Search results for: nonlinear statistical methods
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5859

Search results for: nonlinear statistical methods

5379 Nonlinear Adaptive PID Control for a Semi-Batch Reactor Based On an RBF Network

Authors: Magdi M. Nabi, Ding-Li Yu

Abstract:

Control of a semi-batch polymerization reactor using an adaptive radial basis function (RBF) neural network method is investigated in this paper. A neural network inverse model is used to estimate the valve position of the reactor; this method can identify the controlled system with the RBF neural network identifier. The weights of the adaptive PID controller are timely adjusted based on the identification of the plant and self-learning capability of RBFNN. A PID controller is used in the feedback control to regulate the actual temperature by compensating the neural network inverse model output. Simulation results show that the proposed control has strong adaptability, robustness and satisfactory control performance and the nonlinear system is achieved.

Keywords: Chylla-Haase polymerization reactor, RBF neural networks, feed-forward and feedback control.

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5378 A New Approach to Polynomial Neural Networks based on Genetic Algorithm

Authors: S. Farzi

Abstract:

Recently, a lot of attention has been devoted to advanced techniques of system modeling. PNN(polynomial neural network) is a GMDH-type algorithm (Group Method of Data Handling) which is one of the useful method for modeling nonlinear systems but PNN performance depends strongly on the number of input variables and the order of polynomial which are determined by trial and error. In this paper, we introduce GPNN (genetic polynomial neural network) to improve the performance of PNN. GPNN determines the number of input variables and the order of all neurons with GA (genetic algorithm). We use GA to search between all possible values for the number of input variables and the order of polynomial. GPNN performance is obtained by two nonlinear systems. the quadratic equation and the time series Dow Jones stock index are two case studies for obtaining the GPNN performance.

Keywords: GMDH, GPNN, GA, PNN.

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5377 Stochastic Optimization of a Vendor-Managed Inventory Problem in a Two-Echelon Supply Chain

Authors: Bita Payami-Shabestari, Dariush Eslami

Abstract:

The purpose of this paper is to develop a multi-product economic production quantity model under vendor management inventory policy and restrictions including limited warehouse space, budget, and number of orders, average shortage time and maximum permissible shortage. Since the “costs” cannot be predicted with certainty, it is assumed that data behave under uncertain environment. The problem is first formulated into the framework of a bi-objective of multi-product economic production quantity model. Then, the problem is solved with three multi-objective decision-making (MODM) methods. Then following this, three methods had been compared on information on the optimal value of the two objective functions and the central processing unit (CPU) time with the statistical analysis method and the multi-attribute decision-making (MADM). The results are compared with statistical analysis method and the MADM. The results of the study demonstrate that augmented-constraint in terms of optimal value of the two objective functions and the CPU time perform better than global criteria, and goal programming. Sensitivity analysis is done to illustrate the effect of parameter variations on the optimal solution. The contribution of this research is the use of random costs data in developing a multi-product economic production quantity model under vendor management inventory policy with several constraints.

Keywords: Economic production quantity, random cost, supply chain management, vendor-managed inventory.

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5376 Comparison of Power Generation Status of Photovoltaic Systems under Different Weather Conditions

Authors: Zhaojun Wang, Zongdi Sun, Qinqin Cui, Xingwan Ren

Abstract:

Based on multivariate statistical analysis theory, this paper uses the principal component analysis method, Mahalanobis distance analysis method and fitting method to establish the photovoltaic health model to evaluate the health of photovoltaic panels. First of all, according to weather conditions, the photovoltaic panel variable data are classified into five categories: sunny, cloudy, rainy, foggy, overcast. The health of photovoltaic panels in these five types of weather is studied. Secondly, a scatterplot of the relationship between the amount of electricity produced by each kind of weather and other variables was plotted. It was found that the amount of electricity generated by photovoltaic panels has a significant nonlinear relationship with time. The fitting method was used to fit the relationship between the amount of weather generated and the time, and the nonlinear equation was obtained. Then, using the principal component analysis method to analyze the independent variables under five kinds of weather conditions, according to the Kaiser-Meyer-Olkin test, it was found that three types of weather such as overcast, foggy, and sunny meet the conditions for factor analysis, while cloudy and rainy weather do not satisfy the conditions for factor analysis. Therefore, through the principal component analysis method, the main components of overcast weather are temperature, AQI, and pm2.5. The main component of foggy weather is temperature, and the main components of sunny weather are temperature, AQI, and pm2.5. Cloudy and rainy weather require analysis of all of their variables, namely temperature, AQI, pm2.5, solar radiation intensity and time. Finally, taking the variable values in sunny weather as observed values, taking the main components of cloudy, foggy, overcast and rainy weather as sample data, the Mahalanobis distances between observed value and these sample values are obtained. A comparative analysis was carried out to compare the degree of deviation of the Mahalanobis distance to determine the health of the photovoltaic panels under different weather conditions. It was found that the weather conditions in which the Mahalanobis distance fluctuations ranged from small to large were: foggy, cloudy, overcast and rainy.

