Search results for: Multivariate time series

Authors: Surender Kumar Soni, Dhirendra Pratap Singh

Abstract:

Wireless Sensor Networks can be used to monitor the physical phenomenon in such areas where human approach is nearly impossible. Hence the limited power supply is the major constraint of the WSNs due to the use of non-rechargeable batteries in sensor nodes. A lot of researches are going on to reduce the energy consumption of sensor nodes. Energy map can be used with clustering, data dissemination and routing techniques to reduce the power consumption of WSNs. Energy map can also be used to know which part of the network is going to fail in near future. In this paper, Energy map is constructed using the prediction based approach. Adaptive alpha GM(1,1) model is used as the prediction model. GM(1,1) is being used worldwide in many applications for predicting future values of time series using some past values due to its high computational efficiency and accuracy.

Keywords: Adaptive Alpha GM(1, 1) Model, Energy Map, Prediction Based Data Reduction, Wireless Sensor Networks

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Authors: M. Giannopoulou, I. Roukounis, A. Roukouni.

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Geographical Information Systems are an integral part of planning in modern technical systems. Nowadays referred to as Spatial Decision Support Systems, as they allow synergy database management systems and models within a single user interface machine and they are important tools in spatial design for evaluating policies and programs at all levels of administration. This work refers to the creation of a Geographical Information System in the context of a broader research in the area of influence of an under construction station of the new metro in the Greek city of Thessaloniki, which included statistical and multivariate data analysis and diagrammatic representation, mapping and interpretation of the results.

Keywords: Databases, Geographical information systems (GIS), Land-use planning, Metro stations

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Authors: Mogari I. Rapoo, Diteboho Xaba

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This paper examines the forecasting performance of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) models with the published exchange rate obtained from South African Reserve Bank (SARB). ARIMA is one of the popular linear models in time series forecasting for the past decades. ARIMA and ANN models are often compared and literature revealed mixed results in terms of forecasting performance. The study used the MSE and MAE to measure the forecasting performance of the models. The empirical results obtained reveal the superiority of ARIMA model over ANN model. The findings further resolve and clarify the contradiction reported in literature over the superiority of ARIMA and ANN models.

Keywords: ARIMA, artificial neural networks models, error metrics, exchange rates.

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Authors: H. Izadbakhsh, M.Hour Ali, A. Amirkhani, A. Montazeri, M. Saberi

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The after–sales activities are nowadays acknowledged as a relevant source of revenue, profit and competitive advantage in most manufacturing industries. Top and middle management, therefore, should focus on the definition of a structured business performance measurement system for the after-sales business. The paper aims at filling this gap, and presents an integrated methodology for the after-sales network performance measurement, and provides an empirical application to automotive case companies and their official service network. This is the first study that presents an integrated multivariate approach for total assessment and improvement of after-sale services.

Keywords: Data Envelopment Analysis (DEA), Principal Component Analysis (PCA), Automotive companies, After-sale services.

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Authors: Zixin Liu

Abstract:

The problem of robust stability and robust stabilization for a class of discrete-time uncertain systems with time delay is investigated. Based on Tchebychev inequality, by constructing a new augmented Lyapunov function, some improved sufficient conditions ensuring exponential stability and stabilization are established. These conditions are expressed in the forms of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. Compared with some previous results derived in the literature, the new obtained criteria have less conservatism. Two numerical examples are provided to demonstrate the improvement and effectiveness of the proposed method.

Keywords: Robust stabilization, robust stability, discrete-time system, time delay.

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Authors: M. Siosemarde, F. Kave, E. Pazira, H. Sedghi, S. J. Ghaderi

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Researchers have long had trouble in measurement of Exchangeable Sodium Ratio (ESR) at salt-affected soils. this parameter are often determined using laborious and time consuming laboratory tests, but it may be more appropriate and economical to develop a method which uses a more simple soil salinity index. The aim of this study was to determine the relationship between exchangeable sodium ratio (ESR) and sodium adsorption ratio (SAR) in some salt-affected soils of Khuzestan plain. To this purpose, two experimental areas (S1, S2) of Khuzestan province-IRAN were selected and four treatments with three replications by series of double rings were applied. The treatments were included 25cm, 50cm, 75cm and 100cm water application. The statistical results of the study indicated that in order to predict soil ESR based on soil SAR the linear regression model ESR=0.2048+0.0066 SAR (R2=0.53) & ESR=0.0564+0.0171 SAR (R2=0.76) can be recommended in Pilot S1 and S2 respectively.

