin. Subsequently, adequacies of fitted models are established by examining the properties of the residual for each season. These models are beneficial for schemer and administrative bodies for the improvement of implemented policies to surmount future environmental problems.

Keywords: Exchange of Gases, Goodness of Fit, Open Sewer Channel, PAR(p) Models, Periodicities, Season Wise Models.

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Authors: Lun-Ping Hung, Nan-Chen Hsieh, Chia-Ling Ho, Chien-Liang Chen

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Currently, most of distance learning courses can only deliver standard material to students. Students receive course content passively which leads to the neglect of the goal of education – “to suit the teaching to the ability of students". Providing appropriate course content according to students- ability is the main goal of this paper. Except offering a series of conventional learning services, abundant information available, and instant message delivery, a complete online learning environment should be able to distinguish between students- ability and provide learning courses that best suit their ability. However, if a distance learning site contains well-designed course content and design but fails to provide adaptive courses, students will gradually loss their interests and confidence in learning and result in ineffective learning or discontinued learning. In this paper, an intelligent tutoring system is proposed and it consists of several modules working cooperatively in order to build an adaptive learning environment for distance education. The operation of the system is based on the result of Self-Organizing Map (SOM) to divide students into different groups according to their learning ability and learning interests and then provide them with suitable course content. Accordingly, the problem of information overload and internet traffic problem can be solved because the amount of traffic accessing the same content is reduced.

Keywords: Distance Learning, Intelligent Tutoring System(ITS), Self-Organizing Map (SOM)

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Authors: Om Prakash Verma, Rajesh Singla, Rajesh Kumar

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Conventional controller’s usually required a prior knowledge of mathematical modelling of the process. The inaccuracy of mathematical modelling degrades the performance of the process, especially for non-linear and complex control problem. The process used is Water-Bath system, which is most widely used and nonlinear to some extent. For Water-Bath system, it is necessary to attain desired temperature within a specified period of time to avoid the overshoot and absolute error, with better temperature tracking capability, else the process is disturbed.

To overcome above difficulties intelligent controllers, Fuzzy Logic (FL) and Adaptive Neuro-Fuzzy Inference System (ANFIS), are proposed in this paper. The Fuzzy controller is designed to work with knowledge in the form of linguistic control rules. But the translation of these linguistic rules into the framework of fuzzy set theory depends on the choice of certain parameters, for which no formal method is known. To design ANFIS, Fuzzy-Inference-System is combined with learning capability of Neural-Network.

It is analyzed that ANFIS is best suitable for adaptive temperature control of above system. As compared to PID and FLC, ANFIS produces a stable control signal. It has much better temperature tracking capability with almost zero overshoot and minimum absolute error.

Keywords: PID Controller, FLC, ANFIS, Non-Linear Control System, Water-Bath System, MATLAB-7.

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Authors: Ahmet Kayabasi, Ali Akdagli

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In this study, three robust predicting methods, namely artificial neural network (ANN), adaptive neuro fuzzy inference system (ANFIS) and support vector machine (SVM) were used for computing the resonant frequency of A-shaped compact microstrip antennas (ACMAs) operating at UHF band. Firstly, the resonant frequencies of 144 ACMAs with various dimensions and electrical parameters were simulated with the help of IE3D™ based on method of moment (MoM). The ANN, ANFIS and SVM models for computing the resonant frequency were then built by considering the simulation data. 124 simulated ACMAs were utilized for training and the remaining 20 ACMAs were used for testing the ANN, ANFIS and SVM models. The performance of the ANN, ANFIS and SVM models are compared in the training and test process. The average percentage errors (APE) regarding the computed resonant frequencies for training of the ANN, ANFIS and SVM were obtained as 0.457%, 0.399% and 0.600%, respectively. The constructed models were then tested and APE values as 0.601% for ANN, 0.744% for ANFIS and 0.623% for SVM were achieved. The results obtained here show that ANN, ANFIS and SVM methods can be successfully applied to compute the resonant frequency of ACMAs, since they are useful and versatile methods that yield accurate results.

Keywords: A-shaped compact microstrip antenna, Artificial Neural Network (ANN), adaptive Neuro-Fuzzy Inference System (ANFIS), Support Vector Machine (SVM).