Keywords: Fitting, principal component analysis, Mahalanobis distance, SPSS, MATLAB.

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5375 Energy Loss at Drops using Neuro Solutions

Authors: Farzin Salmasi

Abstract:

Energy dissipation in drops has been investigated by physical models. After determination of effective parameters on the phenomenon, three drops with different heights have been constructed from Plexiglas. They have been installed in two existing flumes in the hydraulic laboratory. Several runs of physical models have been undertaken to measured required parameters for determination of the energy dissipation. Results showed that the energy dissipation in drops depend on the drop height and discharge. Predicted relative energy dissipations varied from 10.0% to 94.3%. This work has also indicated that the energy loss at drop is mainly due to the mixing of the jet with the pool behind the jet that causes air bubble entrainment in the flow. Statistical model has been developed to predict the energy dissipation in vertical drops denotes nonlinear correlation between effective parameters. Further an artificial neural networks (ANNs) approach was used in this paper to develop an explicit procedure for calculating energy loss at drops using NeuroSolutions. Trained network was able to predict the response with R2 and RMSE 0.977 and 0.0085 respectively. The performance of ANN was found effective when compared to regression equations in predicting the energy loss.

Keywords: Air bubble, drop, energy loss, hydraulic jump, NeuroSolutions

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5374 Performance Analysis of Self Excited Induction Generator Using Artificial Bee Colony Algorithm

Authors: A. K. Sharma, N. P. Patidar, G. Agnihotri, D. K. Palwalia

Abstract:

This paper presents the performance state analysis of Self-Excited Induction Generator (SEIG) using Artificial Bee Colony (ABC) optimization technique. The total admittance of the induction machine is minimized to calculate the frequency and magnetizing reactance corresponding to any rotor speed, load impedance and excitation capacitance. The performance of SEIG is calculated using the optimized parameter found. The results obtained by ABC algorithm are compared with results from numerical method. The results obtained coincide with the numerical method results. This technique proves to be efficient in solving nonlinear constrained optimization problems and analyzing the performance of SEIG.

Keywords: Artificial bee colony, Steady state analysis, Selfexcited induction generator, Nonlinear constrained optimization.

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5373 Review of Downscaling Methods in Climate Change and Their Role in Hydrological Studies

Authors: Nishi Bhuvandas, P. V. Timbadiya, P. L. Patel, P. D. Porey

Abstract:

Recent perceived climate variability raises concerns with unprecedented hydrological phenomena and extremes. Distribution and circulation of the waters of the Earth become increasingly difficult to determine because of additional uncertainty related to anthropogenic emissions. The world wide observed changes in the large-scale hydrological cycle have been related to an increase in the observed temperature over several decades. Although the effect of change in climate on hydrology provides a general picture of possible hydrological global change, new tools and frameworks for modelling hydrological series with nonstationary characteristics at finer scales, are required for assessing climate change impacts. Of the downscaling techniques, dynamic downscaling is usually based on the use of Regional Climate Models (RCMs), which generate finer resolution output based on atmospheric physics over a region using General Circulation Model (GCM) fields as boundary conditions. However, RCMs are not expected to capture the observed spatial precipitation extremes at a fine cell scale or at a basin scale. Statistical downscaling derives a statistical or empirical relationship between the variables simulated by the GCMs, called predictors, and station-scale hydrologic variables, called predictands. The main focus of the paper is on the need for using statistical downscaling techniques for projection of local hydrometeorological variables under climate change scenarios. The projections can be then served as a means of input source to various hydrologic models to obtain streamflow, evapotranspiration, soil moisture and other hydrological variables of interest.

Keywords: Climate Change, Downscaling, GCM, RCM.

