Search results for: Linear stability analysis
10195 A Method for Identifying Physical Parameters with Linear Fractional Transformation
Authors: Ryosuke Ito, Goro Obinata, Chikara Nagai, Youngwoo Kim
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This paper proposes a new parameter identification method based on Linear Fractional Transformation (LFT). It is assumed that the target linear system includes unknown parameters. The parameter deviations are separated from a nominal system via LFT, and identified by organizing I/O signals around the separated deviations of the real system. The purpose of this paper is to apply LFT to simultaneously identify the parameter deviations in systems with fewer outputs than unknown parameters. As a fundamental example, this method is implemented to one degree of freedom vibratory system. Via LFT, all physical parameters were simultaneously identified in this system. Then, numerical simulations were conducted for this system to verify the results. This study shows that all the physical parameters of a system with fewer outputs than unknown parameters can be effectively identified simultaneously using LFT.Keywords: Identification, Linear Fractional Transformation, Right inverse system
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 131710194 Structural Optimization Method for 3D Reinforced Concrete Building Structure with Shear Wall
Authors: H. Nikzad, S. Yoshitomi
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In this paper, an optimization procedure is applied for 3D Reinforced concrete building structure with shear wall. In the optimization problem, cross sections of beams, columns and shear wall dimensions are considered as design variables and the optimal cross sections can be derived to minimize the total cost of the structure. As for final design application, the most suitable sections are selected to satisfy ACI 318-14 code provision based on static linear analysis. The validity of the method is examined through numerical example of 15 storied 3D RC building with shear wall. This optimization method is expected to assist in providing a useful reference in design early stage, and to be an effective and powerful tool for structural design of RC shear wall structures.
Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC moment frame, RC shear wall structures.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 134310193 Necessary and Sufficient Condition for the Quaternion Vector Measure
Authors: Mei Li, Fahui Zhai
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In this paper, the definitions of the quaternion measure and the quaternion vector measure are introduced. The relation between the quaternion measure and the complex vector measure as well as the relation between the quaternion linear functional and the complex linear functional are discussed respectively. By using these relations, the necessary and sufficient condition to determine the quaternion vector measure is given.Keywords: Quaternion, Quaternion measure, Quaternion vector measure, Quaternion Banach space, Quaternion linear functional.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 127410192 An SVM based Classification Method for Cancer Data using Minimum Microarray Gene Expressions
Authors: R. Mallika, V. Saravanan
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 256210191 Delay-dependent Stability Analysis for Uncertain Switched Neutral System
Authors: Lianglin Xiong, Shouming Zhong, Mao Ye
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This paper considers the robust exponential stability issues for a class of uncertain switched neutral system which delays switched according to the switching rule. The system under consideration includes both stable and unstable subsystems. The uncertainties considered in this paper are norm bounded, and possibly time varying. Based on multiple Lyapunov functional approach and dwell-time technique, the time-dependent switching rule is designed depend on the so-called average dwell time of stable subsystems as well as the ratio of the total activation time of stable subsystems and unstable subsystems. It is shown that by suitably controlling the switching between the stable and unstable modes, the robust stabilization of the switched uncertain neutral systems can be achieved. Two simulation examples are given to demonstrate the effectiveness of the proposed method.
Keywords: Switched neutral system, exponential stability, multiple Lyapunov functional, dwell time technique, time-dependent switching rule.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 139210190 Weak Instability in Direct Integration Methods for Structural Dynamics
Authors: Shuenn-Yih Chang, Chiu-Li Huang
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Three structure-dependent integration methods have been developed for solving equations of motion, which are second-order ordinary differential equations, for structural dynamics and earthquake engineering applications. Although they generally have the same numerical properties, such as explicit formulation, unconditional stability and second-order accuracy, a different performance is found in solving the free vibration response to either linear elastic or nonlinear systems with high frequency modes. The root cause of this different performance in the free vibration responses is analytically explored herein. As a result, it is verified that a weak instability is responsible for the different performance of the integration methods. In general, a weak instability will result in an inaccurate solution or even numerical instability in the free vibration responses of high frequency modes. As a result, a weak instability must be prohibited for time integration methods.Keywords: Dynamic analysis, high frequency, integration method, overshoot, weak instability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 67210189 Power Series Form for Solving Linear Fredholm Integral Equations of Second Order via Banach Fixed Point Theorem
Authors: Adil AL-Rammahi
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In this paper, a new method for solution of second order linear Fredholm integral equation in power series form was studied. The result is obtained by using Banach fixed point theorem.
