Search results for: Intrinsic mode function.
2561 Bilinear and Bilateral Generating Functions for the Gauss’ Hypergeometric Polynomials
Authors: Manoj Singh, Mumtaz Ahmad Khan, Abdul Hakim Khan
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The object of the present paper is to investigate several general families of bilinear and bilateral generating functions with different argument for the Gauss’ hypergeometric polynomials.
Keywords: Appell’s functions, Gauss hypergeometric functions, Heat polynomials, Kampe’ de Fe’riet function, Laguerre polynomials, Lauricella’s function, Saran’s functions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16442560 Preliminary Study on Fixture Layout Optimization Using Element Strain Energy
Authors: Zeshan Ahmad, Matteo Zoppi, Rezia Molfino
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The objective of positioning the fixture elements in the fixture is to make the workpiece stiff, so that geometric errors in the manufacturing process can be reduced. Most of the work for optimal fixture layout used the minimization of the sum of the nodal deflection normal to the surface as objective function. All deflections in other direction have been neglected. We propose a new method for fixture layout optimization in this paper, which uses the element strain energy. The deformations in all the directions have been considered in this way. The objective function in this method is to minimize the sum of square of element strain energy. Strain energy and stiffness are inversely proportional to each other. The optimization problem is solved by the sequential quadratic programming method. Three different kinds of case studies are presented, and results are compared with the method using nodal deflections as objective function to verify the propose method.Keywords: Fixture layout, optimization, strain energy, quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15522559 Evidence of the Long-run Equilibrium between Money Demand Determinants in Croatia
Authors: B. Skrabic, N. Tomic-Plazibat
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In this paper real money demand function is analyzed within multivariate time-series framework. Cointegration approach is used (Johansen procedure) assuming interdependence between money demand determinants, which are nonstationary variables. This will help us to understand the behavior of money demand in Croatia, revealing the significant influence between endogenous variables in vector autoregrression system (VAR), i.e. vector error correction model (VECM). Exogeneity of the explanatory variables is tested. Long-run money demand function is estimated indicating slow speed of adjustment of removing the disequilibrium. Empirical results provide the evidence that real industrial production and exchange rate explains the most variations of money demand in the long-run, while interest rate is significant only in short-run.Keywords: Cointegration, Long-run equilibrium, Money demand function, Vector error correction model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21552558 A Descent-projection Method for Solving Monotone Structured Variational Inequalities
Authors: Min Sun, Zhenyu Liu
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In this paper, a new descent-projection method with a new search direction for monotone structured variational inequalities is proposed. The method is simple, which needs only projections and some function evaluations, so its computational load is very tiny. Under mild conditions on the problem-s data, the method is proved to converges globally. Some preliminary computational results are also reported to illustrate the efficiency of the method.Keywords: variational inequalities, monotone function, global convergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12922557 On Discretization of Second-order Derivatives in Smoothed Particle Hydrodynamics
Authors: R. Fatehi, M.A. Fayazbakhsh, M.T. Manzari
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Discretization of spatial derivatives is an important issue in meshfree methods especially when the derivative terms contain non-linear coefficients. In this paper, various methods used for discretization of second-order spatial derivatives are investigated in the context of Smoothed Particle Hydrodynamics. Three popular forms (i.e. "double summation", "second-order kernel derivation", and "difference scheme") are studied using one-dimensional unsteady heat conduction equation. To assess these schemes, transient response to a step function initial condition is considered. Due to parabolic nature of the heat equation, one can expect smooth and monotone solutions. It is shown, however in this paper, that regardless of the type of kernel function used and the size of smoothing radius, the double summation discretization form leads to non-physical oscillations which persist in the solution. Also, results show that when a second-order kernel derivative is used, a high-order kernel function shall be employed in such a way that the distance of inflection point from origin in the kernel function be less than the nearest particle distance. Otherwise, solutions may exhibit oscillations near discontinuities unlike the "difference scheme" which unconditionally produces monotone results.Keywords: Heat conduction, Meshfree methods, Smoothed ParticleHydrodynamics (SPH), Second-order derivatives.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30882556 Blind Image Deconvolution by Neural Recursive Function Approximation
Authors: Jiann-Ming Wu, Hsiao-Chang Chen, Chun-Chang Wu, Pei-Hsun Hsu
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This work explores blind image deconvolution by recursive function approximation based on supervised learning of neural networks, under the assumption that a degraded image is linear convolution of an original source image through a linear shift-invariant (LSI) blurring matrix. Supervised learning of neural networks of radial basis functions (RBF) is employed to construct an embedded recursive function within a blurring image, try to extract non-deterministic component of an original source image, and use them to estimate hyper parameters of a linear image degradation model. Based on the estimated blurring matrix, reconstruction of an original source image from a blurred image is further resolved by an annealed Hopfield neural network. By numerical simulations, the proposed novel method is shown effective for faithful estimation of an unknown blurring matrix and restoration of an original source image.
