Search results for: Autoregressive time series

Authors: Nan Li, Ying Wang

Abstract:

Using entropy weight and TOPSIS method, a comprehensive evaluation is done on the development level of Chinese regional service industry in this paper. Firstly, based on existing research results, an evaluation index system is constructed from the scale of development, the industrial structure and the economic benefits. An evaluation model is then built up based on entropy weight and TOPSIS, and an empirical analysis is conducted on the development level of service industries in 31 Chinese provinces during 2006 and 2009 from the two dimensions or time series and cross section, which provides new idea for assessing regional service industry. Furthermore, the 31 provinces are classified into four categories based on the evaluation results, and deep analysis is carried out on the evaluation results.

Keywords: Chinese regional service industry, Development level, Entropy weight, TOPSIS Evaluation Method

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Authors: Shahin Mirshekari, Mohammadreza Moradi, Hossein Jafari, Mehdi Jafari, Mohammad Ensaf

Abstract:

This research employs Gaussian Process Regression (GPR) with an ensemble kernel, integrating Exponential Squared, Revised Matérn, and Rational Quadratic kernels to analyze pharmaceutical sales data. Bayesian optimization was used to identify optimal kernel weights: 0.76 for Exponential Squared, 0.21 for Revised Matérn, and 0.13 for Rational Quadratic. The ensemble kernel demonstrated superior performance in predictive accuracy, achieving an R² score near 1.0, and significantly lower values in MSE, MAE, and RMSE. These findings highlight the efficacy of ensemble kernels in GPR for predictive analytics in complex pharmaceutical sales datasets.

Keywords: Gaussian Process Regression, Ensemble Kernels, Bayesian Optimization, Pharmaceutical Sales Analysis, Time Series Forecasting, Data Analysis.

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Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: Wind power, Uncertainty, Stochastic process, Monte Carlo simulation.

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Authors: Mohamad Reza. Mohaghegh, Majid. Malek Jafarian

Abstract:

This research proposes an algorithm for the simulation of time-periodic unsteady problems via the solution unsteady Euler and Navier-Stokes equations. This algorithm which is called Time Spectral method uses a Fourier representation in time and hence solve for the periodic state directly without resolving transients (which consume most of the resources in a time-accurate scheme). Mathematical tools used here are discrete Fourier transformations. It has shown tremendous potential for reducing the computational cost compared to conventional time-accurate methods, by enforcing periodicity and using Fourier representation in time, leading to spectral accuracy. The accuracy and efficiency of this technique is verified by Euler and Navier-Stokes calculations for pitching airfoils. Because of flow turbulence nature, Baldwin-Lomax turbulence model has been used at viscous flow analysis. The results presented by the Time Spectral method are compared with experimental data. It has shown tremendous potential for reducing the computational cost compared to the conventional time-accurate methods, by enforcing periodicity and using Fourier representation in time, leading to spectral accuracy, because results verify the small number of time intervals per pitching cycle required to capture the flow physics.

Keywords: Time Spectral Method, Time-periodic unsteadyflow, Discrete Fourier transform, Pitching airfoil, Turbulence flow

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Authors: Sheikh Muhammad Azam, Masood-ur-Rehman, Adnan Khalid Bhatti, Nadeem Daudpota

Abstract:

Very Large and/or computationally complex optimization problems sometimes require parallel or highperformance computing for achieving a reasonable time for computation. One of the most popular and most complicate problems of this family is “Traveling Salesman Problem". In this paper we have introduced a Branch & Bound based algorithm for the solution of such complicated problems. The main focus of the algorithm is to solve the “symmetric traveling salesman problem". We reviewed some of already available algorithms and felt that there is need of new algorithm which should give optimal solution or near to the optimal solution. On the basis of the use of logarithmic sampling, it was found that the proposed algorithm produced a relatively optimal solution for the problem and results excellent performance as compared with the traditional algorithms of this series.

