Search results for: Nonlinear time series analysis

Authors: Amir Taghavi, kourosh Parand, Hosein Fani

Abstract:

In this paper we propose, a Lagrangian method to solve unsteady gas equation which is a nonlinear ordinary differential equation on semi-infnite interval. This approach is based on Modified generalized Laguerre functions. This method reduces the solution of this problem to the solution of a system of algebraic equations. We also compare this work with some other numerical results. The findings show that the present solution is highly accurate.

Keywords: Unsteady gas equation, Generalized Laguerre functions, Lagrangian method, Nonlinear ODE.

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

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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: Jing Zhu, Liancun Zheng, Xinxin Zhang

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This work is focused on the steady boundary layer flow near the forward stagnation point of plane and axisymmetric bodies towards a stretching sheet. The no slip condition on the solid boundary is replaced by the partial slip condition. The analytical solutions for the velocity distributions are obtained for the various values of the ratio of free stream velocity and stretching velocity, slip parameter, the suction and injection velocity parameter, magnetic parameter and dimensionality index parameter in the series forms with the help of homotopy analysis method (HAM). Convergence of the series is explicitly discussed. Results show that the flow and the skin friction coefficient depend heavily on the velocity slip factor. In addition, the effects of all the parameters mentioned above were more pronounced for plane flows than for axisymmetric flows.

Keywords: slip flow, axisymmetric flow, homotopy analysismethod, stagnation-point.

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

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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: Aras Adhami Mirhoseini, Mohammad J. Yazdanpanah

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In this paper, we consider nested sliding mode control of SISO nonlinear systems, perturbed by bounded matched and unmatched uncertainties. The systems are assumed to be in strict-feedback form. A step wise procedure is introduced to obtain the controller. In each step, a continuous sliding mode controller is designed as virtual control law. Then the next step sliding surface is defined by using this virtual controller. These sliding surfaces are selected as nonlinear static functions of the system states. Finally in the last step, smooth static state feedback control law is determined such that the output reaches the desired set-point while the system is forced arbitrary close to the intersection of sliding surfaces and the states remain bounded.

Keywords: Sliding mode control, Strict-feedback form, Unmatched uncertainty, output regulation.

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Authors: Rusudan Kinkladze, Guguli Kurashvili, Ketevan Chitaladze

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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: D. Mondal, A. Chakrabarti, A. Sengupta

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This paper aims to select the optimal location and setting parameters of TCSC (Thyristor Controlled Series Compensator) controller using Particle Swarm Optimization (PSO) and Genetic Algorithm (GA) to mitigate small signal oscillations in a multimachine power system. Though Power System Stabilizers (PSSs) are prime choice in this issue, installation of FACTS device has been suggested here in order to achieve appreciable damping of system oscillations. However, performance of any FACTS devices highly depends upon its parameters and suitable location in the power network. In this paper PSO as well as GA based techniques are used separately and compared their performances to investigate this problem. The results of small signal stability analysis have been represented employing eigenvalue as well as time domain response in face of two common power system disturbances e.g., varying load and transmission line outage. It has been revealed that the PSO based TCSC controller is more effective than GA based controller even during critical loading condition.

Keywords: Genetic Algorithm, Particle Swarm Optimization, Small Signal Stability, Thyristor Controlled Series Compensator.

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Authors: Hsuan-Ku Liu, Ming Long Liu

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In this paper, we investigate the solution of a two dimensional parabolic free boundary problem. The free boundary of this problem is modelled as a nonlinear integral equation (IE). For this integral equation, we propose an asymptotic solution as time is near to maturity and develop an integral iterative method. The computational results reveal that our asymptotic solution is very close to the numerical solution as time is near to maturity.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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Authors: Yong-Gyu Lee, Gilwon Yoon

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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: Hamidullah Binol, Abdullah Bal

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Nowadays, food safety is a great public concern; therefore, robust and effective techniques are required for detecting the safety situation of goods. Hyperspectral Imaging (HSI) is an attractive material for researchers to inspect food quality and safety estimation such as meat quality assessment, automated poultry carcass inspection, quality evaluation of fish, bruise detection of apples, quality analysis and grading of citrus fruits, bruise detection of strawberry, visualization of sugar distribution of melons, measuring ripening of tomatoes, defect detection of pickling cucumber, and classification of wheat kernels. HSI can be used to concurrently collect large amounts of spatial and spectral data on the objects being observed. This technique yields with exceptional detection skills, which otherwise cannot be achieved with either imaging or spectroscopy alone. This paper presents a nonlinear technique based on kernel Fukunaga-Koontz transform (KFKT) for detection of fat content in ground meat using HSI. The KFKT which is the nonlinear version of FKT is one of the most effective techniques for solving problems involving two-pattern nature. The conventional FKT method has been improved with kernel machines for increasing the nonlinear discrimination ability and capturing higher order of statistics of data. The proposed approach in this paper aims to segment the fat content of the ground meat by regarding the fat as target class which is tried to be separated from the remaining classes (as clutter). We have applied the KFKT on visible and nearinfrared (VNIR) hyperspectral images of ground meat to determine fat percentage. The experimental studies indicate that the proposed technique produces high detection performance for fat ratio in ground meat.