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Authors: S. Chiali, Z.Eberrichi, M.Malki

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The number of framework conceived for e-learning constantly increase, unfortunately the creators of learning materials and educational institutions engaged in e-formation adopt a “proprietor" approach, where the developed products (courses, activities, exercises, etc.) can be exploited only in the framework where they were conceived, their uses in the other learning environments requires a greedy adaptation in terms of time and effort. Each one proposes courses whose organization, contents, modes of interaction and presentations are unique for all learners, unfortunately the latter are heterogeneous and are not interested by the same information, but only by services or documents adapted to their needs. Currently the new tendency for the framework conceived for e-learning, is the interoperability of learning materials, several standards exist (DCMI (Dublin Core Metadata Initiative)[2], LOM (Learning Objects Meta data)[1], SCORM (Shareable Content Object Reference Model)[6][7][8], ARIADNE (Alliance of Remote Instructional Authoring and Distribution Networks for Europe)[9], CANCORE (Canadian Core Learning Resource Metadata Application Profiles)[3]), they converge all to the idea of learning objects. They are also interested in the adaptation of the learning materials according to the learners- profile. This article proposes an approach for the composition of courses adapted to the various profiles (knowledge, preferences, objectives) of learners, based on two ontologies (domain to teach and educational) and the learning objects.

Keywords: Adaptive educational hypermedia systems (AEHS), E-learning, Learner's model, Learning objects, Metadata, Ontology.

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Authors: Murat Dicleli, Ali Salem Milani

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In this paper, a summary of analytical and experimental studies into the behavior of a new hysteretic damper, designed for seismic protection of structures is presented. The Multidirectional Torsional Hysteretic Damper (MRSD) is a patented invention in which a symmetrical arrangement of identical cylindrical steel cores is so configured as to yield in torsion while the structure experiences planar movements due to earthquake shakings. The new device has certain desirable properties. Notably, it is characterized by a variable and controllable-via-design post-elastic stiffness. The mentioned property is a result of MRSD’s kinematic configuration which produces this geometric hardening, rather than being a secondary large-displacement effect. Additionally, the new system is capable of reaching high force and displacement capacities, shows high levels of damping, and very stable cyclic response. The device has gone through many stages of design refinement, multiple prototype verification tests and development of design guide-lines and computer codes to facilitate its implementation in practice. Practicality of the new device, as offspring of an academic sphere, is assured through extensive collaboration with industry in its final design stages, prototyping and verification test programs.

Keywords: Seismic, isolation, damper, adaptive stiffness.

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Authors: S. Wongkoon, M. Pollar, M. Jaroensutasinee, K. Jaroensutasinee

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This study aimed at developing a forecasting model on the number of Dengue Haemorrhagic Fever (DHF) incidence in Northern Thailand using time series analysis. We developed Seasonal Autoregressive Integrated Moving Average (SARIMA) models on the data collected between 2003-2006 and then validated the models using the data collected between January-September 2007. The results showed that the regressive forecast curves were consistent with the pattern of actual values. The most suitable model was the SARIMA(2,0,1)(0,2,0)12 model with a Akaike Information Criterion (AIC) of 12.2931 and a Mean Absolute Percent Error (MAPE) of 8.91713. The SARIMA(2,0,1)(0,2,0)12 model fitting was adequate for the data with the Portmanteau statistic Q20 = 8.98644 ( x20,95= 27.5871, P>0.05). This indicated that there was no significant autocorrelation between residuals at different lag times in the SARIMA(2,0,1)(0,2,0)12 model.

Keywords: Dengue, SARIMA, Time Series Analysis, Northern Thailand.

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Authors: Andreas Hammer

Abstract:

Six peculiar architecture designs from the Frankfurt University will be discussed within this paper and their future potential of the adaptable and solar thin-film sheets implemented facades will be shown acting and reacting on climate/solar changes of their specific sites. The different aspects, as well as limitations with regard to technical and functional restrictions, will be named.  The design process for a “multi-purpose building”, a “high-rise building refurbishment” and a “biker’s lodge” on the river Rheine valley, has been critically outlined and developed step by step from an international studentship towards an overall energy strategy, that firstly had to push the design to a plus-energy building and secondly had to incorporate bionic aspects into the building skins design. Both main parameters needed to be reviewed and refined during the whole design process. Various basic bionic approaches have been given [e.g. solar ivy ^TM, flectofin ^TM or hygroskin ^TM, which were to experiment with, regarding the use of bendable photovoltaic thin film elements being parts of a hybrid, kinetic façade system.

Keywords: Energy-strategy, photovoltaic in building skins, bionic and bioclimatic design, plus-energy-buildings, solar gain, the harvesting façade, sustainable building concept, high-efficiency building skin, climate adaptive Building Shells (CABS).