Keywords: Parallel execution, symmetric traveling salesman problem, branch and bound algorithm, logarithmic sampling.

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Authors: Sidhartha Panda, N. P. Padhy

Abstract:

The application of a Static Synchronous Series Compensator (SSSC) controller to improve the transient stability performance of a power system is thoroughly investigated in this paper. The design problem of SSSC controller is formulated as an optimization problem and Particle Swarm Optimization (PSO) Technique is employed to search for optimal controller parameters. By minimizing the time-domain based objective function, in which the deviation in the oscillatory rotor angle of the generator is involved; transient stability performance of the system is improved. The proposed controller is tested on a weakly connected power system subjected to different severe disturbances. The non-linear simulation results are presented to show the effectiveness of the proposed controller and its ability to provide efficient damping of low frequency oscillations. It is also observed that the proposed SSSC controller improves greatly the voltage profile of the system under severe disturbances.

Keywords: Particle swarm optimization, transient stability, power system oscillations, SSSC.

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Authors: M. Khouil, N. Saber, M. Mestari

Abstract:

In this paper, a different architecture of a collision detection neural network (DCNN) is developed. This network, which has been particularly reviewed, has enabled us to solve with a new approach the problem of collision detection between two convex polyhedra in a fixed time (O (1) time). We used two types of neurons, linear and threshold logic, which simplified the actual implementation of all the networks proposed. The study of the collision detection is divided into two sections, the collision between a point and a polyhedron and then the collision between two convex polyhedra. The aim of this research is to determine through the AMAXNET network a mini maximum point in a fixed time, which allows us to detect the presence of a potential collision.

Keywords: Collision identification, fixed time, convex polyhedra, neural network, AMAXNET.

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Authors: Y. Bhatt, N. Ghosh, N. Tiwari

Abstract:

Acreage response function are modeled taking account of expected harvest prices, weather related variables and other non-price variables allowing for partial adjustment possibility. At the outset, based on the literature on price expectation formation, we explored suitable formulations for estimating the farmer’s expected prices. Assuming that farmers form expectations rationally, the prices of food and biofuel crops are modeled using time-series methods for possible ARCH/GARCH effects to account for volatility. The prices projected on the basis of the models are then inserted to proxy for the expected prices in the acreage response functions. Food crop acreages in different growing states are found sensitive to their prices relative to those of one or more of the biofuel crops considered. The required percentage improvement in food crop yields is worked to offset the acreage loss.

Keywords: Acreage response function, biofuel, food security, sustainable development.

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Authors: Chih-Chiang Hua, Yi-Hsiung Fang, Yuan-Jhen Siao

Abstract:

A bridgeless boost (BLB) power factor correction (PFC) rectifier with hold-up time extension circuit is proposed in this paper. A full bridge rectifier is widely used in the front end of the ac/dc converter. Since the shortcomings of the full bridge rectifier, the bridgeless rectifier is developed. A BLB rectifier topology is utilized with the hold-up time extension circuit. Unlike the traditional hold-up time extension circuit, the proposed extension scheme uses fewer active switches to achieve a longer hold-up time. Simulation results are presented to verify the converter performance.

Keywords: Bridgeless boost, boost converter, power factor correction, hold-up time.

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Authors: Hazem M. El-Bakry, Qiangfu Zhao

Abstract:

Here, a new idea to speed up the operation of complex valued time delay neural networks is presented. The whole data are collected together in a long vector and then tested as a one input pattern. The proposed fast complex valued time delay neural networks uses cross correlation in the frequency domain between the tested data and the input weights of neural networks. It is proved mathematically that the number of computation steps required for the presented fast complex valued time delay neural networks is less than that needed by classical time delay neural networks. Simulation results using MATLAB confirm the theoretical computations.