Keywords: Fredholm integral equation, power series, Banach fixed point theorem, Linear Systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 248910188 On a New Numerical Analysis for the Symmetric Shortest Queue Problem
Authors: Tayeb Lardjane, Rabah Messaci
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We consider a network of two M/M/1 parallel queues having the same poisonnian arrival stream with rate λ. Upon his arrival to the system a customer heads to the shortest queue and stays until being served. If the two queues have the same length, an arriving customer chooses one of the two queues with the same probability. Each duration of service in the two queues is an exponential random variable with rate μ and no jockeying is permitted between the two queues. A new numerical method, based on linear programming and convex optimization, is performed for the computation of the steady state solution of the system.
Keywords: Steady state solution, matrix formulation, convex set, shortest queue, linear programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 148610187 A New Technique for Multi Resolution Characterization of Epileptic Spikes in EEG
Authors: H. N. Suresh, Dr. V. Udaya Shankara
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A technique proposed for the automatic detection of spikes in electroencephalograms (EEG). A multi-resolution approach and a non-linear energy operator are exploited. The signal on each EEG channel is decomposed into three sub bands using a non-decimated wavelet transform (WT). The WT is a powerful tool for multi-resolution analysis of non-stationary signal as well as for signal compression, recognition and restoration. Each sub band is analyzed by using a non-linear energy operator, in order to detect spikes. A decision rule detects the presence of spikes in the EEG, relying upon the energy of the three sub-bands. The effectiveness of the proposed technique was confirmed by analyzing both test signals and EEG layouts.Keywords: EEG, Spike, SNEO, Wavelet Transform
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 137510186 PSS and SVC Controller Design by Chaos and PSO Algorithms to Enhancing the Power System Stability
Authors: Saeed jalilzadeh, Mohammad Reza Safari Tirtashi, Mohsen Sadeghi
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this paper focuses on designing of PSS and SVC controller based on chaos and PSO algorithms to improve the stability of power system. Single machine infinite bus (SMIB) system with SVC located at the terminal of generator has been considered to evaluate the proposed controllers where both SVC and PSS have the same controller. The coefficients of PSS and SVC controller have been optimized by chaos and PSO algorithms. Finally the system with proposed controllers has been simulated for the special disturbance in input power of generator, and then the dynamic responses of generator have been presented. The simulation results showed that the system composed with recommended controller has outstanding operation in fast damping of oscillations of power system.Keywords: PSS, CHAOS, PSO, Stability
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 165510185 Preconditioned Generalized Accelerated Overrelaxation Methods for Solving Certain Nonsingular Linear System
Authors: Deyu Sun, Guangbin Wang
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In this paper, we present preconditioned generalized accelerated overrelaxation (GAOR) methods for solving certain nonsingular linear system. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned GAOR methods converge faster than the GAOR method whenever the GAOR method is convergent. Finally, we give two numerical examples to confirm our theoretical results.
