Search results for: stochastic signals.

Authors: A. A. Khan, M. Naeem, S. Bashir, S. I. Shah

Abstract:

In this paper we propose a Particle Swarm heuristic optimized Multi-Antenna (MA) system. Efficient MA systems detection is performed using a robust stochastic evolutionary computation algorithm based on movement and intelligence of swarms. This iterative particle swarm optimized (PSO) detector significantly reduces the computational complexity of conventional Maximum Likelihood (ML) detection technique. The simulation results achieved with this proposed MA-PSO detection algorithm show near optimal performance when compared with ML-MA receiver. The performance of proposed detector is convincingly better for higher order modulation schemes and large number of antennas where conventional ML detector becomes non-practical.

Keywords: Multi Antenna (MA), Multi-input Multi-output(MIMO), Particle Swarm Optimization (PSO), ML detection.

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Authors: M. Mokhtar, A. Shuib, D. Mohamad

Abstract:

Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords: Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.

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Authors: Martha Liliana Reina Usuga, Wilson Adarme Jaimes, Oscar Eduardo Suarez

Abstract:

Coordinated supply chain represents major challenges for the different actors involved in it, because each agent responds to individual interests. The paper presents a framework with the reviewed literature regarding the system's decision structure and nature of demand. Later, it characterizes an agri food supply chain in the Central Region of Colombia, it responds to a decentralized distribution system and a stochastic demand. Finally, the paper recommends coordinating the chain based on shared information, and mechanisms for each agent, as VMI (vendor-managed inventory) strategy for farmer-buyer relationship, information system for farmers and contracts for transportation service providers.

Keywords: Agri-food supply chain, Coordination mechanisms, Decentralized distribution system, Supply chain coordination.

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Authors: M. A. Tayfun

Abstract:

Occurrences of spurious crests on the troughs of large, relatively steep second-order Stokes waves are anomalous and not an inherent characteristic of real waves. Here, the effects of such occurrences on the statistics described by the standard second-order stochastic model are examined theoretically and by way of simulations. Theoretical results and simulations indicate that when spurious occurrences are sufficiently large, the standard model leads to physically unrealistic surface features and inaccuracies in the statistics of various surface features, in particular, the troughs and thus zero-crossing heights of large waves. Whereas inaccuracies can be fairly noticeable for long-crested waves in both deep and shallower depths, they tend to become relatively insignificant in directional waves.

Keywords: Large waves, non-linear effects, simulation, spectra, spurious crests, Stokes waves, wave breaking, wave statistics.

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Authors: Wai Pan Chan, Minkyu Je

Abstract:

A precision CMOS chopping amplifier is adopted in this work to improve a CMOS temperature sensor high sensitive enough for intracranial temperature monitoring. An amplified temperature sensitivity of 18.8 ± 3*0.2 mV/oC is attained over the temperature range from 20 oC to 80 oC from a given 10 samples of the same wafer. The analog frontend design outputs the temperature dependent and the temperature independent signals which can be directly interfaced to a 10 bit ADC to accomplish an accurate temperature instrumentation system.

Keywords: Chopping, analog frontend, CMOS temperature sensor, traumatic brain injury (TBI), intracranial temperature monitoring.

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Authors: Oshmita Dey, Debjani Chakraborty

Abstract:

In this paper, a single period inventory model with resalable returns has been analyzed in an imprecise and uncertain mixed environment. Demand has been introduced as a fuzzy random variable. In this model, a single order is placed before the start of the selling season. The customer, for a full refund, may return purchased products within a certain time interval. Returned products are resalable, provided they arrive back before the end of the selling season and are found to be undamaged. Products remaining at the end of the season are salvaged. All demands not met directly are lost. The probabilities that a sold product is returned and that a returned product is resalable, both imprecise in a real situation, have been assumed to be fuzzy in nature.

Keywords: Fuzzy random variable, Modified graded meanintegration, Internet mail order, Inventory.