Keywords: Fast Complex Valued Time Delay Neural Networks, Cross Correlation, Frequency Domain

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Authors: U. Chattaraj, K. Dhusiya, M. Raviteja

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Perception reaction time of drivers is an outcome of human thought process, which is vague and approximate in nature and also varies from driver to driver. So, in this study a fuzzy logic based model for prediction of the same has been presented, which seems suitable. The control factors, like, age, experience, intensity of driving of the driver, speed of the vehicle and distance of stimulus have been considered as premise variables in the model, in which the perception reaction time is the consequence variable. Results show that the model is able to explain the impacts of the control factors on perception reaction time properly.

Keywords: Driver, fuzzy logic, perception reaction time, premise variable.

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Authors: A.K. Baliarsingh, S. Panda, A.K. Mohanty, C. Ardil

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This paper presents a systematic approach for designing Unified Power Flow Controller (UPFC) based supplementary damping controllers for damping low frequency oscillations in a single-machine infinite-bus power system. Detailed investigations have been carried out considering the four alternatives UPFC based damping controller namely modulating index of series inverter (mB), modulating index of shunt inverter (mE), phase angle of series inverter (δB ) and phase angle of the shunt inverter (δE ). The design problem of the proposed controllers is formulated as an optimization problem and Real- Coded Genetic Algorithm (RCGA) is employed to optimize damping controller parameters. Simulation results are presented and compared with a conventional method of tuning the damping controller parameters to show the effectiveness and robustness of the proposed design approach.

Keywords: Power System Oscillations, Real-Coded Genetic Algorithm (RCGA), Flexible AC Transmission Systems (FACTS), Unified Power Flow Controller (UPFC), Damping Controller.

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Authors: Vipin Pal, Girdhari Singh, R P Yadav

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As wireless sensor networks are energy constraint networks so energy efficiency of sensor nodes is the main design issue. Clustering of nodes is an energy efficient approach. It prolongs the lifetime of wireless sensor networks by avoiding long distance communication. Clustering algorithms operate in rounds. Performance of clustering algorithm depends upon the round time. A large round time consumes more energy of cluster heads while a small round time causes frequent re-clustering. So existing clustering algorithms apply a trade off to round time and calculate it from the initial parameters of networks. But it is not appropriate to use initial parameters based round time value throughout the network lifetime because wireless sensor networks are dynamic in nature (nodes can be added to the network or some nodes go out of energy). In this paper a variable round time approach is proposed that calculates round time depending upon the number of active nodes remaining in the field. The proposed approach makes the clustering algorithm adaptive to network dynamics. For simulation the approach is implemented with LEACH in NS-2 and the results show that there is 6% increase in network lifetime, 7% increase in 50% node death time and 5% improvement over the data units gathered at the base station.

Keywords: Wireless Sensor Network, Clustering, Energy Efficiency, Round Time.

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Authors: Fanqiang Kong, Jindong Zhang, Daiyin Zhu

Abstract:

Space-time adaptive processing (STAP) techniques have been motivated as a key enabling technology for advanced airborne radar applications. In this paper, the notion of cognitive radar is extended to STAP technique, and cognitive STAP is discussed. The principle for improving signal-to-clutter ratio (SCNR) based on slow-time coding is given, and the corresponding optimization algorithm based on cyclic and power-like algorithms is presented. Numerical examples show the effectiveness of the proposed method.

Keywords: Space-time adaptive processing (STAP), signal-to-clutter ratio, slow-time coding.

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Authors: Anupma Bansal, Rajeev Budhiraja, Manoj Pandey

Abstract:

In this paper, we have investigated the nonlinear time-fractional hyperbolic partial differential equation (PDE) for its symmetries and invariance properties. With the application of this method, we have tried to reduce it to time-fractional ordinary differential equation (ODE) which has been further studied for exact solutions.

Keywords: Nonlinear time-fractional hyperbolic PDE, Lie Classical method, exact solutions.