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5372 A Neurofuzzy Learning and its Application to Control System

Authors: Seema Chopra, R. Mitra, Vijay Kumar

Abstract:

A neurofuzzy approach for a given set of input-output training data is proposed in two phases. Firstly, the data set is partitioned automatically into a set of clusters. Then a fuzzy if-then rule is extracted from each cluster to form a fuzzy rule base. Secondly, a fuzzy neural network is constructed accordingly and parameters are tuned to increase the precision of the fuzzy rule base. This network is able to learn and optimize the rule base of a Sugeno like Fuzzy inference system using Hybrid learning algorithm, which combines gradient descent, and least mean square algorithm. This proposed neurofuzzy system has the advantage of determining the number of rules automatically and also reduce the number of rules, decrease computational time, learns faster and consumes less memory. The authors also investigate that how neurofuzzy techniques can be applied in the area of control theory to design a fuzzy controller for linear and nonlinear dynamic systems modelling from a set of input/output data. The simulation analysis on a wide range of processes, to identify nonlinear components on-linely in a control system and a benchmark problem involving the prediction of a chaotic time series is carried out. Furthermore, the well-known examples of linear and nonlinear systems are also simulated under the Matlab/Simulink environment. The above combination is also illustrated in modeling the relationship between automobile trips and demographic factors.

Keywords: Fuzzy control, neuro-fuzzy techniques, fuzzy subtractive clustering, extraction of rules, and optimization of membership functions.

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5371 Pakistan Sign Language Recognition Using Statistical Template Matching

Authors: Aleem Khalid Alvi, M. Yousuf Bin Azhar, Mehmood Usman, Suleman Mumtaz, Sameer Rafiq, RaziUr Rehman, Israr Ahmed

Abstract:

Sign language recognition has been a topic of research since the first data glove was developed. Many researchers have attempted to recognize sign language through various techniques. However none of them have ventured into the area of Pakistan Sign Language (PSL). The Boltay Haath project aims at recognizing PSL gestures using Statistical Template Matching. The primary input device is the DataGlove5 developed by 5DT. Alternative approaches use camera-based recognition which, being sensitive to environmental changes are not always a good choice.This paper explains the use of Statistical Template Matching for gesture recognition in Boltay Haath. The system recognizes one handed alphabet signs from PSL.

Keywords: Gesture Recognition, Pakistan Sign Language, DataGlove, Human Computer Interaction, Template Matching, BoltayHaath

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5370 Maximizer of the Posterior Marginal Estimate of Phase Unwrapping Based On Statistical Mechanics of the Q-Ising Model

Authors: Yohei Saika, Tatsuya Uezu

Abstract:

We constructed a method of phase unwrapping for a typical wave-front by utilizing the maximizer of the posterior marginal (MPM) estimate corresponding to equilibrium statistical mechanics of the three-state Ising model on a square lattice on the basis of an analogy between statistical mechanics and Bayesian inference. We investigated the static properties of an MPM estimate from a phase diagram using Monte Carlo simulation for a typical wave-front with synthetic aperture radar (SAR) interferometry. The simulations clarified that the surface-consistency conditions were useful for extending the phase where the MPM estimate was successful in phase unwrapping with a high degree of accuracy and that introducing prior information into the MPM estimate also made it possible to extend the phase under the constraint of the surface-consistency conditions with a high degree of accuracy. We also found that the MPM estimate could be used to reconstruct the original wave-fronts more smoothly, if we appropriately tuned hyper-parameters corresponding to temperature to utilize fluctuations around the MAP solution. Also, from the viewpoint of statistical mechanics of the Q-Ising model, we found that the MPM estimate was regarded as a method for searching the ground state by utilizing thermal fluctuations under the constraint of the surface-consistency condition.

Keywords: Bayesian inference, maximizer of the posterior marginal estimate, phase unwrapping, Monte Carlo simulation, statistical mechanics

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5369 Using Hermite Function for Solving Thomas-Fermi Equation

Authors: F. Bayatbabolghani, K. Parand

Abstract:

In this paper, we propose Hermite collocation method for solving Thomas-Fermi equation that is nonlinear ordinary differential equation on semi-infinite interval. This method reduces the solution of this problem to the solution of a system of algebraic equations. We also present the comparison of this work with solution of other methods that shows the present solution is more accurate and faster convergence in this problem.

Keywords: Collocation method, Hermite function, Semi-infinite, Thomas-Fermi equation.