Keywords: Blind image deconvolution, linear shift-invariant(LSI), linear image degradation model, radial basis functions (rbf), recursive function, annealed Hopfield neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20612555 Modelling for Temperature Non-Isothermal Continuous Stirred Tank Reactor Using Fuzzy Logic
Authors: Nasser Mohamed Ramli, Mohamad Syafiq Mohamad
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Many types of controllers were applied on the continuous stirred tank reactor (CSTR) unit to control the temperature. In this research paper, Proportional-Integral-Derivative (PID) controller are compared with Fuzzy Logic controller for temperature control of CSTR. The control system for temperature non-isothermal of a CSTR will produce a stable response curve to its set point temperature. A mathematical model of a CSTR using the most general operating condition was developed through a set of differential equations into S-function using MATLAB. The reactor model and S-function are developed using m.file. After developing the S-function of CSTR model, User-Defined functions are used to link to SIMULINK file. Results that are obtained from simulation and temperature control were better when using Fuzzy logic control compared to PID control.
Keywords: CSTR, temperature, PID, fuzzy logic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24842554 Some Rotational Flows of an Incompressible Fluid of Variable Viscosity
Authors: Rana Khalid Naeem, Waseem Ahmed Khan, Muhammad Akhtar, Asif Mansoor
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The Navier Stokes Equations (NSE) for an incompressible fluid of variable viscosity in the presence of an unknown external force in Von-Mises system x,\ are transformed, and some new exact solutions for a class of flows characterized by equation y f x a\b for an arbitrary state equation are determined, where f x is a function, \ the stream function, a z 0 and b are the arbitrary constants. In three, out of four cases, the function f x is arbitrary, and the solutions are the solutions of the flow equations for all the flows characterized by the equationy f x a\b. Streamline patterns for some forms of f x in unbounded and bounded regions are given.
Keywords: Bounded and unbounded region, Exact solution, Navier Stokes equations, Streamline pattern, Variable viscosity, Von- Mises system
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14202553 Measurement of CES Production Functions Considering Energy as an Input
Authors: Donglan Zha, Jiansong Si
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Because of its flexibility, CES attracts much interest in economic growth and programming models, and the macroeconomics or micro-macro models. This paper focuses on the development, estimating methods of CES production function considering energy as an input. We leave for future research work of relaxing the assumption of constant returns to scale, the introduction of potential input factors, and the generalization method of the optimal nested form of multi-factor production functions.