Keywords: Preconditioned, GAOR method, linear system, convergence, comparison.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 156710184 Comparison between Deterministic and Probabilistic Stability Analysis, Featuring Consequent Risk Assessment
Authors: Isabela Moreira Queiroz
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Slope stability analyses are largely carried out by deterministic methods and evaluated through a single security factor. Although it is known that the geotechnical parameters can present great dispersal, such analyses are considered fixed and known. The probabilistic methods, in turn, incorporate the variability of input key parameters (random variables), resulting in a range of values of safety factors, thus enabling the determination of the probability of failure, which is an essential parameter in the calculation of the risk (probability multiplied by the consequence of the event). Among the probabilistic methods, there are three frequently used methods in geotechnical society: FOSM (First-Order, Second-Moment), Rosenblueth (Point Estimates) and Monte Carlo. This paper presents a comparison between the results from deterministic and probabilistic analyses (FOSM method, Monte Carlo and Rosenblueth) applied to a hypothetical slope. The end was held to evaluate the behavior of the slope and consequent risk analysis, which is used to calculate the risk and analyze their mitigation and control solutions. It can be observed that the results obtained by the three probabilistic methods were quite close. It should be noticed that the calculation of the risk makes it possible to list the priority to the implementation of mitigation measures. Therefore, it is recommended to do a good assessment of the geological-geotechnical model incorporating the uncertainty in viability, design, construction, operation and closure by means of risk management.Keywords: Probabilistic methods, risk assessment, risk management, slope stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 173910183 Design Application Procedures of 15 Storied 3D Reinforced Concrete Shear Wall-Frame Structure
Authors: H. Nikzad, S. Yoshitomi
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This paper presents the design application and reinforcement detailing of 15 storied reinforced concrete shear wall-frame structure based on linear static analysis. Databases are generated for section sizes based on automated structural optimization method utilizing Active-set Algorithm in MATLAB platform. The design constraints of allowable section sizes, capacity criteria and seismic provisions for static loads, combination of gravity and lateral loads are checked and determined based on ASCE 7-10 documents and ACI 318-14 design provision. The result of this study illustrates the efficiency of proposed method, and is expected to provide a useful reference in designing of RC shear wall-frame structures.
Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC shear wall-frame structures.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 94810182 Effect of Linear Thermal Gradient on Steady-State Creep Behavior of Isotropic Rotating Disc
Authors: Minto Rattan, Tania Bose, Neeraj Chamoli
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The present paper investigates the effect of linear thermal gradient on the steady-state creep behavior of rotating isotropic disc using threshold stress based Sherby’s creep law. The composite discs made of aluminum matrix reinforced with silicon carbide particulate has been taken for analysis. The stress and strain rate distributions have been calculated for discs rotating at linear thermal gradation using von Mises’ yield criterion. The material parameters have been estimated by regression fit of the available experimental data. The results are displayed and compared graphically in designer friendly format for the above said temperature profile with the disc operating under uniform temperature profile. It is observed that radial and tangential stresses show minor variation and the strain rates vary significantly in the presence of thermal gradation as compared to disc having uniform temperature.Keywords: Creep, isotropic, steady-state, thermal gradient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 84610181 Quantitative Analysis of PCA, ICA, LDA and SVM in Face Recognition
Authors: Liton Jude Rozario, Mohammad Reduanul Haque, Md. Ziarul Islam, Mohammad Shorif Uddin
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Face recognition is a technique to automatically identify or verify individuals. It receives great attention in identification, authentication, security and many more applications. Diverse methods had been proposed for this purpose and also a lot of comparative studies were performed. However, researchers could not reach unified conclusion. In this paper, we are reporting an extensive quantitative accuracy analysis of four most widely used face recognition algorithms: Principal Component Analysis (PCA), Independent Component Analysis (ICA), Linear Discriminant Analysis (LDA) and Support Vector Machine (SVM) using AT&T, Sheffield and Bangladeshi people face databases under diverse situations such as illumination, alignment and pose variations.