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Authors: I. Asanuma, T. Yamaguchi, J. Park, K. J. Mackin

Abstract:

Fishery lights on the surface could be detected by the Day and Night Band (DNB) of the Visible Infrared Imaging Radiometer Suite (VIIRS) on the Suomi National Polar-orbiting Partnership (Suomi-NPP). The DNB covers the spectral range of 500 to 900 nm and realized a higher sensitivity. The DNB has a difficulty of identification of fishing lights from lunar lights reflected by clouds, which affects observations for the half of the month. Fishery lights and lights of the surface are identified from lunar lights reflected by clouds by a method using the DNB and the infrared band, where the detection limits are defined as a function of the brightness temperature with a difference from the maximum temperature for each level of DNB radiance and with the contrast of DNB radiance against the background radiance. Fishery boats or structures on islands could be detected by the Synthetic Aperture Radar (SAR) on the polar orbit satellites using the reflected microwave by the surface reflecting targets. The SAR has a difficulty of tradeoff between spatial resolution and coverage while detecting the small targets like fishery boats. A distribution of fishery boats and island activities were detected by the scan-SAR narrow mode of Radarsat-2, which covers 300 km by 300 km with various combinations of polarizations. The fishing boats were detected as a single pixel of highly scattering targets with the scan-SAR narrow mode of which spatial resolution is 30 m. As the look angle dependent scattering signals exhibits the significant differences, the standard deviations of scattered signals for each look angles were taken into account as a threshold to identify the signal from fishing boats and structures on the island from background noise. It was difficult to validate the detected targets by DNB with SAR data because of time lag of observations for 6 hours between midnight by DNB and morning or evening by SAR. The temporal changes of island activities were detected as a change of mean intensity of DNB for circular area for a certain scale of activities. The increase of DNB mean intensity was corresponding to the beginning of dredging and the change of intensity indicated the ending of reclamation and following constructions of facilities.

Keywords: Day night band, fishery, SAR, South China Sea.

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Authors: Oulad Naoui Noureddine, Cherif ELAmine, Djehiche Abdelkader

Abstract:

Water resources management includes several disciplines; the modeling of rainfall-runoff relationship is the most important discipline to prevent natural risks. There are several models to study rainfall-runoff relationship in watersheds. However, the majority of these models are not applicable in all basins of the world.  In this study, a new stochastic method called The Only Corresponding Competitor method (OCC) was used for the hydrological modeling of M’ZAB   Watershed (South East of Algeria) to adapt a few empirical models for any hydrological regime.  The results obtained allow to authorize a certain number of visions, in which it would be interesting to experiment with hydrological models that improve collectively or separately the data of a catchment by the OCC method.

Keywords: Empirical model, modeling, OCC, rainfall-runoff relationship.

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Authors: A. Faro, D. Giordano, M. Pennisi, G. Scarciofalo, C. Spampinato, F. Tramontana

Abstract:

The paper proposes a methodology to process the signals coming from the Transcranial Magnetic Stimulation (TMS) in order to identify the pathology and evaluate the therapy to treat the patients affected by demency diseases. In particular, a fuzzy model is developed to identify the demency of the patients affected by Subcortical Ischemic Vascular Dementia (SIVD) and to measure the effect of a repetitive TMS on their motor performances. A tool is also presented to support the mentioned analysis.

Keywords: TMS, EMG, fuzzy logic, transcranial magnetic stimulation.

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Authors: Rui Wu, Tapani Ristaniemi

Abstract:

In this paper, we propose a new algorithm for joint time-delay and direction-of-arrival (DOA) estimation, here called two-dimensional code acquisition, in an asynchronous directsequence code-division multiple-access (DS-CDMA) array system. This algorithm depends on eigenvector-eigenvalue decomposition of sample correlation matrix, and requires to know desired user-s training sequence. The performance of the algorithm is analyzed both analytically and numerically in uncorrelated and coherent multipath environment. Numerical examples show that the algorithm is robust with unknown number of coherent signals.

Keywords: Two-Dimensional Code Acquisition, EV-t, DSCDMA

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Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.

Keywords: Digital Filtering, Estimation, Impulse wave, Stochastic filtering.

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Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a fast and efficient on-line technique for estimating impedance of unbalanced loads in power systems. The proposed technique is an application of a discrete timedynamic filter based on stochastic estimation theory which is suitable for estimating parameters in noisy environment. The algorithm uses sets of digital samples of the distorted voltage and current waveforms of the non-linear load to estimate the harmonic contents of these two signal. The non-linear load impedance is then calculated from these contents. The method is tested using practical data. Results are reported and compared with those obtained using the conventional least error squares technique. In addition to the very accurate results obtained, the method can detect and reject bad measurements. This can be considered as a very important advantage over the conventional static estimation methods such as the least error square method.