Keywords: Bias of technical change, CES production function, elasticity of substitution, energy input.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9602552 Experimental Testing of Composite Tubes with Different Corrugation Profile Subjected to Lateral Compression Load
Authors: Elfetori F. Abdewi
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This paper presents the effect of corrugation profile geometry on the crushing behavior, energy absorption, failure mechanism, and failure mode of woven roving glass fibre/epoxy laminated composite tube. Experimental investigations were carried out on composite tubes with three different profile shapes: sinusoidal, triangular and trapezoidal. The tubes were subjected to lateral compressive loading. On the addition to a radial corrugated composite tube, cylindrical composite tube, were fabricated and tested under the same condition in order to know the effect of corrugation geometry. Typical histories of their deformation are presented. Behavior of tubes as regards the peak crushing load, energy absorbed and mode of crushing has been discussed. The results show that the behavior of the tube under lateral compression load is influenced by the geometry of the tube itself.Keywords: Corrugated composite specimens, Energy absorption, Lateral crushing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23392551 Zigbee Based Wireless Energy Surveillance System for Energy Savings
Authors: Won-Ho Kim, Chang-Ho Hyun, Moon-Jung Kim
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In this paper, zigbee communication based wireless energy surveillance system is presented. The proposed system consists of multiple energy surveillance devices and an energy surveillance monitor. Each different standby power-off value of electric device is set automatically by using learning function of energy surveillance device. Thus adaptive standby power-off function provides user convenience and it maximizes the energy savings. Also, power consumption monitoring function is helpful to reduce inefficient energy consumption in home. The zigbee throughput simulator is designed to evaluate minimum transmission power and maximum allowable information quantity in the proposed system. The test result of prototype has been satisfied all the requirements. The proposed system has confirmed that can be used as an intelligent energy surveillance system for energy savings in home or office.
Keywords: Energy monitoring system, Energy surveillance system, Energy sensor network, Energy savings.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16702550 Optimal Aggregate Production Planning with Fuzzy Data
Authors: Wen-Lung Huang, Shih-Pin Chen
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This paper investigates the optimization problem of multi-product aggregate production planning (APP) with fuzzy data. From a comprehensive viewpoint of conserving the fuzziness of input information, this paper proposes a method that can completely describe the membership function of the performance measure. The idea is based on the well-known Zadeh-s extension principle which plays an important role in fuzzy theory. In the proposed solution procedure, a pair of mathematical programs parameterized by possibility level a is formulated to calculate the bounds of the optimal performance measure at a . Then the membership function of the optimal performance measure is constructed by enumerating different values of a . Solutions obtained from the proposed method contain more information, and can offer more chance to achieve the feasible disaggregate plan. This is helpful to the decision-maker in practical applications.Keywords: fuzzy data, aggregate production planning, membership function, parametric programming
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17432549 Study of Shaft Voltage on Short Circuit Alternator with Static Frequency Converter
Authors: Arun Kumar Datta, Manisha Dubey, Shailendra Jain
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Electric machines are driven nowadays by static system popularly known as soft starter. This paper describes a thyristor based static frequency converter (SFC) to run a large synchronous machine installed at a short circuit test laboratory. Normally a synchronous machine requires prime mover or some other driving mechanism to run. This machine doesn’t need a prime mover as it operates in dual mode. In the beginning SFC starts this machine as a motor to achieve the full speed. Thereafter whenever required it can be converted to generator mode. This paper begins with the various starting methodology of synchronous machine. Detailed of SFC with different operational modes have been analyzed. Shaft voltage is a very common phenomenon for the machines with static drives. Various causes of shaft voltages in perspective with this machine are the main attraction of this paper.
