Search results for: Nonlinear time series analysis

Authors: Johan Fredin, Anders Jönsson

Abstract:

Abrasive waterjet cutting (AWJ) is a highly efficient method for cutting almost any type of material. When holes shall be cut the waterjet first needs to pierce the material.This paper presents a vast experimental analysis of piercing parameters effect on piercing time. Results from experimentation on feed rates, work piece thicknesses, abrasive flow rates, standoff distances and water pressure are also presented as well as studies on three methods for dynamic piercing. It is shown that a large amount of time and resources can be saved by choosing the piercing parameters in a correct way. The large number of experiments puts demands on the experimental setup. An automated experimental setup including piercing detection is presented to enable large series of experiments to be carried out efficiently.

Keywords: Waterjet cutting, Piercing, Experimentation

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Authors: Pavlo Selyshchev

Abstract:

Irradiated material is a typical example of a complex system with nonlinear coupling between its elements. During irradiation the radiation damage is developed and this development has bifurcations and qualitatively different kinds of behavior. The accumulation of primary defects in irradiated crystals is considered in frame work of nonlinear evolution of complex system. The thermo-concentration nonlinear feedback is carried out as a mechanism of self-oscillation development. It is shown that there are two ways of the defect density evolution under stationary irradiation. The first is the accumulation of defects; defect density monotonically grows and tends to its stationary state for some system parameters. Another way that takes place for opportune parameters is the development of self-oscillations of the defect density. The stationary state, its stability and type are found. The bifurcation values of parameters (environment temperature, defect generation rate, etc.) are obtained. The frequency of the selfoscillation and the conditions of their development is found and rated. It is shown that defect density, heat fluxes and temperature during self-oscillations can reach much higher values than the expected steady-state values. It can lead to a change of typical operation and an accident, e.g. for nuclear equipment.

Keywords: Irradiation, Primary Defects, Solids, Self-oscillation.

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Authors: Yong-Gyu Lee, Gilwon Yoon

Abstract:

Image processing for capsule endoscopy requires large memory and it takes hours for diagnosis since operation time is normally more than 8 hours. A real-time analysis algorithm of capsule images can be clinically very useful. It can differentiate abnormal tissue from health structure and provide with correlation information among the images. Bleeding is our interest in this regard and we propose a method of detecting frames with potential bleeding in real-time. Our detection algorithm is based on statistical analysis and the shapes of bleeding spots. We tested our algorithm with 30 cases of capsule endoscopy in the digestive track. Results were excellent where a sensitivity of 99% and a specificity of 97% were achieved in detecting the image frames with bleeding spots.

Keywords: bleeding, capsule endoscopy, image processing, real time analysis

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Authors: Dong Wook Lee, Adrian Mistreanu

Abstract:

The authors have studied a method for analyzing containment and penetration using an explicit nonlinear Finite Element Analysis. This method may be used in the stage of concept design for the protection of external configurations or components of aircraft engines and nuclear power plant structures. This paper consists of the modeling method, the results obtained from the method and the comparison of the results with those calculated from simple analytical method. It shows that the containment capability obtained by proposed method matches well with analytically calculated containment capability.

Keywords: Computer Aided Engineering, CAE, containment analysis, Finite Element Analysis, FEA, impact analysis, penetration analysis.

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Authors: Ehsan Mahdavi

Abstract:

In this paper, we apply the Exp-function method to Rosenau-Kawahara and Rosenau-KdV equations. Rosenau-Kawahara equation is the combination of the Rosenau and standard Kawahara equations and Rosenau-KdV equation is the combination of the Rosenau and standard KdV equations. These equations are nonlinear partial differential equations (NPDE) which play an important role in mathematical physics. Exp-function method is easy, succinct and powerful to implement to nonlinear partial differential equations arising in mathematical physics. We mainly try to present an application of Exp-function method and offer solutions for common errors wich occur during some of the recent works.