Keywords: Food (Ground meat) inspection, Fukunaga-Koontz transform, hyperspectral imaging, kernel methods.

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Authors: Saeed Rahjoo, Babak H. Mamaqani

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Concentric bracing systems have been in practice for many years because of their effectiveness in reducing seismic response. Depending on concept, seismic design codes provide various response modification factors (R), which itself consists of different terms, for different types of lateral load bearing systems but configuration of these systems are often ignored in the proposed values. This study aims at considering the effect of different x-bracing diagonal configuration on values of ductility dependent term in R computation. 51 models were created and nonlinear push over analysis has been performed. The main variables of this study were the suitable location of X–bracing diagonal configurations, which establishes better nonlinear behavior in concentric braced steel frames. Results show that some x-bracing diagonal configurations improve the seismic performance of CBF significantly and explicit consideration of lateral load bearing systems seems necessary.

Keywords: Bracing configuration, concentrically braced frame (CBF), Push over analyses, Response reduction factor.

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Authors: Dody Ismoyo, Mohammad Awan, Norashikin Yahya

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The presence of harmonic in power system is a major concerned to power engineers for many years. With the increasing usage of nonlinear loads in power systems, the harmonic pollution becomes more serious. One of the widely used computation algorithm for harmonic analysis is fast Fourier transform (FFT). In this paper, a harmonic analyzer using FFT was implemented on TMS320C6713 DSK. The supply voltage of 240 V 59 Hz is stepped down to 5V using a voltage divider in order to match the power rating of the DSK input. The output from the DSK was displayed on oscilloscope and Code Composer Studio™ software. This work has demonstrated the possibility of analyzing the 240V power supply harmonic content using the DSK board.

Keywords: Harmonic Analysis, DSP.

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Authors: Attitude Stabilization of Satellites Using Random Dither Quantization

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Recently, the effectiveness of random dither quantization method for linear feedback control systems has been shown in several papers. However, the random dither quantization method has not yet been applied to nonlinear feedback control systems. The objective of this paper is to verify the effectiveness of random dither quantization method for nonlinear feedback control systems. For this purpose, we consider the attitude stabilization problem of satellites using discrete-level actuators. Namely, this paper provides a control method based on the random dither quantization method for stabilizing the attitude of satellites using discrete-level actuators.

Keywords: Quantized control, nonlinear systems, random dither quantization.

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Authors: Mihai Caramihai, Irina Severin, Ana Aurelia Chirvase, Adrian Onu, Cristina Tanase, Camelia Ungureanu

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An immunomodulator bioproduct is prepared in a batch bioprocess with a modified bacterium Pseudomonas aeruginosa. The bioprocess is performed in 100 L Bioengineering bioreactor with 42 L cultivation medium made of peptone, meat extract and sodium chloride. The optimal bioprocess parameters were determined: temperature – 37 0C, agitation speed - 300 rpm, aeration rate – 40 L/min, pressure – 0.5 bar, Dow Corning Antifoam M-max. 4 % of the medium volume, duration - 6 hours. This kind of bioprocesses are appreciated as difficult to control because their dynamic behavior is highly nonlinear and time varying. The aim of the paper is to present (by comparison) different models based on experimental data. The analysis criteria were modeling error and convergence rate. The estimated values and the modeling analysis were done by using the Table Curve 2D. The preliminary conclusions indicate Andrews-s model with a maximum specific growth rate of the bacterium in the range of 0.8 h-1.

Keywords: bioprocess modeling, Pseudomonas aeruginosa, kinetic models,

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Authors: Monica Dudian , Raluca Andreea Popa

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

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

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Authors: 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: O. Hassanein, Sreenatha G. Anavatti, Tapabrata Ray

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The dynamics of the Autonomous Underwater Vehicles (AUVs) are highly nonlinear and time varying and the hydrodynamic coefficients of vehicles are difficult to estimate accurately because of the variations of these coefficients with different navigation conditions and external disturbances. This study presents the on-line system identification of AUV dynamics to obtain the coupled nonlinear dynamic model of AUV as a black box. This black box has an input-output relationship based upon on-line adaptive fuzzy model and adaptive neural fuzzy network (ANFN) model techniques to overcome the uncertain external disturbance and the difficulties of modelling the hydrodynamic forces of the AUVs instead of using the mathematical model with hydrodynamic parameters estimation. The models- parameters are adapted according to the back propagation algorithm based upon the error between the identified model and the actual output of the plant. The proposed ANFN model adopts a functional link neural network (FLNN) as the consequent part of the fuzzy rules. Thus, the consequent part of the ANFN model is a nonlinear combination of input variables. Fuzzy control system is applied to guide and control the AUV using both adaptive models and mathematical model. Simulation results show the superiority of the proposed adaptive neural fuzzy network (ANFN) model in tracking of the behavior of the AUV accurately even in the presence of noise and disturbance.