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5368 Improvement of the Q-System Using the Rock Engineering System: A Case Study of Water Conveyor Tunnel of Azad Dam

Authors: S. Golmohammadi, M. Noorian Bidgoli

Abstract:

Because the status and mechanical parameters of discontinuities in the rock mass are included in the calculations, various methods of rock engineering classification are often used as a starting point for the design of different types of structures. The Q-system is one of the most frequently used methods for stability analysis and determination of support systems of underground structures in rock, including tunnel. In this method, six main parameters of the rock mass, namely, the Rock Quality Designation (RQD), joint set number (Jn), joint roughness number (Jr), joint alteration number (Ja), joint water parameter (Jw) and Stress Reduction Factor (SRF) are required. In this regard, in order to achieve a reasonable and optimal design, identifying the effective parameters for the stability of the mentioned structures is one of the most important goals and the most necessary actions in rock engineering. Therefore, it is necessary to study the relationships between the parameters of a system and how they interact with each other and, ultimately, the whole system. In this research, it has been attempted to determine the most effective parameters (key parameters) from the six parameters of rock mass in the Q-system using the Rock Engineering System (RES) method to improve the relationships between the parameters in the calculation of the Q value. The RES system is, in fact, a method by which one can determine the degree of cause and effect of a system's parameters by making an interaction matrix. In this research, the geomechanical data collected from the water conveyor tunnel of Azad Dam were used to make the interaction matrix of the Q-system. For this purpose, instead of using the conventional methods that are always accompanied by defects such as uncertainty, the Q-system interaction matrix is coded using a technique that is actually a statistical analysis of the data and determining the correlation coefficient between them. So, the effect of each parameter on the system is evaluated with greater certainty. The results of this study show that the formed interaction matrix provides a reasonable estimate of the effective parameters in the Q-system. Among the six parameters of the Q-system, the SRF and Jr parameters have the maximum and minimum impact on the system, respectively, and also the RQD and Jw parameters have the maximum and minimum impact on the system, respectively. Therefore, by developing this method, we can obtain a more accurate relation to the rock mass classification by weighting the required parameters in the Q-system.

Keywords: Q-system, Rock Engineering System, statistical analysis, rock mass, tunnel.

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5367 Micromechanical Modeling of Fiber-Matrix Debonding in Unidirectional Composites

Authors: M. Palizvan, M. T. Abadi, M. H. Sadr

Abstract:

Due to variations in damage mechanisms in the microscale, the behavior of fiber-reinforced composites is nonlinear and difficult to model. To make use of computational advantages, homogenization method is applied to the micro-scale model in order to minimize the cost at the expense of detail of local microscale phenomena. In this paper, the effective stiffness is calculated using the homogenization of nonlinear behavior of a composite representative volume element (RVE) containing fiber-matrix debonding. The damage modes for the RVE are considered by using cohesive elements and contacts for the cohesive behavior of the interface between fiber and matrix. To predict more realistic responses of composite materials, different random distributions of fibers are proposed besides square and hexagonal arrays. It was shown that in some cases, there is quite different damage behavior in different fiber distributions. A comprehensive comparison has been made between different graphs.

Keywords: Homogenization, cohesive zone model, fiber-matrix debonding, RVE.

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5366 Formulation, Analysis and Validation of Takagi-Sugeno Fuzzy Modeling For Robotic Monipulators

Authors: Rafael Jorge Menezes Santos, Ginalber Luiz de Oliveira Serra, Carlos César Teixeira Ferreira

Abstract:

This paper proposes a methodology for analysis of the dynamic behavior of a robotic manipulator in continuous time. Initially this system (nonlinear system) will be decomposed into linear submodels and analyzed in the context of the Linear and Parameter Varying (LPV) Systems. The obtained linear submodels, which represent the local dynamic behavior of the robotic manipulator in some operating points were grouped in a Takagi-Sugeno fuzzy structure. The obtained fuzzy model was analyzed and validated through analog simulation, as universal approximator of the robotic manipulator.

Keywords: modeling of nonlinear dynamic systems, Takagi- Sugeno fuzzy model, Linear and Parameter Varying (LPV) System.

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5365 Nonlinear Dynamics of Cracked RC Beams under Harmonic Excitation

Authors: Atul Krishna Banik

Abstract:

Nonlinear response behaviour of a cracked RC beam under harmonic excitation is analysed to investigate various instability phenomena like, bifurcation, jump phenomena etc. The nonlinearity of the system arises due to opening and closing of the cracks in the RC beam and is modelled as a cubic polynomial. In order to trace different branches at the bifurcation point on the response curve (amplitude versus frequency of excitation plot), an arc length continuation technique along with the incremental harmonic balance (IHBC) method is employed. The stability of the solution is investigated by the Floquet theory using Hsu-s scheme. The periodic solutions obtained by the IHBC method are compared with these obtained by the numerical integration of the equation of motion. Characteristics of solutions fold bifurcation, jump phenomena and from stable to unstable zones are identified.