Keywords: Estimation, identification, Harmonics, Dynamic Filter.

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Authors: Yucai Ding, Hong Zhu, Shouming Zhong, Yuping Zhang

Abstract:

This paper considers ­H∞ performance for Markovian jump systems with Time-varying delays. The systems under consideration involve disturbance signal, Markovian switching and timevarying delays. By using a new Lyapunov-Krasovskii functional and a convex optimization approach, a delay-dependent stability condition in terms of linear matrix inequality (LMI) is addressed, which guarantee asymptotical stability in mean square and a prescribed ­H∞ performance index for the considered systems. Two numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed main results. All these results are expected to be of use in the study of stochastic systems with time-varying delays.

Keywords: ­H∞ performance, Markovian switching, Delaydependent stability, Linear matrix inequality (LMI)

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Authors: Ahmad Thanyan Al-Sultan

Abstract:

The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.

Keywords: Airport terminal, Integer programming, Scheduling, Simulation.

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Authors: Ioan Popa, Cristiana Tudor, Radu Lupu

Abstract:

The interdependences among stock market indices were studied for a long while by academics in the entire world. The current financial crisis opened the door to a wide range of opinions concerning the understanding and measurement of the connections considered to provide the controversial phenomenon of market integration. Using data on the log-returns of 17 stock market indices that include most of the CEE markets, from 2005 until 2009, our paper studies the problem of these dependences using a new methodological tool that takes into account both the volatility clustering effect and the stochastic properties of these linkages through a Dynamic Conditional System of Simultaneous Equations. We find that the crisis is well captured by our model as it provides evidence for the high volatility – high dependence effect.

Keywords: Stock market interdependences, Dynamic System ofSimultaneous Equations, financial crisis

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Authors: Wahyudin P. Syam, Ibrahim M. Al-Harkan

Abstract:

This study compares three meta heuristics to minimize makespan (Cmax) for Hybrid Flow Shop (HFS) Scheduling Problem with Parallel Machines. This problem is known to be NP-Hard. This study proposes three algorithms among improvement heuristic searches which are: Genetic Algorithm (GA), Simulated Annealing (SA), and Tabu Search (TS). SA and TS are known as deterministic improvement heuristic search. GA is known as stochastic improvement heuristic search. A comprehensive comparison from these three improvement heuristic searches is presented. The results for the experiments conducted show that TS is effective and efficient to solve HFS scheduling problems.

Keywords: Flow shop, genetic algorithm, simulated annealing, tabu search.

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Authors: Alluri Swaroopa, Lakkakula Venkata Narasimha Prasad

Abstract:

Alone with fast urbanization in world, traffic control became a big issue in urban construction. Having an efficient and reliable traffic control system is crucial to macro-traffic control. Traffic signal is used to manage conflicting requirement by allocating different sets of mutually compatible traffic movement during distinct time interval. Many approaches have been made proposed to solve this discrete stochastic problem. Recognizing the need to minimize right-of-way impacts while efficiently handling the anticipated high traffic volumes, the proposed alternative system gives effective design. This model allows for increased traffic capacity and reduces delays by eliminating a step in maneuvering through the freeway interchange. The concept proposed in this paper involves construction of bridges and ramps at intersection of four roads to control the vehicular congestion and to prevent traffic breakdown.

Keywords: Bridges, junctions, ramps, urban traffic control.

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Authors: Yuan-Hong Ho, Chiung-Ju Huang

Abstract:

This article presents a monitoring indicators system that predicts whether a local government in Taiwan is heading for fiscal distress and identifies a suitable fiscal policy that would allow the local government to achieve fiscal balance in the long run. This system is relevant to stockholders’ interest, simple for national audit bodies to use, and provides an early warning of fiscal distress that allows preventative action to be taken.

Keywords: Fiscal distress, fiscal health, monitoring signals, 10-point scale.