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Authors: Mashitah Mohd Hussain, Salleh Serwan, Zuhaina Hj Zakaria

Abstract:

This paper presents a method to estimate load profile in a multiple power flow solutions for every minutes in 24 hours per day. A method to calculate multiple solutions of non linear profile is introduced. The Power System Simulation/Engineering (PSS®E) and python has been used to solve the load power flow. The result of this power flow solutions has been used to estimate the load profiles for each load at buses using Independent Component Analysis (ICA) without any knowledge of parameter and network topology of the systems. The proposed algorithm is tested with IEEE 69 test bus system represents for distribution part and the method of ICA has been programmed in MATLAB R2012b version. Simulation results and errors of estimations are discussed in this paper.

Keywords: Electrical Distribution System, Power Flow Solution, Distribution Network, Independent Component Analysis, Newton Raphson, Power System Simulation for Engineering.

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Authors: Jing Zhang, Jie Chen

Abstract:

In this paper, we deal with the optimal I/O point location in an automated parking system. In this system, the S/R machine (storage and retrieve machine) travels independently in vertical and horizontal directions. Based on the characteristics of the parking system and the basic principle of AS/RS system (Automated Storage and Retrieval System), we obtain the continuous model in units of time. For the single command cycle using the randomized storage policy, we calculate the probability density function for the system travel time and thus we develop the travel time model. And we confirm that the travel time model shows a good performance by comparing with discrete case. Finally in this part, we establish the optimal model by minimizing the expected travel time model and it is shown that the optimal location of the I/O point is located at the middle of the left-hand above corner.

Keywords: Parking system, optimal location, response time, S/R machine.

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Authors: K. Kannan, V. Venkataraman

Abstract:

Free convection effects and heat transfer due to a pulsating point heat source embedded in an infinite, fluid saturated, porous dusty medium are studied analytically. Both velocity and temperature fields are discussed in the form of series expansions in the Rayleigh number, for both the fluid and particle phases based on the mean heat generation rate from source and on the permeability of the porous dusty medium. This study is carried out by assuming the Rayleigh number small and the validity of Darcy-s law. Analytical expressions for both phases are obtained for second order mean in both velocity and temperature fields and evolution of different wave patterns are observed in the fluctuating part. It has been observed that, at the vicinity of the origin, the second order mean flow is influenced only by relaxation time of dust particles and not by dust concentration.

Keywords: Pulsating point heat source, azimuthal velocity, porous dusty medium, Darcy's law.

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Authors: Farhad Alizadeh, Alireza Faregh Gharamaleki, Mojtaba Jalilzadeh, Houshang Gholami, Ali Akhoundzadeh

Abstract:

This study presented hybrid pre-processing approach along with a conceptual model to enhance the accuracy of river discharge prediction. In order to achieve this goal, Ensemble Empirical Mode Decomposition algorithm (EEMD), Discrete Wavelet Transform (DWT) and Mutual Information (MI) were employed as a hybrid pre-processing approach conjugated to Least Square Support Vector Machine (LSSVM). A conceptual strategy namely multi-station model was developed to forecast the Souris River discharge more accurately. The strategy used herein was capable of covering uncertainties and complexities of river discharge modeling. DWT and EEMD was coupled, and the feature selection was performed for decomposed sub-series using MI to be employed in multi-station model. In the proposed feature selection method, some useless sub-series were omitted to achieve better performance. Results approved efficiency of the proposed DWT-EEMD-MI approach to improve accuracy of multi-station modeling strategies.

Keywords: River stage-discharge process, LSSVM, discrete wavelet transform (DWT), ensemble empirical decomposition mode (EEMD), multi-station modeling.

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Authors: Xingyuan Qu, Shouming Zhong

Abstract:

In this paper, the problem of stability criteria of neural networks (NNs) with two-additive time-varying delay compenents is investigated. The relationship between the time-varying delay and its lower and upper bounds is taken into account when estimating the upper bound of the derivative of Lyapunov functional. As a result, some improved delay stability criteria for NNs with two-additive time-varying delay components are proposed. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.

Keywords: Delay-dependent stability, time-varying delays, Lyapunov functional, linear matrix inequality (LMI).