Keywords: Incremental harmonic balance, arc-length continuation, bifurcation, jump phenomena.

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5364 Cryogenic Freezing Process Optimization Based On Desirability Function on the Path of Steepest Ascent

Authors: R. Uporn, P. Luangpaiboon

Abstract:

This paper presents a comparative study of statistical methods for the multi-response surface optimization of a cryogenic freezing process. Taguchi design and analysis and steepest ascent methods based on the desirability function were conducted to ascertain the influential factors of a cryogenic freezing process and their optimal levels. The more preferable levels of the set point, exhaust fan speed, retention time and flow direction are set at -90oC, 20 Hz, 18 minutes and Counter Current, respectively. The overall desirability level is 0.7044.

Keywords: Cryogenic Freezing Process, Taguchi Design and Analysis, Response Surface Method, Steepest Ascent Method and Desirability Function Approach.

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5363 Nonlinear Modelling of Sloshing Waves and Solitary Waves in Shallow Basins

Authors: Mohammad R. Jalali, Mohammad M. Jalali

Abstract:

The earliest theories of sloshing waves and solitary waves based on potential theory idealisations and irrotational flow have been extended to be applicable to more realistic domains. To this end, the computational fluid dynamics (CFD) methods are widely used. Three-dimensional CFD methods such as Navier-Stokes solvers with volume of fluid treatment of the free surface and Navier-Stokes solvers with mappings of the free surface inherently impose high computational expense; therefore, considerable effort has gone into developing depth-averaged approaches. Examples of such approaches include Green–Naghdi (GN) equations. In Cartesian system, GN velocity profile depends on horizontal directions, x-direction and y-direction. The effect of vertical direction (z-direction) is also taken into consideration by applying weighting function in approximation. GN theory considers the effect of vertical acceleration and the consequent non-hydrostatic pressure. Moreover, in GN theory, the flow is rotational. The present study illustrates the application of GN equations to propagation of sloshing waves and solitary waves. For this purpose, GN equations solver is verified for the benchmark tests of Gaussian hump sloshing and solitary wave propagation in shallow basins. Analysis of the free surface sloshing of even harmonic components of an initial Gaussian hump demonstrates that the GN model gives predictions in satisfactory agreement with the linear analytical solutions. Discrepancies between the GN predictions and the linear analytical solutions arise from the effect of wave nonlinearities arising from the wave amplitude itself and wave-wave interactions. Numerically predicted solitary wave propagation indicates that the GN model produces simulations in good agreement with the analytical solution of the linearised wave theory. Comparison between the GN model numerical prediction and the result from perturbation analysis confirms that nonlinear interaction between solitary wave and a solid wall is satisfactorilly modelled. Moreover, solitary wave propagation at an angle to the x-axis and the interaction of solitary waves with each other are conducted to validate the developed model.

Keywords: Even harmonic components of sloshing waves, Green–Naghdi equations, nonlinearity, solitary waves.

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5362 Design of a Non-linear Observer for VSI Fed Synchronous Motor

Authors: P. Ramana , K. Alice Mary, M. Surya Kalavathi, M. Phani Kumar

Abstract:

This paper discusses two observers, which are used for the estimation of parameters of PMSM. Former one, reduced order observer, which is used to estimate the inaccessible parameters of PMSM. Later one, full order observer, which is used to estimate all the parameters of PMSM even though some of the parameters are directly available for measurement, so as to meet with the insensitivity to the parameter variation. However, the state space model contains some nonlinear terms i.e. the product of different state variables. The asymptotic state observer, which approximately reconstructs the state vector for linear systems without uncertainties, was presented by Luenberger. In this work, a modified form of such an observer is used by including a non-linear term involving the speed. So, both the observers are designed in the framework of nonlinear control; their stability and rate of convergence is discussed.