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Authors: Li Zong-Cheng

Abstract:

The deviation between the target state variable and the practical state variable should be used to form the state tending factor of complex systems, which can reflect the process for the complex system to tend rationalization. Relating to the system of basic equations of complete factor synergetics consisting of twenty nonlinear stochastic differential equations, the two new models are considered to set, which should be called respectively the rationalizing tendency model and the non- rationalizing tendency model. Therefore we can extend the theory of programming with the objective function & constraint condition suitable only for the realm of man-s activities into the new analysis with the tendency function & constraint condition suitable for all the field of complex system.

Keywords: complex system, complete factor synergetics, basicequation, rationalizing tendency model, non-rationalizing tendencymodel.

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Authors: Mahmud Hesain ALdwaik, Omar Hsiain Eldwaik

Abstract:

This paper deals with tracking and estimating time delay between two signals. The simulation of this algorithm accomplished by using Mathcad package is carried out. The algorithm we will present adaptively controls and tracking the delay, so as to minimize the mean square of this error. Thus the algorithm in this case has task not only of seeking the minimum point of error but also of tracking the change of position, leading to a significant improving of performance. The flowchart of the algorithm is presented as well as several tests of different cases are carried out.

Keywords: Tracking time delay, Algorithm simulation, Mathcad, MSE

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Authors: Mostafa A. Elshahed, Magdy M. Elmarsfawy, Hussain M. Zain Eldain

Abstract:

In this paper, a Dynamic Economic Dispatch (DED) model is developed for the system consisting of both thermal generators and wind turbines. The inclusion of a significant amount of wind energy into power systems has resulted in additional constraints on DED to accommodate the intermittent nature of the output. The probability of stochastic wind power based on the Weibull probability density function is included in the model as a constraint; A Here-and-Now Approach. The Environmental Protection Agency-s hourly emission target, which gives the maximum emission during the day, is used as a constraint to reduce the atmospheric pollution. A 69-bus test system with non-smooth cost function is used to illustrate the effectiveness of the proposed model compared with static economic dispatch model with including the wind power.

Keywords: Dynamic Economic Dispatch, StochasticOptimization, Weibull Distribution, Wind Power

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Authors: Asif Mansoor, Nasiruddin Khan, Noreen Jamil

Abstract:

In this communication a quantitative modeling approach is applied to construct model for the exchange of gases from open sewer channel to the atmosphere. The data for the exchange of gases of the open sewer channel for the year January 1979 to December 2006 is utilized for the construction of the model. The study reveals that stream flow of the open sewer channel exchanges the toxic gases continuously with time varying scale. We find that the quantitative modeling approach is more parsimonious model for these exchanges. The usual diagnostic tests are applied for the model adequacy. This model is beneficial for planner and managerial bodies for the improvement of implemented policies to overcome future environmental problems.

Keywords: Open sewer channel, Industrial waste, Municipalwaste, Gases exchange, Atmosphere, Stochastic models, Diagnosticschecks.

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Authors: Jalal Karam

Abstract:

In real-field applications, the correct determination of voice segments highly improves the overall system accuracy and minimises the total computation time. This paper presents reliable measures of speech compression by detcting the end points of the speech signals prior to compressing them. The two different compession schemes used are the Global threshold and the Level- Dependent threshold techniques. The performance of the proposed method is tested wirh the Signal to Noise Ratios, Peak Signal to Noise Ratios and Normalized Root Mean Square Error parameter measures.

Keywords: Wavelets, End-points Detection, Compression.

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Authors: Dalila Hamami, Baghdad Atmani

Abstract:

Modelling is a widely used tool to facilitate the evaluation of disease management. The interest of epidemiological models lies in their ability to explore hypothetical scenarios and provide decision makers with evidence to anticipate the consequences of disease incursion and impact of intervention strategies.

All models are, by nature, simplification of more complex systems. Models that involve diseases can be classified into different categories depending on how they treat the variability, time, space, and structure of the population. Approaches may be different from simple deterministic mathematical models, to complex stochastic simulations spatially explicit.

Thus, epidemiological modelling is now a necessity for epidemiological investigations, surveillance, testing hypotheses and generating follow-up activities necessary to perform complete and appropriate analysis.

The state of the art presented in the following, allows us to position itself to the most appropriate approaches in the epidemiological study.