Keywords: Capacitive coupling, electric discharge machining, inductive coupling, Shaft voltage, static frequency converter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32702548 Roles of Aquatic Plants on Erosion Relief of Stream Bed
Authors: Jin-Hong Kim
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Roles of the vegetation to mitigate the erosion of the stream bed or to facilitate the deposition of the fine sediments by the species of the aquatic plants were presented. Field investigation on the estimation of the change of the bed level and the estimation of the flow characteristics were performed. The results showed that Phragmites japonica has the mitigation function of 0.3m-0.4m of the erosion in the range of higher than 1.0m/s of flow velocity at the vegetated region. Phragmites communis has the mitigation function of 0.2m-0.3m of the erosion in the range of higher than 0.7m/s of flow velocity at the vegetated region. Salix gracilistyla has greater role than Phragmites japonica and Phragmites communis to sustain the stable channel. It has the mitigation function of 0.4m-0.5m of the erosion in the range of higher than 1.4m/s of flow velocity. Miscanthus sacchariflorus has a weak role compared with that of Phragmites japonica and Salix gracilistyla, but it has still function for sustaining the stable bed. From these results, the vegetation has effective roles to mitigate the erosion or to facilitate the deposition of the stream bed.Keywords: Aquatic plants, Phragmites japonica, Phragmites communis, Miscanthus sacchariflorus, Salix gracilistyla.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16212547 Experimental Modal Analysis and Model Validation of Antenna Structures
Authors: B.R. Potgieter, G. Venter
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Numerical design optimization is a powerful tool that can be used by engineers during any stage of the design process. There are many different applications for structural optimization. A specific application that will be discussed in the following paper is experimental data matching. Data obtained through tests on a physical structure will be matched with data from a numerical model of that same structure. The data of interest will be the dynamic characteristics of an antenna structure focusing on the mode shapes and modal frequencies. The structure used was a scaled and simplified model of the Karoo Array Telescope-7 (KAT-7) antenna structure. This kind of data matching is a complex and difficult task. This paper discusses how optimization can assist an engineer during the process of correlating a finite element model with vibration test data.Keywords: Finite Element Model (FEM), Karoo Array Telescope(KAT-7), modal frequencies, mode shapes, optimization, shape optimization, size optimization, vibration tests
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18522546 Hybrid Algorithm for Hammerstein System Identification Using Genetic Algorithm and Particle Swarm Optimization
Authors: Tomohiro Hachino, Kenji Shimoda, Hitoshi Takata
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This paper presents a method of model selection and identification of Hammerstein systems by hybridization of the genetic algorithm (GA) and particle swarm optimization (PSO). An unknown nonlinear static part to be estimated is approximately represented by an automatic choosing function (ACF) model. The weighting parameters of the ACF and the system parameters of the linear dynamic part are estimated by the linear least-squares method. On the other hand, the adjusting parameters of the ACF model structure are properly selected by the hybrid algorithm of the GA and PSO, where the Akaike information criterion is utilized as the evaluation value function. Simulation results are shown to demonstrate the effectiveness of the proposed hybrid algorithm.Keywords: Hammerstein system, identification, automatic choosing function model, genetic algorithm, particle swarm optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15012545 Cardiac Function and Morphological Adaptations in Endurance and Resistance Athletes: Evaluation using a new Method
Authors: K. Hosseini, MD., R. Mazaheri, MD., H.R. Khoddami Vishteh, MD., M.A. Mansournia, MD., H. Angoorani, MD
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Background: Tissue Doppler Echocardiography (TDE) assesses diastolic function more accurately than routine pulse Doppler echo. Assessment of the effects of dynamic and static exercises on the heart by using TDE can provides new information about the athlete-s heart syndrome. Methods: This study was conducted on 20 elite wrestlers, 14 endurance runners at national level and 21 non-athletes as the control group. Participants underwent two-dimensional echocardiography, standard Doppler and TDE. Results: Wrestlers had the highest left ventricular mass index, enddiastolic inter-ventricular septum thickness and left ventricular Posterior wall thickness. Runners had the highest Left ventricular end-diastolic volume, LV ejection fraction, stroke volume and cardiac output. In TDE, the early diastolic velocity of mitral annulus to the late diastolic velocity ratio in athletic groups was greater than the controls with no significant difference. Conclusion: In spite of cardiac morphological changes in athletes, TDE shows that cardiac diastolic function won-t be adversely affected.Keywords: Tissue Doppler Echocardiography, Diastolic function, Athlete's heart syndrome, Static exercise, Dynamic exercise
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16162544 The Whale Optimization Algorithm and Its Implementation in MATLAB
Authors: S. Adhirai, R. P. Mahapatra, Paramjit Singh
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Optimization is an important tool in making decisions and in analysing physical systems. In mathematical terms, an optimization problem is the problem of finding the best solution from among the set of all feasible solutions. The paper discusses the Whale Optimization Algorithm (WOA), and its applications in different fields. The algorithm is tested using MATLAB because of its unique and powerful features. The benchmark functions used in WOA algorithm are grouped as: unimodal (F1-F7), multimodal (F8-F13), and fixed-dimension multimodal (F14-F23). Out of these benchmark functions, we show the experimental results for F7, F11, and F19 for different number of iterations. The search space and objective space for the selected function are drawn, and finally, the best solution as well as the best optimal value of the objective function found by WOA is presented. The algorithmic results demonstrate that the WOA performs better than the state-of-the-art meta-heuristic and conventional algorithms.