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Authors: Faizal A. Samman, Thomas Hollstein, Manfred Glesner

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A synchronous network-on-chip using wormhole packet switching and supporting guaranteed-completion best-effort with low-priority (LP) and high-priority (HP) wormhole packet delivery service is presented in this paper. Both our proposed LP and HP message services deliver a good quality of service in term of lossless packet completion and in-order message data delivery. However, the LP message service does not guarantee minimal completion bound. The HP packets will absolutely use 100% bandwidth of their reserved links if the HP packets are injected from the source node with maximum injection. Hence, the service are suitable for small size messages (less than hundred bytes). Otherwise the other HP and LP messages, which require also the links, will experience relatively high latency depending on the size of the HP message. The LP packets are routed using a minimal adaptive routing, while the HP packets are routed using a non-minimal adaptive routing algorithm. Therefore, an additional 3-bit field, identifying the packet type, is introduced in their packet headers to classify and to determine the type of service committed to the packet. Our NoC prototypes have been also synthesized using a 180-nm CMOS standard-cell technology to evaluate the cost of implementing the combination of both services.

Keywords: Network-on-Chip, Parallel Pipeline Router Architecture, Wormhole Switching, Two-Level Priority Service.

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Authors: Agung Budi Muljono, I Made Ginarsa, I Made Ari Nrartha

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A large-scale power system (LSPS) consists of two or more sub-systems connected by inter-connecting transmission. Loading pattern on an LSPS always changes from time to time and varies depend on consumer need. The serious instability problem is appeared in an LSPS due to load fluctuation in all of the bus. Adaptive neuro-fuzzy inference system (ANFIS)-based power system stabilizer (PSS) is presented to cover the stability problem and to enhance the stability of an LSPS. The ANFIS control is presented because the ANFIS control is more effective than Mamdani fuzzy control in the computation aspect. Simulation results show that the presented PSS is able to maintain the stability by decreasing peak overshoot to the value of −2.56 × 10−5 pu for rotor speed deviation Δω2−3. The presented PSS also makes the settling time to achieve at 3.78 s on local mode oscillation. Furthermore, the presented PSS is able to improve the peak overshoot and settling time of Δω3−9 to the value of −0.868 × 10−5 pu and at the time of 3.50 s for inter-area oscillation.

Keywords: ANFIS, large-scale, power system, PSS, stability enhancement.

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Authors: Naushad Mamode Khan

Abstract:

The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood-based estimating methodology. The joint generalized quasi-likelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill-conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQL-III) that is based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.

Keywords: Longitudinal, Com-Poisson, Ill-conditioned, INAR(1), GLMS, GQL.

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Authors: P. Joyce Beryl Princess, Y. Harold Robinson

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Image Processing is a structure of Signal Processing for which the input is the image and the output is also an image or parameter of the image. Image Resolution has been frequently referred as an important aspect of an image. In Image Resolution Enhancement, images are being processed in order to obtain more enhanced resolution. To generate highly resoluted image for a low resoluted input image with high PSNR value. Stationary Wavelet Transform is used for Edge Detection and minimize the loss occurs during Downsampling. Inverse Discrete Wavelet Transform is to get highly resoluted image. Highly resoluted output is generated from the Low resolution input with high quality. Noisy input will generate output with low PSNR value. So Noisy resolution enhancement technique has been used for adaptive sub-band thresholding is used. Downsampling in each of the DWT subbands causes information loss in the respective subbands. SWT is employed to minimize this loss. Inverse Discrete wavelet transform (IDWT) is to convert the object which is downsampled using DWT into a highly resoluted object. Used Image denoising and resolution enhancement techniques will generate image with high PSNR value. Our Proposed method will improve Image Resolution and reached the optimized threshold.

Keywords: Image Processing, Inverse Discrete wavelet transform, PSNR.

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Authors: R.Balamurugan, S.Subramanian

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This paper presents the solution of power economic dispatch (PED) problem of generating units with valve point effects and multiple fuel options using Self-Adaptive Differential Evolution (SDE) algorithm. The global optimal solution by mathematical approaches becomes difficult for the realistic PED problem in power systems. The Differential Evolution (DE) algorithm is found to be a powerful evolutionary algorithm for global optimization in many real problems. In this paper the key parameters of control in DE algorithm such as the crossover constant CR and weight applied to random differential F are self-adapted. The PED problem formulation takes into consideration of nonsmooth fuel cost function due to valve point effects and multi fuel options of generator. The proposed approach has been examined and tested with the numerical results of PED problems with thirteen-generation units including valve-point effects, ten-generation units with multiple fuel options neglecting valve-point effects and ten-generation units including valve-point effects and multiple fuel options. The test results are promising and show the effectiveness of proposed approach for solving PED problems.

Keywords: Multiple fuels, power economic dispatch, selfadaptivedifferential evolution and valve-point effects.