Keywords: Bio-PEPA, Cellular automata, Epidemiological modelling, multi agent system, ordinary differential equations, PEPA, Process Algebra, Tuberculosis.

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Authors: Muhammad Marsudi, Dzuraidah Abdul Wahab, Che Hassan Che Haron

Abstract:

Modeling of a manufacturing system enables one to identify the effects of key design parameters on the system performance and as a result to make correct decision. This paper proposes a manufacturing system modeling approach using a spreadsheet model based on queuing network theory, in which a static capacity planning model and stochastic queuing model are integrated. The model was used to improve the existing system utilization in relation to product design. The model incorporates few parameters such as utilization, cycle time, throughput, and batch size. The study also showed that the validity of developed model is good enough to apply and the maximum value of relative error is 10%, far below the limit value 32%. Therefore, the model developed in this study is a valuable alternative model in evaluating a manufacturing system

Keywords: Manufacturing system, product design, spreadsheet model, utilization.

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Authors: J. Hassan

Abstract:

Water 2H NMR signal on the surface of nano-silica material, MCM-41, consists of two overlapping resonances. The 2H water spectrum shows a superposition of a Lorentzian line shape and the familiar NMR powder pattern line shape, indicating the existence of two spin components. Chemical exchange occurs between these two groups. Decomposition of the two signals is a crucial starting point for study the exchange process. In this article we have determined these spin component populations along with other important parameters for the 2H water NMR signal over a temperature range between 223 K and 343 K.

Keywords: Nano-Silica, surface water, NMR

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Authors: Iman Badr

Abstract:

The concept of flexible manufacturing is highly appealing in gaining a competitive edge in the market by quickly adapting to the changing customer needs. Scheduling jobs on flexible manufacturing systems (FMSs) is a challenging task of managing the available flexibility on the shop floor to react to the dynamics of the environment in real-time. In this paper, an agent-oriented scheduling framework that can be integrated with a real or a simulated FMS is proposed. This framework works in stochastic environments with a dynamic model of job arrival. It supports a hierarchical cooperative scheduling that builds on the available flexibility of the shop floor. Testing the framework on a model of a real FMS showed the capability of the proposed approach to overcome the drawbacks of the conventional approaches and maintain a near optimal solution despite the dynamics of the operational environment.

Keywords: Autonomous agents, Flexible manufacturing systems(FMS), Manufacturing scheduling, Real-time systems.

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Authors: Pham Van Nha, Le Cam Binh

Abstract:

Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: Analysis of optimization, artificial intelligence-based optimization, optimization for learning and data analysis, global optimization.

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Authors: Nayera E. El-Gharably, Khaled S. El-Kilany, Aziz E. El-Sayed

Abstract:

A key element of many distribution systems is the routing and scheduling of vehicles servicing a set of customers. A wide variety of exact and approximate algorithms have been proposed for solving the vehicle routing problems (VRP). Exact algorithms can only solve relatively small problems of VRP, which is classified as NP-Hard. Several approximate algorithms have proven successful in finding a feasible solution not necessarily optimum. Although different parts of the problem are stochastic in nature; yet, limited work relevant to the application of discrete event system simulation has addressed the problem. Presented here is optimization using simulation of VRP; where, a simplified problem has been developed in the ExtendSimTM simulation environment; where, ExtendSimTM evolutionary optimizer is used to minimize the total transportation cost of the problem. Results obtained from the model are very satisfactory. Further complexities of the problem are proposed for consideration in the future.

Keywords: Discrete event system simulation, optimization using simulation, vehicle routing problem.

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Authors: Adnan Al-Smadi, Mahmoud Smadi

Abstract:

This paper presents an algorithm for reconstructing phase and magnitude responses of the impulse response when only the output data are available. The system is driven by a zero-mean independent identically distributed (i.i.d) non-Gaussian sequence that is not observed. The additive noise is assumed to be Gaussian. This is an important and essential problem in many practical applications of various science and engineering areas such as biomedical, seismic, and speech processing signals. The method is based on evaluating the bicepstrum of the third-order statistics of the observed output data. Simulations results are presented that demonstrate the performance of this method.

Keywords: Cepstrum, bicepstrum, third order statistics

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