Keywords: exchangeable sodium ratio, Khuzestan plain, saltaffectedsoils and sodium adsorption ratio.

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Authors: Suwardo, Madzlan B. Napiah, Ibrahim B. Kamaruddin

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Stage bus operated in the mixed traffic might always meet many problems about low quality and reliability of services. The low quality and reliability of bus service can make the system not attractive and directly reduce the interest of using bus service. This paper presents the result of field investigation and analysis of on-time performance and service regularity of stage bus in mixed traffic. Data for analysis was collected from the field by on-board observation along the Ipoh-Lumut corridor in Perak, Malaysia. From analysis and discussion, it can be concluded that on-time performance and service regularity varies depend on station, typical day, time period, operation characteristics of bus and characteristics of traffic. The on-time performance and service regularity of stage bus in mixed traffic can be derived by using data collected by onboard survey. It is clear that on-time performance and service regularity of the existing stage bus system was low.

Keywords: mixed traffic, on-time performance, service regularity, stage bus

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Authors: Hamza Nejib, Okba Taouali

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This paper presents two of the most knowing kernel adaptive filtering (KAF) approaches, the kernel least mean squares and the kernel recursive least squares, in order to predict a new output of nonlinear signal processing. Both of these methods implement a nonlinear transfer function using kernel methods in a particular space named reproducing kernel Hilbert space (RKHS) where the model is a linear combination of kernel functions applied to transform the observed data from the input space to a high dimensional feature space of vectors, this idea known as the kernel trick. Then KAF is the developing filters in RKHS. We use two nonlinear signal processing problems, Mackey Glass chaotic time series prediction and nonlinear channel equalization to figure the performance of the approaches presented and finally to result which of them is the adapted one.

Keywords: KLMS, online prediction, KAF, signal processing, RKHS, Kernel methods, KRLS, KLMS.

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Authors: Jan Sindelar

Abstract:

The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.

Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.

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

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Many real-world optimization problems involve multiple conflicting objectives and the use of evolutionary algorithms to solve the problems has attracted much attention recently. This paper investigates the application of multi-objective optimization technique for the design of a Thyristor Controlled Series Compensator (TCSC)-based controller to enhance the performance of a power system. The design objective is to improve both rotor angle stability and system voltage profile. A Genetic Algorithm (GA) based solution technique is applied to generate a Pareto set of global optimal solutions to the given multi-objective optimisation problem. Further, a fuzzy-based membership value assignment method is employed to choose the best compromise solution from the obtained Pareto solution set. Simulation results are presented to show the effectiveness and robustness of the proposed approach.

Keywords: Multi-objective optimisation, thyristor controlled series compensator, power system stability, genetic algorithm, pareto solution set, fuzzy ranking.

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Authors: Mohamad Reza. Mohaghegh, Majid. Malek Jafarian

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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: Zarita Zainuddin, Ong Pauline, C. Ardil

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Diabetes Mellitus is a chronic metabolic disorder, where the improper management of the blood glucose level in the diabetic patients will lead to the risk of heart attack, kidney disease and renal failure. This paper attempts to enhance the diagnostic accuracy of the advancing blood glucose levels of the diabetic patients, by combining principal component analysis and wavelet neural network. The proposed system makes separate blood glucose prediction in the morning, afternoon, evening and night intervals, using dataset from one patient covering a period of 77 days. Comparisons of the diagnostic accuracy with other neural network models, which use the same dataset are made. The comparison results showed overall improved accuracy, which indicates the effectiveness of this proposed system.

Keywords: Diabetes Mellitus, principal component analysis, time-series, wavelet neural network.

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Authors: J. Fernandez de Canete, S. Fernandez-Calvo, I. García-Moral

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This paper presents and discusses the application of the object-oriented modelling software SIMSCAPE to hydraulic systems, with particular reference to multivariable proportional-integral-derivative (PID) control. As a result, a particular modelling approach of a double cylinder-piston coupled system is proposed and motivated, and the SIMULINK based PID tuning tool has also been used to select the proper controller parameters. The paper demonstrates the usefulness of the object-oriented approach when both physical modelling and control are tackled.

Keywords: Object-oriented modeling, multivariable hydraulic system, multivariable PID control, computer simulation.