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Authors: Noor A. Auzairy, Rubi Ahmad, Catherine S.F. Ho, Ros Z. Z. Sapian

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This paper is to explore the relationship and the level of stock market integration of the Asian countries, primarily concentrating on Malaysia, Thailand, Indonesia, and South Korea, with the world from January 1997 to December 2009. The degree of short-run and long-run stock market integration of those Asian countries are analyzed in order to determine the significance of series of regional and world financial crises, liberalization policies and other financial reforms in influencing the level of stock market integration. To test for cointegration, this paper applies coefficient correlation, univariate regression analyses, cointegration tests, and vector autoregressive models (VAR) by using the four Asian stock markets main indices and the MSCI World index. The empirical findings from this work reveal that there is no long-run stock market integration for the four countries and the world market. However, there is short run integration.

Keywords: Asia, integration, relationship, stock market.

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Authors: Y. Areepong

Abstract:

The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL₀). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL₁) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL₀) and (ARL₁) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL₁).

Keywords: Average Run Length1, Optimal parameters, Exponentially Weighted Moving Average (EWMA) control chart.

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Authors: Khalid M. Aamir, Mohammad A. Maud

Abstract:

Power Spectral Density (PSD) of quasi-stationary processes can be efficiently estimated using the short time Fourier series (STFT). In this paper, an algorithm has been proposed that computes the PSD of quasi-stationary process efficiently using offline autoregressive model order estimation algorithm, recursive parameter estimation technique and modified sliding window discrete Fourier Transform algorithm. The main difference in this algorithm and STFT is that the sliding window (SW) and window for spectral estimation (WSA) are separately defined. WSA is updated and its PSD is computed only when change in statistics is detected in the SW. The computational complexity of the proposed algorithm is found to be lesser than that for standard STFT technique.

Keywords: Power Spectral Density (PSD), quasi-stationarytime series, short time Fourier Transform, Sliding window DFT.

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Authors: Jožef Ritonja

Abstract:

The biochemical industry is one of the most important modern industries. Biochemical reactors are crucial devices of the biochemical industry. The essential bioprocess carried out in bioreactors is the fermentation process. A thorough insight into the fermentation process and the knowledge how to control it are essential for effective use of bioreactors to produce high quality and quantitatively enough products. The development of the control system starts with the determination of a mathematical model that describes the steady state and dynamic properties of the controlled plant satisfactorily, and is suitable for the development of the control system. The paper analyses the fermentation process in bioreactors thoroughly, using existing mathematical models. Most existing mathematical models do not allow the design of a control system for controlling the fermentation process in batch bioreactors. Due to this, a mathematical model was developed and presented that allows the development of a control system for batch bioreactors. Based on the developed mathematical model, a control system was designed to ensure optimal response of the biochemical quantities in the fermentation process. Due to the time-varying and non-linear nature of the controlled plant, the conventional control system with a proportional-integral-differential controller with constant parameters does not provide the desired transient response. The improved adaptive control system was proposed to improve the dynamics of the fermentation. The use of the adaptive control is suggested because the parameters’ variations of the fermentation process are very slow. The developed control system was tested to produce dairy products in the laboratory bioreactor. A carbon dioxide concentration was chosen as the controlled variable. The carbon dioxide concentration correlates well with the other, for the quality of the fermentation process in significant quantities. The level of the carbon dioxide concentration gives important information about the fermentation process. The obtained results showed that the designed control system provides minimum error between reference and actual values of carbon dioxide concentration during a transient response and in a steady state. The recommended control system makes reference signal tracking much more efficient than the currently used conventional control systems which are based on linear control theory. The proposed control system represents a very effective solution for the improvement of the milk fermentation process.

Keywords: Bioprocess engineering, biochemical reactor, fermentation process, modeling, adaptive control.

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Authors: T. Sattarpour, D. Nazarpour

Abstract:

This paper investigates the effect of simultaneous placement of DGs and smart meters (SMs), on voltage profile improvement in active distribution networks (ADNs). A substantial center of attention has recently been on responsive loads initiated in power system problem studies such as distributed generations (DGs). Existence of responsive loads in active distribution networks (ADNs) would have undeniable effect on sizing and siting of DGs. For this reason, an optimal framework is proposed for sizing and siting of DGs and SMs in ADNs. SMs are taken into consideration for the sake of successful implementing of demand response programs (DRPs) such as direct load control (DLC) with end-side consumers. Looking for voltage profile improvement, the optimization procedure is solved by genetic algorithm (GA) and tested on IEEE 33-bus distribution test system. Different scenarios with variations in the number of DG units, individual or simultaneous placing of DGs and SMs, and adaptive power factor (APF) mode for DGs to support reactive power have been established. The obtained results confirm the significant effect of DRPs and APF mode in determining the optimal size and site of DGs to be connected in ADN resulting to the improvement of voltage profile as well.

Keywords: Active distribution network (ADN), distributed generations (DGs), smart meters (SMs), demand response programs (DRPs), adaptive power factor (APF).

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