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Authors: Se Ho Choi, Jong Pil Yun, Boyeul Seo, YoungSu Park, Sang Woo Kim

Abstract:

This paper presents a real-time defect detection algorithm for high-speed steel bar in coil. Because the target speed is very high, proposed algorithm should process quickly the large volumes of image for real-time processing. Therefore, defect detection algorithm should satisfy two conflicting requirements of reducing the processing time and improving the efficiency of defect detection. To enhance performance of detection, edge preserving method is suggested for noise reduction of target image. Finally, experiment results show that the proposed algorithm guarantees the condition of the real-time processing and accuracy of detection.

Keywords: Defect detection, edge preserving filter, real-time image processing, surface inspection.

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Authors: Jonah Gamba

Abstract:

In this paper the problem of estimating the time delay between two spatially separated noisy sinusoidal signals by system identification modeling is addressed. The system is assumed to be perturbed by both input and output additive white Gaussian noise. The presence of input noise introduces bias in the time delay estimates. Normally the solution requires a priori knowledge of the input-output noise variance ratio. We utilize the cascade of a self-tuned filter with the time delay estimator, thus making the delay estimates robust to input noise. Simulation results are presented to confirm the superiority of the proposed approach at low input signal-to-noise ratios.

Keywords: LMS algorithm, Self-tuned filter, Systemidentification, Time delay estimation, .

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Authors: N. Samarinas, C. Evangelides, C. Vrekos

Abstract:

The aim of this paper is the comparison of three different methods, in order to produce fuzzy tolerance relations for rainfall data classification. More specifically, the three methods are correlation coefficient, cosine amplitude and max-min method. The data were obtained from seven rainfall stations in the region of central Greece and refers to 20-year time series of monthly rainfall height average. Three methods were used to express these data as a fuzzy relation. This specific fuzzy tolerance relation is reformed into an equivalence relation with max-min composition for all three methods. From the equivalence relation, the rainfall stations were categorized and classified according to the degree of confidence. The classification shows the similarities among the rainfall stations. Stations with high similarity can be utilized in water resource management scenarios interchangeably or to augment data from one to another. Due to the complexity of calculations, it is important to find out which of the methods is computationally simpler and needs fewer compositions in order to give reliable results.

Keywords: Classification, fuzzy logic, tolerance relations, rainfall data.

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Authors: GuoQiang Peng, Yi Sun

Abstract:

In this paper, based on the work in [1], we further give a general model for acquiring knowledge, which first focuses on the research of how and when things involved in problems are made then describes the goals, the energy and the time to give an optimum model to decide how many related things are supposed to be involved in. Finally, we acquire knowledge from this model in which there are the attributes, actions and connections of the things involved at the time when they are born and the time in their life. This model not only improves AI theories, but also surely brings the effectiveness and accuracy for AI system because systems are given more knowledge when reasoning or computing is used to bring about results.

Keywords: Time, knowledge, model.

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Authors: Hany Osman, M. F. Baki

Abstract:

We address the balancing problem of transfer lines in this paper to find the optimal line balancing that minimizes the nonproductive time. We focus on the tool change time and face orientation change time both of which influence the makespane. We consider machine capacity limitations and technological constraints associated with the manufacturing process of auto cylinder heads. The problem is represented by a mixed integer programming model that aims at distributing the design features to workstations and sequencing the machining processes at a minimum non-productive time. The proposed model is solved by an algorithm established using linearization schemes and Benders- decomposition approach. The experiments show the efficiency of the algorithm in reaching the exact solution of small and medium problem instances at reasonable time.

Keywords: Transfer line balancing, Benders' decomposition, Linearization.

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Authors: Xin-Lei Feng, Ting-Zhu Huang

Abstract:

According to conjugate gradient algorithm, a new consensus protocol algorithm of discrete-time multi-agent systems is presented, which can achieve finite-time consensus. Finally, a numerical example is given to illustrate our theoretical result.