Keywords: PCA, ICA, LDA, SVM, face recognition, noise.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 243110180 Frequency Response of Complex Systems with Localized Nonlinearities
Authors: E. Menga, S. Hernandez
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Finite Element Models (FEMs) are widely used in order to study and predict the dynamic properties of structures and usually, the prediction can be obtained with much more accuracy in the case of a single component than in the case of assemblies. Especially for structural dynamics studies, in the low and middle frequency range, most complex FEMs can be seen as assemblies made by linear components joined together at interfaces. From a modelling and computational point of view, these types of joints can be seen as localized sources of stiffness and damping and can be modelled as lumped spring/damper elements, most of time, characterized by nonlinear constitutive laws. On the other side, most of FE programs are able to run nonlinear analysis in time-domain. They treat the whole structure as nonlinear, even if there is one nonlinear degree of freedom (DOF) out of thousands of linear ones, making the analysis unnecessarily expensive from a computational point of view. In this work, a methodology in order to obtain the nonlinear frequency response of structures, whose nonlinearities can be considered as localized sources, is presented. The work extends the well-known Structural Dynamic Modification Method (SDMM) to a nonlinear set of modifications, and allows getting the Nonlinear Frequency Response Functions (NLFRFs), through an ‘updating’ process of the Linear Frequency Response Functions (LFRFs). A brief summary of the analytical concepts is given, starting from the linear formulation and understanding what the implications of the nonlinear one, are. The response of the system is formulated in both: time and frequency domain. First the Modal Database is extracted and the linear response is calculated. Secondly the nonlinear response is obtained thru the NL SDMM, by updating the underlying linear behavior of the system. The methodology, implemented in MATLAB, has been successfully applied to estimate the nonlinear frequency response of two systems. The first one is a two DOFs spring-mass-damper system, and the second example takes into account a full aircraft FE Model. In spite of the different levels of complexity, both examples show the reliability and effectiveness of the method. The results highlight a feasible and robust procedure, which allows a quick estimation of the effect of localized nonlinearities on the dynamic behavior. The method is particularly powerful when most of the FE Model can be considered as acting linearly and the nonlinear behavior is restricted to few degrees of freedom. The procedure is very attractive from a computational point of view because the FEM needs to be run just once, which allows faster nonlinear sensitivity analysis and easier implementation of optimization procedures for the calibration of nonlinear models.Keywords: Frequency response, nonlinear dynamics, structural dynamic modification, softening effect, rubber.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 131210179 Multi-Rate Exact Discretization based on Diagonalization of a Linear System - A Multiple-Real-Eigenvalue Case
Authors: T. Sakamoto, N. Hori
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A multi-rate discrete-time model, whose response agrees exactly with that of a continuous-time original at all sampling instants for any sampling periods, is developed for a linear system, which is assumed to have multiple real eigenvalues. The sampling rates can be chosen arbitrarily and individually, so that their ratios can even be irrational. The state space model is obtained as a combination of a linear diagonal state equation and a nonlinear output equation. Unlike the usual lifted model, the order of the proposed model is the same as the number of sampling rates, which is less than or equal to the order of the original continuous-time system. The method is based on a nonlinear variable transformation, which can be considered as a generalization of linear similarity transformation, which cannot be applied to systems with multiple eigenvalues in general. An example and its simulation result show that the proposed multi-rate model gives exact responses at all sampling instants.Keywords: Multi-rate discretization, linear systems, triangularization, similarity transformation, diagonalization, exponential transformation, multiple eigenvalues
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 136010178 Geometric and Material Nonlinear Analysis of Reinforced Concrete Structure Considering Soil-Structure Interaction
Authors: Mohamed M. El-Gendy, Ibrahim A. El-Arabi, Rafik W. Abdel-Missih, Omar A. Kandil