Keywords: Permanent magnet synchronous motor, Mathematicalmodelling, Rotor reference frame, parameter estimation, Luenbergerobserver, reduced order observer, full order observer

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5361 Probabilistic Characteristics of older PR Frames in the Mid-America Earthquake Region

Authors: Do-Hwan Kim, Roberto Leon

Abstract:

Probabilistic characteristics of seismic responses of the Partially Restrained connection rotation (PRCR) and panel zone deformation (PZD) installed in older steel moment frames were investigated in accordance with statistical inference in decision-making process. The 4, 6 and 8 story older steel moment frames with clip angle and T-stub connections were designed and analyzed using 2%/50yrs ground motions in four cities of the Mid-America earthquake region. The probability density function and cumulative distribution function of PRCR and PZD were determined by the goodness-of-fit tests based on probabilistic parameters measured from the results of the nonlinear time-history analyses. The obtained probabilistic parameters and distributions can be used to find out what performance level mainly PR connections and panel zones satisfy and how many PR connections and panel zones experience a serious damage under the Mid-America ground motions.

Keywords: Mid-America earthquake, Panel zone, PR connection, Probabilistic characteristics, seismic performance

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5360 Monitoring Patents Using the Statistical Process Control

Authors: Stephanie Russo Fabris, Edmara Thays Neres Menezes, Ruirogeres dos Santos Cruz, Lucio Leonardo Siqueira Santos, Suzana Leitao Russo

Abstract:

The statistical process control (SPC) is one of the most powerful tools developed to assist ineffective control of quality, involves collecting, organizing and interpreting data during production. This article aims to show how the use of CEP industries can control and continuously improve product quality through monitoring of production that can detect deviations of parameters representing the process by reducing the amount of off-specification products and thus the costs of production. This study aimed to conduct a technological forecasting in order to characterize the research being done related to the CEP. The survey was conducted in the databases Spacenet, WIPO and the National Institute of Industrial Property (INPI). Among the largest are the United States depositors and deposits via PCT, the classification section that was presented in greater abundance to F.

Keywords: Statistical Process Control, Industries

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5359 Strengthening of RC Beams with Large Openings in Shear by CFRP Laminates: 2D Nonlinear FE Analysis

Authors: S.C. Chin, N. Shafiq, M.F. Nuruddin

Abstract:

To date, theoretical studies concerning the Carbon Fiber Reinforced Polymer (CFRP) strengthening of RC beams with openings have been rather limited. In addition, various numerical analyses presented so far have effectively simulated the behaviour of solid beam strengthened by FRP material. In this paper, a two dimensional nonlinear finite element analysis is presented to validate against the laboratory test results of six RC beams. All beams had the same rectangular cross-section geometry and were loaded under four point bending. The crack pattern results of the finite element model show good agreement with the crack pattern of the experimental beams. The load midspan deflection curves of the finite element models exhibited a stiffer result compared to the experimental beams. The possible reason may be due to the perfect bond assumption used between the concrete and steel reinforcement.

Keywords: CFRP, large opening, RC beam, strengthening

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5358 Chaos Theory and Application in Foreign Exchange Rates vs. IRR (Iranian Rial)

Authors: M. A. Torkamani, S. Mahmoodzadeh, S. Pourroostaei, C. Lucas

Abstract:

Daily production of information and importance of the sequence of produced data in forecasting future performance of market causes analysis of data behavior to become a problem of analyzing time series. But time series that are very complicated, usually are random and as a result their changes considered being unpredictable. While these series might be products of a deterministic dynamical and nonlinear process (chaotic) and as a result be predictable. Point of Chaotic theory view, complicated systems have only chaotically face and as a result they seem to be unregulated and random, but it is possible that they abide by a specified math formula. In this article, with regard to test of strange attractor and biggest Lyapunov exponent probability of chaos on several foreign exchange rates vs. IRR (Iranian Rial) has been investigated. Results show that data in this market have complex chaotic behavior with big degree of freedom.

Keywords: Chaos, Exchange Rate, Nonlinear Models.

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5357 On a Way for Constructing Numerical Methods on the Joint of Multistep and Hybrid Methods

Authors: G.Mehdiyeva, M.Imanova, V.Ibrahimov

Abstract:

Taking into account that many problems of natural sciences and engineering are reduced to solving initial-value problem for ordinary differential equations, beginning from Newton, the scientists investigate approximate solution of ordinary differential equations. There are papers of different authors devoted to the solution of initial value problem for ODE. The Euler-s known method that was developed under the guidance of the famous scientists Adams, Runge and Kutta is the most popular one among these methods. Recently the scientists began to construct the methods preserving some properties of Adams and Runge-Kutta methods and called them hybrid methods. The constructions of such methods are investigated from the middle of the XX century. Here we investigate one generalization of multistep and hybrid methods and on their base we construct specific methods of accuracy order p = 5 and p = 6 for k = 1 ( k is the order of the difference method).