Keywords: Exp-function method, Rosenau Kawahara equation, Rosenau Korteweg-de Vries equation, nonlinear partial differential equation.

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Authors: Ahmed Abdolkhalig

Abstract:

This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.

Keywords: Forward curve, furrier series, regression, radial basic function neural networks.

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Authors: Adil AL-Rammahi

Abstract:

In this paper, a new method for solution of second order linear Fredholm integral equation in power series form was studied. The result is obtained by using Banach fixed point theorem.

Keywords: Fredholm integral equation, power series, Banach fixed point theorem, Linear Systems.

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Authors: Vilma Deltuvaitė

Abstract:

Comparisons of financial development across countries are central to answering many of the questions on factors leading to economic development. For this reason this study analyzes the implications of financial system’s development on country’s economic development. The aim of the article: to analyze the impact of financial system’s development on economic development. The following research methods were used: systemic, logical and comparative analysis of scientific literature, analysis of statistical data, time series model (Autoregressive Distributed Lag (ARDL) Model). The empirical results suggest about positive short and long term effect of stock market development on GDP per capita.

Keywords: Banking sector, economic development, financial system’s development, stock market, private bond market.

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Authors: F. Sangiorgio, J. Silfwerbrand, G. Mancini

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Geometric and mechanical properties all influence the resistance of RC structures and may, in certain combination of property values, increase the risk of a brittle failure of the whole system. This paper presents a statistical and probabilistic investigation on the resistance of RC beams designed according to Eurocodes 2 and 8, and subjected to multiple failure modes, under both the natural variation of material properties and the uncertainty associated with cross-section and transverse reinforcement geometry. A full probabilistic model based on JCSS Probabilistic Model Code is derived. Different beams are studied through material nonlinear analysis via Monte Carlo simulations. The resistance model is consistent with Eurocode 2. Both a multivariate statistical evaluation and the data clustering analysis of outcomes are then performed. Results show that the ultimate load behaviour of RC beams subjected to flexural and shear failure modes seems to be mainly influenced by the combination of the mechanical properties of both longitudinal reinforcement and stirrups, and the tensile strength of concrete, of which the latter appears to affect the overall response of the system in a nonlinear way. The model uncertainty of the resistance model used in the analysis plays undoubtedly an important role in interpreting results.

Keywords: Modelling, Monte Carlo Simulations, Probabilistic Models, Data Clustering, Reinforced Concrete Members, Structural Design.

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Authors: Mohammad Javad Mollakazemi, Farhad Asadi

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In this paper a real-time obstacle avoidance approach for both autonomous and non-autonomous dynamical systems (DS) is presented. In this approach the original dynamics of the controller which allow us to determine safety margin can be modulated. Different common types of DS increase the robot’s reactiveness in the face of uncertainty in the localization of the obstacle especially when robot moves very fast in changeable complex environments. The method is validated by simulation and influence of different autonomous and non-autonomous DS such as important characteristics of limit cycles and unstable DS. Furthermore, the position of different obstacles in complex environment is explained. Finally, the verification of avoidance trajectories is described through different parameters such as safety factor.

Keywords: Limit cycles, Nonlinear dynamical system, Real time obstacle avoidance.

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Authors: David A. Roke, M. R. Hasan

Abstract:

Conventional concentrically-braced frame (CBF) systems have limited drift capacity before brace buckling and related damage leads to deterioration in strength and stiffness. Self-centering concentrically-braced frame (SC-CBF) systems have been developed to increase drift capacity prior to initiation of damage and minimize residual drift. SC-CBFs differ from conventional CBFs in that the SC-CBF columns are designed to uplift from the foundation at a specified level of lateral loading, initiating a rigid-body rotation (rocking) of the frame. Vertically-aligned post-tensioning bars resist uplift and provide a restoring force to return the SC-CBF columns to the foundation (self-centering the system). This paper presents a parametric study of different prototype buildings using SC-CBFs. The bay widths of the SC-CBFs have been varied in these buildings to study different geometries. Nonlinear numerical analyses of the different SC-CBFs are presented to illustrate the effect of frame geometry on the behavior and dynamic response of the SC-CBF system.