Keywords: Optimization, optimal value, objective function, optimization problems, meta-heuristic optimization algorithms, Whale Optimization Algorithm, Implementation, MATLAB.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29022543 New Triangle-Ring UWB Bandpass Filter with Sharp Roll-Off and Dual Notched Bands
Authors: Hung-Wei Wu, Yung-Wei Chen, Yu-Fu Chen, Cheng-Yuan Hung
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This paper presents a new ultra-wideband (UWB) bandpass filter (BPF) with sharp roll-off and dual-notched bands. The filter consists of a triangle ring multi-mode resonator (MMR) with the stub-loaded resonator (SLR) for controlling the two transmission zeros at 2.8 / 11 GHz, the embedded open-circuited stub and the asymmetric tight coupled input/output (I/O) lines for introducing the dual notched bands at 5.2 / 6.8 GHz. The attenuation slope in the lower and higher passband edges of the proposed filter show 160- and 153-dB/GHz, respectively. This study mainly provides a simple method to design a UWB bandpass filter with high passband selectivity and dual-notched bands for satisfying the Federal Communications Commission (FCC-defined) indoor UWB specification
Keywords: steeply slopes transition band, bandpass filter, ultra-wideband (UWB), triangle-ring, multi-mode resonator, stub-loaded resonator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20402542 Use of Radial Basis Function Neural Network for Bearing Pressure Prediction of Strip Footing on Reinforced Granular Bed Overlying Weak Soil
Authors: Srinath Shetty K., Shivashankar R., Rashmi P. Shetty
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Earth reinforcing techniques have become useful and economical to solve problems related to difficult grounds and provide satisfactory foundation performance. In this context, this paper uses radial basis function neural network (RBFNN) for predicting the bearing pressure of strip footing on reinforced granular bed overlying weak soil. The inputs for the neural network models included plate width, thickness of granular bed and number of layers of reinforcements, settlement ratio, water content, dry density, cohesion and angle of friction. The results indicated that RBFNN model exhibited more than 84 % prediction accuracy, thereby demonstrating its application in a geotechnical problem.
Keywords: Bearing pressure, granular bed, radial basis function neural network, strip footing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19462541 DWT Based Robust Watermarking Embed Using CRC-32 Techniques
Authors: Sadi Vural, Hiromi Tomii, Hironori Yamauchi
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As far as the latest technological improvements are concerned, digital systems more become popular than the past. Despite this growing demand to the digital systems, content copy and attack against the digital cinema contents becomes a serious problem. To solve the above security problem, we propose “traceable watermarking using Hash functions for digital cinema system. Digital Cinema is a great application for traceable watermarking since it uses watermarking technology during content play as well as content transmission. The watermark is embedded into the randomly selected movie frames using CRC-32 techniques. CRC-32 is a Hash function. Using it, the embedding position is distributed by Hash Function so that any party cannot break off the watermarking or will not be able to change. Finally, our experimental results show that proposed DWT watermarking method using CRC-32 is much better than the convenient watermarking techniques in terms of robustness, image quality and its simple but unbreakable algorithm.