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Authors: Monica Dudian , Raluca Andreea Popa

Abstract:

This article analyses the relationship between sovereign credit risk rating and gross domestic product for Central and Eastern European Countries for the period 1996 – 2010. In order to study the metioned relationship, we have used a numerical transformation of the risk qualification, thus: we marked 0 the lowest risk; then, we went on ascending, with a pace of 5, up to the score of 355 corresponding to the maximum risk. The used method of analysis is that of econometric modelling with EViews 7.0. programme. This software allows the analysis of data into a pannel type system, involving a mix of periods of time and series of data for different entities. The main conclusion of the work is the one confirming the negative relationship between the sovereign credit risk and the gross domestic product for the Central European and Eastern countries during the reviewed period.

Keywords: credit rating agencies, economic growth, gross domestic product, sovereign credit risk rating.

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Authors: William Anderson, Kyle Kobold, Oleg Yakimenko

Abstract:

Green microgrids using mostly renewable energy (RE) for generation, are complex systems with inherent nonlinear dynamics. Among a variety of different optimization tools there are only a few ones that adequately consider this complexity. This paper evaluates applicability of two somewhat similar optimization tools tailored for standalone RE microgrids and also assesses a machine learning tool for performance prediction that can enhance the reliability of any chosen optimization tool. It shows that one of these microgrid optimization tools has certain advantages over another and presents a detailed routine of preparing input data to simulate RE microgrid behavior. The paper also shows how neural-network-based predictive modeling can be used to validate and forecast solar power generation based on weather time series data, which improves the overall quality of standalone RE microgrid analysis.

Keywords: Microgrid, renewable energy, complex systems, optimization, predictive modeling, neural networks.

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Authors: Mai S. Mabrouk, Nahed H. Solouma, Abou-Bakr M. Youssef, Yasser M. Kadah

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Many digital signal processing, techniques have been used to automatically distinguish protein coding regions (exons) from non-coding regions (introns) in DNA sequences. In this work, we have characterized these sequences according to their nonlinear dynamical features such as moment invariants, correlation dimension, and largest Lyapunov exponent estimates. We have applied our model to a number of real sequences encoded into a time series using EIIP sequence indicators. In order to discriminate between coding and non coding DNA regions, the phase space trajectory was first reconstructed for coding and non-coding regions. Nonlinear dynamical features are extracted from those regions and used to investigate a difference between them. Our results indicate that the nonlinear dynamical characteristics have yielded significant differences between coding (CR) and non-coding regions (NCR) in DNA sequences. Finally, the classifier is tested on real genes where coding and non-coding regions are well known.

Keywords: Gene prediction, nonlinear dynamics, correlation dimension, Lyapunov exponent.

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Authors: Neila Mezghani, Philippe Phan, Hubert Labelle, Carl Eric Aubin, Jacques de Guise

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The identification and classification of the spine deformity play an important role when considering surgical planning for adolescent patients with idiopathic scoliosis. The subject of this article is the Lenke classification of scoliotic spines using Cobb angle measurements. The purpose is two-fold: (1) design a rulebased diagram to assist clinicians in the classification process and (2) investigate a computer classifier which improves the classification time and accuracy. The rule-based diagram efficiency was evaluated in a series of scoliotic classifications by 10 clinicians. The computer classifier was tested on a radiographic measurement database of 603 patients. Classification accuracy was 93% using the rule-based diagram and 99% for the computer classifier. Both the computer classifier and the rule based diagram can efficiently assist clinicians in their Lenke classification of spine scoliosis.

Keywords: Scoliosis, Lenke model, decision-rules, computer aided classifier.

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Authors: A. H. Elkholy, A. H. Falah

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A new approach has been developed to estimate the load share and distribution of worm gear drives, and to calculate the instantaneous tooth meshing stiffness. In the approach, the worm gear drive was modelled as a series of spur gear slices, and each slice was analyzed separately using the well-established formulae of spur gear loading and stresses. By combining the results obtained for all slices, the entire envolute worm gear set loading and stressing was obtained. The geometric modelling method presented allows tooth elastic deformation and tooth root stresses of worm gear drives under different load conditions to be investigated. Based on the slicing method introduced in this study, the instantaneous meshing stiffness and load share are obtained. In comparison with existing methods, this approach has both good analysis accuracy and less computing time.

Keywords: Gear, load/stress distribution, worm, wheel, tooth stiffness, contact line.