Keywords: Consensus protocols; Graph theory; Multi-agent systems;Conjugate gradient algorithm; Finite-time.

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Authors: J. P. Dubois, H. M. Chiu

Abstract:

In this paper, we study statistical multiplexing of VBR video in ATM networks. ATM promises to provide high speed realtime multi-point to central video transmission for telemedicine applications in rural hospitals and in emergency medical services. Video coders are known to produce variable bit rate (VBR) signals and the effects of aggregating these VBR signals need to be determined in order to design a telemedicine network infrastructure capable of carrying these signals. We first model the VBR video signal and simulate it using a generic continuous-data autoregressive (AR) scheme. We carry out the queueing analysis by the Fluid Approximation Model (FAM) and the Markov Modulated Poisson Process (MMPP). The study has shown a trade off: multiplexing VBR signals reduces burstiness and improves resource utilization, however, the buffer size needs to be increased with an associated economic cost. We also show that the MMPP model and the Fluid Approximation model fit best, respectively, the cell region and the burst region. Therefore, a hybrid MMPP and FAM completely characterizes the overall performance of the ATM statistical multiplexer. The ramifications of this technology are clear: speed, reliability (lower loss rate and jitter), and increased capacity in video transmission for telemedicine. With migration to full IP-based networks still a long way to achieving both high speed and high quality of service, the proposed ATM architecture will remain of significant use for telemedicine.

Keywords: ATM, multiplexing, queueing, telemedicine, VBR.

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Authors: Biao Wang, Tao Li, Qi-wen Sun, Wei-yong Ying, Ding-ye Fang

Abstract:

Methanol-to-olefins (MTO) coupled with transformation of coal or natural gas to methanol gives an interesting and promising way to produce ethylene and propylene. To investigate solid concentration in gas-solid fluidized bed for methanol-to-olefins process catalyzed by SAPO-34, a cold model experiment system is established in this paper. The system comprises a gas distributor in a 300mm internal diameter and 5000mm height acrylic column, the fiber optic probe system and series of cyclones. The experiments are carried out at ambient conditions and under different superficial gas velocity ranging from 0.3930m/s to 0.7860m/s and different initial bed height ranging from 600mm to 1200mm. The effects of radial distance, axial distance, superficial gas velocity, initial bed height on solid concentration in the bed are discussed. The effects of distributor shape and porosity on solid concentration are also discussed. The time-averaged solid concentration profiles under different conditions are obtained.

Keywords: Branched pipe distributor, distributor porosity, gas-solid fluidized bed, solid concentration.

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Authors: M.R. Mustafa, M.H. Isa, R.B. Rezaur

Abstract:

Prediction of highly non linear behavior of suspended sediment flow in rivers has prime importance in the field of water resources engineering. In this study the predictive performance of two Artificial Neural Networks (ANNs) namely, the Radial Basis Function (RBF) Network and the Multi Layer Feed Forward (MLFF) Network have been compared. Time series data of daily suspended sediment discharge and water discharge at Pari River was used for training and testing the networks. A number of statistical parameters i.e. root mean square error (RMSE), mean absolute error (MAE), coefficient of efficiency (CE) and coefficient of determination (R2) were used for performance evaluation of the models. Both the models produced satisfactory results and showed a good agreement between the predicted and observed data. The RBF network model provided slightly better results than the MLFF network model in predicting suspended sediment discharge.

Keywords: ANN, discharge, modeling, prediction, suspendedsediment,

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Authors: Zohir Irki, Michel Devy

Abstract:

In this paper, we will present an architecture for the implementation of a real time stereoscopic images correction's approach. This architecture is parallel and makes use of several memory blocs in which are memorized pre calculated data relating to the cameras used for the acquisition of images. The use of reduced images proves to be essential in the proposed approach; the suggested architecture must so be able to carry out the real time reduction of original images.

Keywords: Image reduction, Real-time correction, Parallel architecture, Parallel treatment.

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