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In the present research, a finite element model is presented to study the geometrical and material nonlinear behavior of reinforced concrete plane frames considering soil-structure interaction. The nonlinear behaviors of concrete and reinforcing steel are considered both in compression and tension up to failure. The model takes account also for the number, diameter, and distribution of rebar along every cross section. Soil behavior is taken into consideration using four different models; namely: linear-, nonlinear Winkler's model, and linear-, nonlinear continuum model. A computer program (NARC) is specially developed in order to perform the analysis. The results achieved by the present model show good agreement with both theoretical and experimental published literature. The nonlinear behavior of a rectangular frame resting on soft soil up to failure using the proposed model is introduced for demonstration.Keywords: Nonlinear analysis, Geometric nonlinearity, Material nonlinearity, Reinforced concrete, Finite element method, Soilstructure interaction, Winkler's soil model, Continuum soil model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 266510177 Application of Pattern Search Method to Power System Security Constrained Economic Dispatch
Authors: A. K. Al-Othman, K. M. EL-Nagger
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Direct search methods are evolutionary algorithms used to solve optimization problems. (DS) methods do not require any information about the gradient of the objective function at hand while searching for an optimum solution. One of such methods is Pattern Search (PS) algorithm. This paper presents a new approach based on a constrained pattern search algorithm to solve a security constrained power system economic dispatch problem (SCED). Operation of power systems demands a high degree of security to keep the system satisfactorily operating when subjected to disturbances, while and at the same time it is required to pay attention to the economic aspects. Pattern recognition technique is used first to assess dynamic security. Linear classifiers that determine the stability of electric power system are presented and added to other system stability and operational constraints. The problem is formulated as a constrained optimization problem in a way that insures a secure-economic system operation. Pattern search method is then applied to solve the constrained optimization formulation. In particular, the method is tested using one system. Simulation results of the proposed approach are compared with those reported in literature. The outcome is very encouraging and proves that pattern search (PS) is very applicable for solving security constrained power system economic dispatch problem (SCED).
Keywords: Security Constrained Economic Dispatch, Direct Search method, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 220710176 Damping of Power System Oscillations by using coordinated tuning of POD and PSS with STATCOM
Authors: A. S. P.Kanojia, B. Dr.V.K.Chandrakar
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Static synchronous compensator (STATCOM) is a shunt connected voltage source converter (VSC), which can affect rapid control of reactive flow in the transmission line by controlling the generated a.c. voltage. The main aim of the paper is to design a power system installed with a Static synchronous compensator (STATCOM) and demonstrates the application of the linearised Phillips-heffron model in analyzing the damping effect of the STATCOM to improve power system oscillation stability. The proposed PI controller is designed to coordinate two control inputs: Voltage of the injection bus and capacitor voltage of the STATCOM, to improve the Dynamic stability of a SMIB system .The power oscillations damping (POD) control and power system stabilizer (PSS) and their coordinated action with proposed controllers are tested. The simulation result shows that the proposed damping controllers provide satisfactory performance in terms of improvements of dynamic stability of the system.
Keywords: Damping oscillations, FACTS, STATCOM, dynamic stability, PSS, POD, Coordination.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 253210175 Automated Algorithm for Removing Continuous Flame Spectrum Based On Sampled Linear Bases
Authors: Luis Arias, Jorge E. Pezoa, Daniel Sbárbaro
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In this paper, an automated algorithm to estimate and remove the continuous baseline from measured spectra containing both continuous and discontinuous bands is proposed. The algorithm uses previous information contained in a Continuous Database Spectra (CDBS) to obtain a linear basis, with minimum number of sampled vectors, capable of representing a continuous baseline. The proposed algorithm was tested by using a CDBS of flame spectra where Principal Components Analysis and Non-negative Matrix Factorization were used to obtain linear bases. Thus, the radical emissions of natural gas, oil and bio-oil flames spectra at different combustion conditions were obtained. In order to validate the performance in the baseline estimation process, the Goodness-of-fit Coefficient and the Root Mean-squared Error quality metrics were evaluated between the estimated and the real spectra in absence of discontinuous emission. The achieved results make the proposed method a key element in the development of automatic monitoring processes strategies involving discontinuous spectral bands.