Keywords: Multistep and hybrid methods, initial value problem, degree and stability of hybrid methods

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5356 Simultaneous Term Structure Estimation of Hazard and Loss Given Default with a Statistical Model using Credit Rating and Financial Information

Authors: Tomohiro Ando, Satoshi Yamashita

Abstract:

The objective of this study is to propose a statistical modeling method which enables simultaneous term structure estimation of the risk-free interest rate, hazard and loss given default, incorporating the characteristics of the bond issuing company such as credit rating and financial information. A reduced form model is used for this purpose. Statistical techniques such as spline estimation and Bayesian information criterion are employed for parameter estimation and model selection. An empirical analysis is conducted using the information on the Japanese bond market data. Results of the empirical analysis confirm the usefulness of the proposed method.

Keywords: Empirical Bayes, Hazard term structure, Loss given default.

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5355 Nonlinear Response of Infinite Beams on a Multilayer Tensionless Extensible Geo-Synthetic: Reinforced Earth Beds under Moving Load

Authors: K. Karuppasamy

Abstract:

In this paper, analysis of an infinite beam resting on multilayer tensionless extensible geosynthetic reinforced granular fill-poor soil system overlying soft soil strata under moving load with constant velocity is presented. The beam is subjected to a concentrated load moving with constant velocity. The upper reinforced granular bed is modeled by a rough membrane embedded in Pasternak shear layer overlying a series of compressible nonlinear winkler springs representing the underlying the very poor soil. The multilayer tensionless extensible geosynthetic layer has been assumed to deform such that at interface the geosynthetic and the soil have some deformation. Nonlinear behaviour of granular fill and the very poor soil has been considered in the analysis by means of hyperbolic constitutive relationships. Governing differential equations of the soil foundation system have been obtained and solved with the help of appropriate boundary conditions. The solution has been obtained by employing finite difference method by means of Gauss-Siedal iterative scheme. Detailed parametric study has been conducted to study the influence of various parameters on the response of soil–foundation system under consideration by means of deflection and bending moment in the beam and tension mobilized in the geosynthetic layer. These parameters include magnitude of applied load, velocity of load, damping, ultimate resistance of poor soil and granular fill layer. Range of values of parameters has been considered as per Indian Railway conditions. This study clearly observed that the comparisons of multilayer tensionless extensible geosynthetic reinforcement with poor foundation soil and magnitude of applied load, relative compressibility of granular fill and ultimate resistance of poor soil has significant influence on the response of soil–foundation system.

Keywords: Infinite beams, multilayer tensionless extensible geosynthetic, granular layer, moving load, nonlinear behavior of poor soil.

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5354 Performance of Stiffened Slender Built up Steel I-Columns

Authors: M. E. Abou-Hashem El Dib, M. K. Swailem, M. M. Metwally, A. I. El Awady

Abstract:

The present work illustrates a parametric study for the effect of stiffeners on the performance of slender built up steel I-columns. To achieve the desired analysis, finite element technique is used to develop nonlinear three-dimensional models representing the investigated columns. The finite element program (ANSYS 13.0) is used as a calculation tool for the necessary nonlinear analysis. A validation of the obtained numerical results is achieved. The considered parameters in the study are the column slenderness ratio and the horizontal stiffener's dimensions as well as the number of stiffeners. The dimensions of the stiffeners considered in the analysis are the stiffener width and the stiffener thickness. Numerical results signify a considerable effect of stiffeners on the performance and failure load of slender built up steel I-columns.

Keywords: Steel I-columns, local buckling, slender, stiffener, thin walled section.

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5353 Performance Comparison between Sliding Mode Control (SMC) and PD-PID Controllers for a Nonlinear Inverted Pendulum System

Authors: A. N. K. Nasir, R. M. T. Raja Ismail, M. A. Ahmad

Abstract:

The objective of this paper is to compare the time specification performance between conventional controller PID and modern controller SMC for an inverted pendulum system. The goal is to determine which control strategy delivers better performance with respect to pendulum-s angle and cart-s position. The inverted pendulum represents a challenging control problem, which continually moves toward an uncontrolled state. Two controllers are presented such as Sliding Mode Control (SMC) and Proportional- Integral-Derivatives (PID) controllers for controlling the highly nonlinear system of inverted pendulum model. Simulation study has been done in Matlab Mfile and simulink environment shows that both controllers are capable to control multi output inverted pendulum system successfully. The result shows that Sliding Mode Control (SMC) produced better response compared to PID control strategies and the responses are presented in time domain with the details analysis.