Keywords: Earthquake resistant structures, nonlinear analysis, seismic analysis, self-centering structural systems.

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Authors: M. Byzedi, B. Saghafian

Abstract:

Droughts are complex, natural hazards that, to a varying degree, affect some parts of the world every year. The range of drought impacts is related to drought occurring in different stages of the hydrological cycle and usually different types of droughts, such as meteorological, agricultural, hydrological, and socioeconomical are distinguished. Streamflow drought was analyzed by the method of truncation level (at 70% level) on daily discharges measured in 54 hydrometric stations in southwestern Iran. Frequency analysis was carried out for annual maximum series (AMS) of drought deficit volume and duration series. Some factors including physiographic, climatic, geologic, and vegetation cover were studied as influential factors in the regional analysis. According to the results of factor analysis, six most effective factors were identified as area, rainfall from December to February, the percent of area with Normalized Difference Vegetation Index (NDVI) <0.1, the percent of convex area, drainage density and the minimum of watershed elevation that explained 90.9% of variance. The homogenous regions were determined by cluster analysis and discriminate function analysis. Suitable multivariate regression models were evaluated for streamflow drought deficit volume with 2 years return period. The significance level of regression models was 0.01. The results showed that the watershed area is the most effective factor with high correlation with deficit volume. Also, drought duration was not a suitable drought index for regional analysis.

Keywords: Iran, Streamflow drought, truncation level method, regional analysis.

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Authors: Ryad Zemouri, Paul Ciprian Patic

Abstract:

An adaptive software reliability prediction model using evolutionary connectionist approach based on Recurrent Radial Basis Function architecture is proposed. Based on the currently available software failure time data, Fuzzy Min-Max algorithm is used to globally optimize the number of the k Gaussian nodes. The corresponding optimized neural network architecture is iteratively and dynamically reconfigured in real-time as new actual failure time data arrives. The performance of our proposed approach has been tested using sixteen real-time software failure data. Numerical results show that our proposed approach is robust across different software projects, and has a better performance with respect to next-steppredictability compared to existing neural network model for failure time prediction.

Keywords: Neural network, Prediction error, Recurrent RadialBasis Function Network, Reliability prediction.

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Authors: M. Kidouche, H. Habbi, M. Zelmat, S. Grouni

Abstract:

In analyzing large scale nonlinear dynamical systems, it is often desirable to treat the overall system as a collection of interconnected subsystems. Solutions properties of the large scale system are then deduced from the solution properties of the individual subsystems and the nature of the interconnections. In this paper a new approach is proposed for the stability analysis of large scale systems, which is based upon the concept of vector Lyapunov functions and the decomposition methods. The present results make use of graph theoretic decomposition techniques in which the overall system is partitioned into a hierarchy of strongly connected components. We show then, that under very reasonable assumptions, the overall system is stable once the strongly connected subsystems are stables. Finally an example is given to illustrate the constructive methodology proposed.

Keywords: Comparison principle, First integral, Large scale system, Lyapunov stability.

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Authors: Mingyu Xie, Mietek Brdys

Abstract:

The paper develops a Non-Linear Model Predictive Control (NMPC) of water quality in Drinking Water Distribution Systems (DWDS) based on the advanced non-linear quality dynamics model including disinfections by-products (DBPs). A special attention is paid to the analysis of an impact of the flow trajectories prescribed by an upper control level of the recently developed two-time scale architecture of an integrated quality and quantity control in DWDS. The new quality controller is to operate within this architecture in the fast time scale as the lower level quality controller. The controller performance is validated by a comprehensive simulation study based on an example case study DWDS.