Keywords: Flame spectra, removing baseline, recovering spectrum.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 175210174 Simulation of Non-Linear Behavior of Shear Wall under Seismic Loading
Authors: M. A. Ghorbani, M. Pasbani Khiavi
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The seismic response of steel shear wall system considering nonlinearity effects using finite element method is investigated in this paper. The non-linear finite element analysis has potential as usable and reliable means for analyzing of civil structures with the availability of computer technology. In this research the large displacements and materially nonlinear behavior of shear wall is presented with developing of finite element code. A numerical model based on the finite element method for the seismic analysis of shear wall is presented with developing of finite element code in this research. To develop the finite element code, the standard Galerkin weighted residual formulation is used. Two-dimensional plane stress model and total Lagrangian formulation was carried out to present the shear wall response and the Newton-Raphson method is applied for the solution of nonlinear transient equations. The presented model in this paper can be developed for analysis of civil engineering structures with different material behavior and complicated geometry.
Keywords: Finite element, steel shear wall, nonlinear, earthquake
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 184110173 Stability of Alliances between Service Providers
Authors: Helene Le Cadre
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Three service providers in competition, try to optimize their quality of service / content level and their service access price. But, they have to deal with uncertainty on the consumers- preferences. To reduce their uncertainty, they have the opportunity to buy information and to build alliances. We determine the Shapley value which is a fair way to allocate the grand coalition-s revenue between the service providers. Then, we identify the values of β (consumers- sensitivity coefficient to the quality of service / contents) for which allocating the grand coalition-s revenue using the Shapley value guarantees the system stability. For other values of β, we prove that it is possible for the regulator to impose a per-period interest rate maximizing the market coverage under equal allocation rules.Keywords: Alliance, Shapley value, Stability, Repeated game, Interest rate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 126110172 Marangoni Convection in a Fluid Layer with Internal Heat Generation
Authors: Norfifah Bachok, Norihan Md. Arifin
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In this paper we use classical linear stability theory to investigate the effects of uniform internal heat generation on the onset of Marangoni convection in a horizontal layer of fluid heated from below. We use a analytical technique to obtain the close form analytical expression for the onset of Marangoni convection when the lower boundary is conducting with free-slip condition. We show that the effect of increasing the internal heat generation is always to destabilize the layer.Keywords: Marangoni convection, heat generation, free-slip
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 178510171 An Investigation into the Role of Market Beta in Asset Pricing: Evidence from the Romanian Stock Market
Authors: Ioan Popa, Radu Lupu, Cristiana Tudor
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In this paper, we apply the FM methodology to the cross-section of Romanian-listed common stocks and investigate the explanatory power of market beta on the cross-section of commons stock returns from Bucharest Stock Exchange. Various assumptions are empirically tested, such us linearity, market efficiency, the “no systematic effect of non-beta risk" hypothesis or the positive expected risk-return trade-off hypothesis. We find that the Romanian stock market shows the same properties as the other emerging markets in terms of efficiency and significance of the linear riskreturn models. Our analysis included weekly returns from January 2002 until May 2010 and the portfolio formation, estimation and testing was performed in a rolling manner using 51 observations (one year) for each stage of the analysis.Keywords: Bucharest Stock Exchange, Fama-Macbeth methodology, systematic risk, non-linear risk-return dependence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 190510170 LMI Approach to Regularization and Stabilization of Linear Singular Systems: The Discrete-time Case
Authors: Salim Ibrir
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Sufficient linear matrix inequalities (LMI) conditions for regularization of discrete-time singular systems are given. Then a new class of regularizing stabilizing controllers is discussed. The proposed controllers are the sum of predictive and memoryless state feedbacks. The predictive controller aims to regularizing the singular system while the memoryless state feedback is designed to stabilize the resulting regularized system. A systematic procedure is given to calculate the controller gains through linear matrix inequalities.