Keywords: SMC, PID, Inverted Pendulum System.

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5352 Statistical Analysis of the Impact of Maritime Transport Gross Domestic Product on Nigeria’s Economy

Authors: K. P. Oyeduntan, K. Oshinubi

Abstract:

Nigeria is referred as the ‘Giant of Africa’ due to high population, land mass and large economy. However, it still trails far behind many smaller economies in the continent in terms of maritime operations. As we have seen that the maritime industry is the sparkplug for national growth, because it houses the most crucial infrastructure that generates wealth for a nation, it is worrisome that a nation with six seaports lag in maritime activities. In this research, we have studied how the Gross Domestic Product (GDP) of the maritime transport influences the Nigerian economy. To do this, we applied Simple Linear Regression (SLR), Support Vector Machine (SVM), Polynomial Regression Model (PRM), Generalized Additive Model (GAM) and Generalized Linear Mixed Model (GLMM) to model the relationship between the nation’s Total GDP (TGDP) and the Maritime Transport GDP (MGDP) using a time series data of 20 years. The result showed that the MGDP is statistically significant to the Nigerian economy. Amongst the statistical tool applied, the PRM of order 4 describes the relationship better when compared to other methods. The recommendations presented in this study will guide policy makers and help improve the economy of Nigeria.

Keywords: Economy, GDP, maritime transport, port, regression.

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5351 Numerical Approach to a Mathematical Modeling of Bioconvection Due to Gyrotactic Micro-Organisms over a Nonlinear Inclined Stretching Sheet

Authors: Madhu Aneja, Sapna Sharma

Abstract:

The water-based bioconvection of a nanofluid containing motile gyrotactic micro-organisms over nonlinear inclined stretching sheet has been investigated. The governing nonlinear boundary layer equations of the model are reduced to a system of ordinary differential equations via Oberbeck-Boussinesq approximation and similarity transformations. Further, the modified set of equations with associated boundary conditions are solved using Finite Element Method. The impact of various pertinent parameters on the velocity, temperature, nanoparticles concentration, density of motile micro-organisms profiles are obtained and analyzed in details. The results show that with the increase in angle of inclination δ, velocity decreases while temperature, nanoparticles concentration, a density of motile micro-organisms increases. Additionally, the skin friction coefficient, Nusselt number, Sherwood number, density number are computed for various thermophysical parameters. It is noticed that increasing Brownian motion and thermophoresis parameter leads to an increase in temperature of fluid which results in a reduction in Nusselt number. On the contrary, Sherwood number rises with an increase in Brownian motion and thermophoresis parameter. The findings have been validated by comparing the results of special cases with existing studies.

Keywords: Bioconvection, inclined stretching sheet, Gyrotactic micro-organisms, Brownian motion, thermophoresis, finite element method.

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5350 Personalizing Human Physical Life Routines Recognition over Cloud-Based Sensor Data Via Machine Learning

Authors: Kaushik Sathupadi, Sandesh Achar

Abstract:

Pervasive computing is a growing research field that aims to acknowledge human physical life routines (HPLR) based on body-worn sensors such as MEMS (Micro-Electro-Mechanical Systems) sensors-based technologies. The use of these technologies for human activity recognition is progressively increasing. On the other hand, personalizing human life routines using numerous machine-learning techniques has always been an intriguing topic. In contrast, various methods have demonstrated the ability to recognize basic movement patterns. However, it still needs to be improved to anticipate the dynamics of human living patterns. This study presents state-of-the-art techniques for recognizing static and dynamic patterns and forecasting those challenging activities from multi-fused sensors. Furthermore, numerous MEMS signals are extracted from one self-annotated IM-WSHA dataset and two benchmarked datasets. First, raw data were processed with z-normalization and denoiser methods. Then, we adopted statistical, local binary pattern, auto-regressive model, and intrinsic time scale decomposition major features for feature extraction from different domains. Next, the acquired features are optimized using maximum relevance and minimum redundancy (mRMR). Finally, the artificial neural network is applied to analyze the whole system's performance. As a result, we attained a 90.27% recognition rate for the self-annotated dataset, while the HARTH and KU-HAR achieved 83% on nine living activities and 90.94% on 18 static and dynamic routines. Thus, the proposed HPLR system outperformed other state-of-the-art systems when evaluated with other methods in the literature.

Keywords: Artificial intelligence, machine learning, gait analysis, local binary pattern, statistical features, micro-electro-mechanical systems, maximum relevance and minimum redundancy.

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