Keywords: Model predictive control, hierarchical control structure, genetic algorithm, water quality with DBPs objectives.

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Authors: Gorazd Karer, Igor Skrjanc, Borut Zupancic

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The complex hybrid and nonlinear nature of many processes that are met in practice causes problems with both structure modelling and parameter identification; therefore, obtaining a model that is suitable for MPC is often a difficult task. The basic idea of this paper is to present an identification method for a piecewise affine (PWA) model based on a fuzzy clustering algorithm. First we introduce the PWA model. Next, we tackle the identification method. We treat the fuzzy clustering algorithm, deal with the projections of the fuzzy clusters into the input space of the PWA model and explain the estimation of the parameters of the PWA model by means of a modified least-squares method. Furthermore, we verify the usability of the proposed identification approach on a hybrid nonlinear batch reactor example. The result suggest that the batch reactor can be efficiently identified and thus formulated as a PWA model, which can eventually be used for model predictive control purposes.

Keywords: Batch reactor, fuzzy clustering, hybrid systems, identification, nonlinear systems, PWA systems.

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Authors: Toi Limazie, Xun'an Zhang, Xianjie Wang

Abstract:

This paper focuses on the Mega-Sub Controlled Structure Systems (MSCSS) performances and characteristics regarding the new control principle contained in MSCSS subjected to strong earthquake excitations. The adopted control scheme consists of modulated sub-structures where the control action is achieved by viscous dampers and sub-structure own configuration. The elastic-plastic time history analysis under severe earthquake excitation is analyzed base on the Finite Element Analysis Method (FEAM), and some comparison results are also given in this paper. The result shows that the MSCSS systems can remarkably reduce vibrations effects more than the mega-sub structure (MSS). The study illustrates that the improved MSCSS presents good seismic resistance ability even at 1.2g and can absorb seismic energy in the structure, thus imply that structural members cross section can be reduce and achieve to good economic characteristics. Furthermore, the elasto-plastic analysis demonstrates that the MSCSS is accurate enough regarding international building evaluation and design codes. This paper also shows that the elasto-plastic dynamic analysis method is a reasonable and reliable analysis method for structures subjected to strong earthquake excitations and that the computed results are more precise.

Keywords: controlling effectiveness, Elasto-plastic dynamic analysis, Mega-Sub Controlled Structure, Plastic hinge pattern.

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Authors: YongXian, JIN

Abstract:

Introducing survivability into embedded real-time system (ERTS) can improve the survivability power of the system. This paper mainly discusses about the survivability of ERTS. The first is the survivability origin of ERTS. The second is survivability analysis. According to the definition of survivability based on survivability specification and division of the entire survivability analysis process for ERTS, a survivability analysis profile is presented. The quantitative analysis model of this profile is emphasized and illuminated in detail, the quantifying analysis of system was showed helpful to evaluate system survivability more accurate. The third is platform design of survivability analysis. In terms of the profile, the analysis process is encapsulated and assembled into one platform, on which quantification, standardization and simplification of survivability analysis are all achieved. The fourth is survivability design. According to character of ERTS, strengthened design method is selected to realize system survivability design. Through the analysis of embedded mobile video-on-demand system, intrusion tolerant technology is introduced in whole survivability design.

Keywords: ERTS (embedded real-time system), survivability, quantitative analysis, survivability specification, intrusion tolerant

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Authors: Rusudan Kinkladze, Guguli Kurashvili, Ketevan Chitaladze

Abstract:

Foreign direct investment is a driving force in the development of the interdependent national economies, and the study and analysis of investments is an urgent problem. It is particularly important for transitional economies, such as Georgia, and the study and analysis of investments is an urgent problem. Consequently, the goal of the research is the study and analysis of direct foreign investments in Georgia, and identification and forecasting of modern trends, and covers the period of 2006-2015. The study uses the methods of statistical observation, grouping and analysis, the methods of analytical indicators of time series, trend identification and the predicted values are calculated, as well as various literary and Internet sources relevant to the research. The findings showed that modern investment policy In Georgia is favorable for domestic as well as foreign investors. Georgia is still a net importer of investments. In 2015, the top 10 investing countries was led by Azerbaijan, United Kingdom and Netherlands, and the largest share of FDIs were allocated in the transport and communication sector; the financial sector was the second, followed by the health and social work sector, and the same trend will continue in the future. 