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

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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: Ritu Ahlawat

Abstract:

Among all geo-hydrological relationships, rainfallrunoff relationship is of utmost importance in any hydrological investigation and water resource planning. Spatial variation, lag time involved in obtaining areal estimates for the basin as a whole can affect the parameterization in design stage as well as in planning stage. In conventional hydrological processing of data, spatial aspect is either ignored or interpolated at sub-basin level. Temporal variation when analysed for different stages can provide clues for its spatial effectiveness. The interplay of space-time variation at pixel level can provide better understanding of basin parameters. Sustenance of design structures for different return periods and their spatial auto-correlations should be studied at different geographical scales for better management and planning of water resources. In order to understand the relative effect of spatio-temporal variation in hydrological data network, a detailed geo-hydrological analysis of Betwa river catchment falling in Lower Yamuna Basin is presented in this paper. Moreover, the exact estimates about the availability of water in the Betwa river catchment, especially in the wake of recent Betwa-Ken linkage project, need thorough scientific investigation for better planning. Therefore, an attempt in this direction is made here to analyse the existing hydrological and meteorological data with the help of SPSS, GIS and MS-EXCEL software. A comparison of spatial and temporal correlations at subcatchment level in case of upper Betwa reaches has been made to demonstrate the representativeness of rain gauges. First, flows at different locations are used to derive correlation and regression coefficients. Then, long-term normal water yield estimates based on pixel-wise regression coefficients of rainfall-runoff relationship have been mapped. The areal values obtained from these maps can definitely improve upon estimates based on point-based extrapolations or areal interpolations.

Keywords: Catchment's runoff estimates, influence area regional regression coefficients, runoff yield series,

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

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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

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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: Munther I. Kandah, Fahmi A. Abu Al-Rub, Lucy Bawarish, Mira Bawarish, Hiba Al-Tamimi, Reem Khalil, Raja'a Sa, ada

Abstract:

In this project cadmium ions were adsorbed from aqueous solutions onto either date pits; a cheap agricultural and nontoxic material, or chemically activated carbon prepared from date pits using phosphoric acid. A series of experiments were conducted in a batch adsorption technique to assess the feasibility of using the prepared adsorbents. The effects of the process variables such as initial cadmium ions concentration, contact time, solution pH and adsorbent dose on the adsorption capacity of both adsorbents were studied. The experimental data were tested using different isotherm models such as Langmuir, Freundlich, Tempkin and Dubinin- Radushkevich. The results showed that although the equilibrium data could be described by all models used, Langmuir model gave slightly better results when using activated carbon while Freundlich model, gave better results with date pits.

Keywords: Adsorption, Cadmium, Chemical Activation, DatePits.

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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: Abdu Masanawa Sagir

Abstract:

In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations of the form y′′ = f(x,y), a < = x < = b with associated initial or boundary conditions. The continuaous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different three discrete schemes, each of order (4,4,4)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block method are tested on linear and non-linear ordinary differential equations whose solutions are oscillatory or nearly periodic in nature, and the results obtained compared favourably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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Authors: Vipin Pal, Girdhari Singh, R P Yadav

Abstract:

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: A. Mojtaba Aghajani, B. Leila Shavakhi

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Energy intensity(energy consumption intensity) is a global index which computes the required energy for producing a specific value of goods and services in each country. It is computed in terms of initial energy supply or final energy consumption. In this study (research) Divisia method is used to decompose energy consumption and energy intensity. This method decomposes consumption and energy intensity to production effects, structural and net intensity and could be done as time series or two-periodical. This study analytically investigates consumption changes and energy intensity on economical sectors of Iran and more specific on road transportation(rail road and road).Our results show that the contribution of structural effect (change in economical activities combination) is very low and the effect of net energy consumption has the higher contribution in consumption changes and energy intensity. In other words, the high consumption of energy is due to Intensity of energy consumption and is not to structural effect of transportation sector.

Keywords: Divisia Method, Energy Intensity, Net IntensityEffect, Road Transportation , Structural Effect.

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Authors: V. I. Thajudin Ahamed, P. Dhanasekaran, A. Naseem, N. G. Karthick, T. K. Abdul Jaleel, Paul K.Joseph

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It is established that the instantaneous heart rate (HR) of healthy humans keeps on changing. Analysis of heart rate variability (HRV) has become a popular non invasive tool for assessing the activities of autonomic nervous system. Depressed HRV has been found in several disorders, like diabetes mellitus (DM) and coronary artery disease, characterised by autonomic nervous dysfunction. A new technique, which searches for pattern repeatability in a time series, is proposed specifically for the analysis of heart rate data. These set of indices, which are termed as pattern repeatability measure and pattern repeatability ratio are compared with approximate entropy and sample entropy. In our analysis, based on the method developed, it is observed that heart rate variability is significantly different for DM patients, particularly for patients with diabetic foot ulcer.

Keywords: Autonomic nervous system, diabetes mellitus, heart rate variability, pattern identification, sample entropy

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Authors: Nan Li, Ying Wang

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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: 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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