Keywords: Decoder, Digital content, JPEG2000 Frame, System-On-Chip, traceable watermark, Hash Function, CRC-32.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19652540 Distortion Estimation in Digital Image Watermarking using Genetic Programming
Authors: Labiba Gilani, Asifullah Khan, Anwar M. Mirza
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This paper introduces a technique of distortion estimation in image watermarking using Genetic Programming (GP). The distortion is estimated by considering the problem of obtaining a distorted watermarked signal from the original watermarked signal as a function regression problem. This function regression problem is solved using GP, where the original watermarked signal is considered as an independent variable. GP-based distortion estimation scheme is checked for Gaussian attack and Jpeg compression attack. We have used Gaussian attacks of different strengths by changing the standard deviation. JPEG compression attack is also varied by adding various distortions. Experimental results demonstrate that the proposed technique is able to detect the watermark even in the case of strong distortions and is more robust against attacks.Keywords: Blind Watermarking, Genetic Programming (GP), Fitness Function, Discrete Cosine Transform (DCT).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17102539 An Analysis of the Social Network Structure of Knowledge Management Students at NTU
Authors: Guo Yanru, Zhu Xiaobo, Lee Chu Keong
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This paper maps the structure of the social network of the 2011 class ofsixty graduate students of the Masters of Science (Knowledge Management) programme at the Nanyang Technological University, based on their friending relationships on Facebook. To ensure anonymity, actual names were not used. Instead, they were replaced with codes constructed from their gender, nationality, mode of study, year of enrollment and a unique number. The relationships between friends within the class, and among the seniors and alumni of the programme wereplotted. UCINet and Pajek were used to plot the sociogram, to compute the density, inclusivity, and degree, global, betweenness, and Bonacich centralities, to partition the students into two groups, namely, active and peripheral, and to identify the cut-points. Homophily was investigated, and it was observed for nationality and study mode. The groups students formed on Facebook were also studied, and of fifteen groups, eight were classified as dead, which we defined as those that have been inactive for over two months.Keywords: Facebook, friending relationships, Social network analysis, social network sites, structural position
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17452538 A Wavelet-Based Watermarking Method Exploiting the Contrast Sensitivity Function
Authors: John N. Ellinas, Panagiotis Kenterlis
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The efficiency of an image watermarking technique depends on the preservation of visually significant information. This is attained by embedding the watermark transparently with the maximum possible strength. The current paper presents an approach for still image digital watermarking in which the watermark embedding process employs the wavelet transform and incorporates Human Visual System (HVS) characteristics. The sensitivity of a human observer to contrast with respect to spatial frequency is described by the Contrast Sensitivity Function (CSF). The strength of the watermark within the decomposition subbands, which occupy an interval on the spatial frequencies, is adjusted according to this sensitivity. Moreover, the watermark embedding process is carried over the subband coefficients that lie on edges where distortions are less noticeable. The experimental evaluation of the proposed method shows very good results in terms of robustness and transparency.
Keywords: Image watermarking, wavelet transform, human visual system, contrast sensitivity function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20922537 Forecasting for Financial Stock Returns Using a Quantile Function Model
Authors: Yuzhi Cai
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In this talk, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.Keywords: DJIA, Financial returns, predictive distribution, quantile function model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16372536 The Design of Axisymmetric Ducts for Incompressible Flow with a Parabolic Axial Velocity Inlet Profile
Authors: V.Pavlika
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In this paper a numerical algorithm is described for solving the boundary value problem associated with axisymmetric, inviscid, incompressible, rotational (and irrotational) flow in order to obtain duct wall shapes from prescribed wall velocity distributions. The governing equations are formulated in terms of the stream function ψ (x,y)and the function φ (x,y)as independent variables where for irrotational flow φ (x,y)can be recognized as the velocity potential function, for rotational flow φ (x,y)ceases being the velocity potential function but does remain orthogonal to the stream lines. A numerical method based on the finite difference scheme on a uniform mesh is employed. The technique described is capable of tackling the so-called inverse problem where the velocity wall distributions are prescribed from which the duct wall shape is calculated, as well as the direct problem where the velocity distribution on the duct walls are calculated from prescribed duct geometries. The two different cases as outlined in this paper are in fact boundary value problems with Neumann and Dirichlet boundary conditions respectively. Even though both approaches are discussed, only numerical results for the case of the Dirichlet boundary conditions are given. A downstream condition is prescribed such that cylindrical flow, that is flow which is independent of the axial coordinate, exists.