Keywords: Foreign Direct Investments, methods, statistics, analysis.

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Authors: T.R. Sahroni, S. Sulaiman, I. Romli, M.R. Salleh, H.A. Ariff

Abstract:

The thermal expansion behaviour of silicon carbide (SCS-2) fibre reinforced 6061 aluminium matrix composite subjected to the influenced thermal mechanical cycling (TMC) process were investigated. The thermal stress has important effect on the longitudinal thermal expansion coefficient of the composites. The present paper used experimental data of the thermal expansion behaviour of a SiC/Al composite for temperatures up to 370°C, in which their data was used for carrying out modelling of theoretical predictions.

Keywords: Nonlinear, thermal, fibre reinforced, metal matrixcomposites

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Authors: Azizan Bin Saaban, Adyda Binti Ibrahim, Mohammad Shehzad, Israr Ahmad

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In chaos synchronization, the main goal is to design such controller(s) that synchronizes the states of master and slave system asymptotically globally. This paper studied and investigated the synchronization problem of two identical Chen, and identical Tigan chaotic systems and two non-identical Chen and Tigan chaotic systems using Non-linear active control algorithm. In this study, based on Lyapunov stability theory and using non-linear active control algorithm, it has been shown that the proposed schemes have excellent transient performance using only two nonlinear controllers and have shown analytically as well as graphically that synchronization is asymptotically globally stable.

Keywords: Nonlinear Active Control, Chen and Tigan Chaotic systems, Lyapunov Stability theory, Synchronization.

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Authors: Kyogun Chang, Yoon Bok Lee

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Fault detection determines faultexistence and detecting time. This paper discusses two layered fault detection methods to enhance the reliability and safety. Two layered fault detection methods consist of fault detection methods of component level controllers and system level controllers. Component level controllers detect faults by using limit checking, model-based detection, and data-driven detection and system level controllers execute detection by stability analysis which can detect unknown changes. System level controllers compare detection results via stability with fault signals from lower level controllers. This paper addresses fault detection methods via stability and suggests fault detection criteria in nonlinear systems. The fault detection method applies tothe hybrid control unit of a military hybrid electric vehicleso that the hybrid control unit can detect faults of the traction motor.

Keywords: Two Layered Fault Detection, Stability Analysis, Fault-Tolerant Control

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Authors: Panikos Heracleous

Abstract:

In this study, the use of silicon NAM (Non-Audible Murmur) microphone in automatic speech recognition is presented. NAM microphones are special acoustic sensors, which are attached behind the talker-s ear and can capture not only normal (audible) speech, but also very quietly uttered speech (non-audible murmur). As a result, NAM microphones can be applied in automatic speech recognition systems when privacy is desired in human-machine communication. Moreover, NAM microphones show robustness against noise and they might be used in special systems (speech recognition, speech conversion etc.) for sound-impaired people. Using a small amount of training data and adaptation approaches, 93.9% word accuracy was achieved for a 20k Japanese vocabulary dictation task. Non-audible murmur recognition in noisy environments is also investigated. In this study, further analysis of the NAM speech has been made using distance measures between hidden Markov model (HMM) pairs. It has been shown the reduced spectral space of NAM speech using a metric distance, however the location of the different phonemes of NAM are similar to the location of the phonemes of normal speech, and the NAM sounds are well discriminated. Promising results in using nonlinear features are also introduced, especially under noisy conditions.