Keywords: Singular systems, Discrete-time systems, Regularization, LMIs
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 159410169 A Software Framework for Predicting Oil-Palm Yield from Climate Data
Authors: Mohd. Noor Md. Sap, A. Majid Awan
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Intelligent systems based on machine learning techniques, such as classification, clustering, are gaining wide spread popularity in real world applications. This paper presents work on developing a software system for predicting crop yield, for example oil-palm yield, from climate and plantation data. At the core of our system is a method for unsupervised partitioning of data for finding spatio-temporal patterns in climate data using kernel methods which offer strength to deal with complex data. This work gets inspiration from the notion that a non-linear data transformation into some high dimensional feature space increases the possibility of linear separability of the patterns in the transformed space. Therefore, it simplifies exploration of the associated structure in the data. Kernel methods implicitly perform a non-linear mapping of the input data into a high dimensional feature space by replacing the inner products with an appropriate positive definite function. In this paper we present a robust weighted kernel k-means algorithm incorporating spatial constraints for clustering the data. The proposed algorithm can effectively handle noise, outliers and auto-correlation in the spatial data, for effective and efficient data analysis by exploring patterns and structures in the data, and thus can be used for predicting oil-palm yield by analyzing various factors affecting the yield.Keywords: Pattern analysis, clustering, kernel methods, spatial data, crop yield
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 197910168 Chaotic Oscillations of Diaphragm Supported by Nonlinear Springs with Hysteresis
Authors: M. Sasajima, T. Yamaguchi, Y. Koike, A. Hara
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This paper describes vibration analysis using the finite element method for a small earphone, especially for the diaphragm shape with a low-rigidity. The viscoelastic diaphragm is supported by multiple nonlinear concentrated springs with linear hysteresis damping. The restoring forces of the nonlinear springs have cubic nonlinearity. The finite elements for the nonlinear springs with hysteresis are expressed and are connected to the diaphragm that is modeled by linear solid finite elements in consideration of a complex modulus of elasticity. Further, the discretized equations in physical coordinates are transformed into the nonlinear ordinary coupled equations using normal coordinates corresponding to the linear natural modes. We computed the nonlinear stationary and non-stationary responses due to the internal resonance between modes with large amplitude in the nonlinear springs and elastic modes in the diaphragm. The non-stationary motions are confirmed as the chaos due to the maximum Lyapunov exponents with a positive number. From the time histories of the deformation distribution in the chaotic vibration, we identified nonlinear modal couplings.Keywords: Nonlinear Vibration, Finite Element Method, Chaos , Small Earphone.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 178310167 Solving Fuzzy Multi-Objective Linear Programming Problems with Fuzzy Decision Variables
Authors: Mahnaz Hosseinzadeh, Aliyeh Kazemi
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In this paper, a method is proposed for solving Fuzzy Multi-Objective Linear Programming problems (FMOLPP) with fuzzy right hand side and fuzzy decision variables. To illustrate the proposed method, it is applied to the problem of selecting suppliers for an automotive parts producer company in Iran in order to find the number of optimal orders allocated to each supplier considering the conflicting objectives. Finally, the obtained results are discussed.Keywords: Fuzzy multi-objective linear programming problems, triangular fuzzy numbers, fuzzy ranking, supplier selection problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 141410166 FIR Filter Design via Linear Complementarity Problem, Messy Genetic Algorithm, and Ising Messy Genetic Algorithm
Authors: A.M. Al-Fahed Nuseirat, R. Abu-Zitar
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In this paper the design of maximally flat linear phase finite impulse response (FIR) filters is considered. The problem is handled with totally two different approaches. The first one is completely deterministic numerical approach where the problem is formulated as a Linear Complementarity Problem (LCP). The other one is based on a combination of Markov Random Fields (MRF's) approach with messy genetic algorithm (MGA). Markov Random Fields (MRFs) are a class of probabilistic models that have been applied for many years to the analysis of visual patterns or textures. Our objective is to establish MRFs as an interesting approach to modeling messy genetic algorithms. We establish a theoretical result that every genetic algorithm problem can be characterized in terms of a MRF model. This allows us to construct an explicit probabilistic model of the MGA fitness function and introduce the Ising MGA. Experimentations done with Ising MGA are less costly than those done with standard MGA since much less computations are involved. The least computations of all is for the LCP. Results of the LCP, random search, random seeded search, MGA, and Ising MGA are discussed.Keywords: Filter design, FIR digital filters, LCP, Ising model, MGA, Ising MGA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2023