Keywords: Inverse problem, irrotational incompressible flow, Boundary value problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16432535 Meta Model Based EA for Complex Optimization
Authors: Maumita Bhattacharya
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Evolutionary Algorithms are population-based, stochastic search techniques, widely used as efficient global optimizers. However, many real life optimization problems often require finding optimal solution to complex high dimensional, multimodal problems involving computationally very expensive fitness function evaluations. Use of evolutionary algorithms in such problem domains is thus practically prohibitive. An attractive alternative is to build meta models or use an approximation of the actual fitness functions to be evaluated. These meta models are order of magnitude cheaper to evaluate compared to the actual function evaluation. Many regression and interpolation tools are available to build such meta models. This paper briefly discusses the architectures and use of such meta-modeling tools in an evolutionary optimization context. We further present two evolutionary algorithm frameworks which involve use of meta models for fitness function evaluation. The first framework, namely the Dynamic Approximate Fitness based Hybrid EA (DAFHEA) model [14] reduces computation time by controlled use of meta-models (in this case approximate model generated by Support Vector Machine regression) to partially replace the actual function evaluation by approximate function evaluation. However, the underlying assumption in DAFHEA is that the training samples for the metamodel are generated from a single uniform model. This does not take into account uncertain scenarios involving noisy fitness functions. The second model, DAFHEA-II, an enhanced version of the original DAFHEA framework, incorporates a multiple-model based learning approach for the support vector machine approximator to handle noisy functions [15]. Empirical results obtained by evaluating the frameworks using several benchmark functions demonstrate their efficiencyKeywords: Meta model, Evolutionary algorithm, Stochastictechnique, Fitness function, Optimization, Support vector machine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20672534 Lateral-Torsional Buckling of Steel Girder Systems Braced by Solid Web Crossbeams
Authors: Ruoyang Tang, Jianguo Nie
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Lateral-torsional bracing members are critical to the stability of girder systems during the construction phase of steel-concrete composite bridges, and the interaction effect of multiple girders plays an essential role in the determination of buckling load. In this paper, an investigation is conducted on the lateral-torsional buckling behavior of the steel girder system which is composed of three or four I-shaped girders and braced by solid web crossbeams. The buckling load for such girder system is comprehensively analyzed and an analytical solution is developed for uniform pressure loading conditions. Furthermore, post-buckling analysis including initial geometric imperfections is performed and parametric studies in terms of bracing density, stiffness ratio as well as the number and spacing of girders are presented in order to find the optimal bracing plans for an arbitrary girder layout. The theoretical solution of critical load on account of local buckling mode shows good agreement with the numerical results in eigenvalue analysis. In addition, parametric analysis results show that both bracing density and stiffness ratio have a significant impact on the initial stiffness, global stability and failure mode of such girder system. Taking into consideration the effect of initial geometric imperfections, an increase in bracing density between adjacent girders can effectively improve the bearing capacity of the structure, and higher beam-girder stiffness ratio can result in a more ductile failure mode.
Keywords: Bracing member, construction stage, lateral-torsional buckling, steel girder system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5502533 Selection of Designs in Ordinal Regression Models under Linear Predictor Misspecification
Authors: Ishapathik Das
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The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.Keywords: Model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10022532 Unified, Low-Cost Analysis Framework for the Cycling Situation in Cities
Authors: Joerg Schweizer, Jason N. Meggs, Nazanin R. Dehkordi, Frederico Rupi, Anton Pashkevich
Abstract:
We propose a low-cost uniform analysis framework allowing comparison of the strengths and weaknesses of the bicycling experience within and between cities. A primary component is an expedient, one-page mobility survey from which mode share is calculated. The bicycle mode share of many cities remains unknown, creating a serious barrier for both scientists and policy makers aiming to understand and increase rates of bicycling. Because of its low cost and expedience, this framework could be replicated widely, uniformly filling the data gap. The framework has been applied to 13 Central European cities with success. Data is collected on multiple modes with specific questions regarding both behavior and quality of travel experience. Individual preferences are also collected, examining the conditions under which respondents would change behavior to adopt more sustainable modes (bicycling or public transportation). A broad analysis opportunity results, intended to inform policy choices.Keywords: bicycling, modal splits, transport policy, surveys.
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