Keywords: Speech recognition, unvoiced speech, nonlinear features, HMM distance measures

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Authors: Amin Safari, Hossein Shayeghi

Abstract:

This paper presents a novel approach for tuning unified power flow controller (UPFC) based damping controller in order to enhance the damping of power system low frequency oscillations. The design problem of damping controller is formulated as an optimization problem according to the eigenvalue-based objective function which is solved using iteration particle swarm optimization (IPSO). The effectiveness of the proposed controller is demonstrated through eigenvalue analysis and nonlinear time-domain simulation studies under a wide range of loading conditions. The simulation study shows that the designed controller by IPSO performs better than CPSO in finding the solution. Moreover, the system performance analysis under different operating conditions show that the δE based controller is superior to the mB based controller.

Keywords: UPFC, Optimization Problem, Iteration ParticleSwarm Optimization, Damping Controller, Low FrequencyOscillations.

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Authors: Saeed Sarabadan, Mehran Nikarya, Kouroah Parand

Abstract:

The magnetohydrodynamic (MHD) Falkner-Skan equations appear in study of laminar boundary layers flow over a wedge in presence of a transverse magnetic field. The partial differential equations of boundary layer problems in presence of a transverse magnetic field are reduced to MHD Falkner-Skan equation by similarity solution methods. This is a nonlinear ordinary differential equation. In this paper, we solve this equation via spectral collocation method based on Bessel functions of the first kind. In this approach, we reduce the solution of the nonlinear MHD Falkner-Skan equation to a solution of a nonlinear algebraic equations system. Then, the resulting system is solved by Newton method. We discuss obtained solution by studying the behavior of boundary layer flow in terms of skin friction, velocity, various amounts of magnetic field and angle of wedge. Finally, the results are compared with other methods mentioned in literature. We can conclude that the presented method has better accuracy than others.

Keywords: MHD Falkner-Skan, nonlinear ODE, spectral collocation method, Bessel functions, skin friction, velocity.

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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Authors: Ibrahim F. Jasim

Abstract:

This paper presents a new stable robust adaptive controller and observer design for a class of nonlinear systems that contain i. Coupling of unmeasured states and unknown parameters ii. Unknown dead zone at the system actuator. The system is firstly cast into a modified form in which the observer and parameter estimation become feasible. Then a stable robust adaptive controller, state observer, parameter update laws are derived that would provide global adaptive system stability and desirable performance. To validate the approach, simulation was performed to a single-link mechanical system with a dynamic friction model and unknown dead zone exists at the system actuation. Then a comparison is presented with the results when there is no dead zone at the system actuation.

Keywords: Dead Zone, Nonlinear Systems, Observer, Robust Adaptive Control.

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Authors: Ellysa Nursanti, Anas Ma'ruf, Tota Simatupang, Bermawi P. Iskandar

Abstract:

This study proposes a hybrid minimal repair policy which combines periodic maintenance policy with age-based maintenance policy for a serial production system. Parameters of such policy are defined as
and  which indicate as hybrid minimal repair time and planned preventive maintenance time respectively  . Under this hybrid policy, the system is repaired minimally if it fails during ,
. A perfect repair is conducted on the first failure after
at any machines. At the same time, we take opportunity to advance the preventive maintenance of other machines simultaneously. If the system is still operating properly up to , then the preventive maintenance is carried out as its predetermined schedule. For a given , we obtain the optimal value
which minimizes the expected cost per time unit. Numerical example is presented to illustrate the properties of the optimal solution.

Keywords: Hybrid minimal repair, opportunistic maintenance, preventive maintenance, series system

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

Abstract:

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: Yong Li

Abstract:

The paper is concerned with the existence of solution of nonlinear second order neutral stochastic differential inclusions with infinite delay in a Hilbert Space. Sufficient conditions for the existence are obtained by using a fixed point theorem for condensing maps.

Keywords: Mild solution, Convex multivalued map, Neutral stochastic differential inclusions.

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