Keywords: AUV, AUV dynamic model, fuzzy control, fuzzy modelling, adaptive fuzzy control, back propagation, system identification, neural fuzzy model, FLNN.

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Authors: M. M. Hossain, M. Z. Hasan, M. Alauddin, S. Akhter

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Climate change has become a major concern across the world as the intensity along with quantity of the rainfall, mean surface temperature and other climatic parameters have been changed not only in Bangladesh but also in the entire globe. Bangladesh has already experienced many natural hazards. Among them changing of rainfall pattern, erratic and heavy rainfalls are very common. But changes of rainfall pattern and its amount is still in question to some extent. This study aimed to unfold how the historical rainfalls varied over time and how would be their future trends. In this context, historical rainfall data (1975-2014) were collected from Bangladesh Metrological Department (BMD) and then a time series model was developed using Box-Jenkins algorithm in IBM SPSS to forecast the future rainfall. From the historical data analysis, this study revealed that the amount of rainfall decreased over the time and shifted to the post monsoons. Forecasted rainfall shows that the pre-monsoon and early monsoon will get drier in future whereas late monsoon and post monsoon will show huge fluctuations in rainfall magnitudes with temporal variations which means Bangladesh will get comparatively drier seasons in future which may be a serious problem for the country as it depends on agriculture.

Keywords: Monsoon, Pre-monsoon, rainfall, pattern, variations, IBM-SPSS.

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Authors: Daniela Elena Marinescu, Ioana Manafi, Dumitru Marin

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We consider a Principal-Agent model with the Principal being a seller who does not know perfectly how much the buyer (the Agent) is willing to pay for the good. The buyer-s preferences are hence his private information. The model corresponds to the nonlinear pricing problem of Maskin and Riley. We assume there are three types of Agents. The model is solved using “informational rents" as variables. In the last section we present the main characteristics of the optimal contracts in asymmetric information and some possible extensions of the model.

Keywords: Adverse selection, asymmetric information, informational rent, nonlinear pricing, optimal contract

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

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

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

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Authors: M. A. Tayfun, M. A. Alkhalidi

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The exact theoretical expression describing the probability distribution of nonlinear sea-surface elevations derived from the second-order narrowband model has a cumbersome form that requires numerical computations, not well-disposed to theoretical or practical applications. Here, the same narrowband model is reexamined to develop a simpler closed-form approximation suitable for theoretical and practical applications. The salient features of the approximate form are explored, and its relative validity is verified with comparisons to other readily available approximations, and oceanic data.

Keywords: Ocean waves, probability distributions, second-order nonlinearities, skewness coefficient, wave steepness.

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

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

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

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Authors: Nan Li, Ying Wang

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Using entropy weight and TOPSIS method, a comprehensive evaluation is done on the development level of Chinese regional service industry in this paper. Firstly, based on existing research results, an evaluation index system is constructed from the scale of development, the industrial structure and the economic benefits. An evaluation model is then built up based on entropy weight and TOPSIS, and an empirical analysis is conducted on the development level of service industries in 31 Chinese provinces during 2006 and 2009 from the two dimensions or time series and cross section, which provides new idea for assessing regional service industry. Furthermore, the 31 provinces are classified into four categories based on the evaluation results, and deep analysis is carried out on the evaluation results.

Keywords: Chinese regional service industry, Development level, Entropy weight, TOPSIS Evaluation Method

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

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This paper presents the effect of stiffeners on the behavior of slender steel I-beams. Nonlinear three dimensional finite element models are developed to represent the stiffened steel I-beams. The well established finite element (ANSYS 13.0) program is used to simulate the geometric and material nonlinear nature of the problem. Verification is achieved by comparing the obtained numerical results with the results of previous published experimental work. The parameters considered in the analysis are the horizontal stiffener's position and the horizontal stiffener's dimensions as well as the number of vertical stiffeners. The studied dimensions of the horizontal stiffeners include the stiffener width, the stiffener thickness and the stiffener length. The results of the achieved numerical parametric study for slender steel I-beams show the significant effect of stiffeners on the beam behavior and its failure load.

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

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Authors: József Valyon, Gábor Horváth

Abstract:

In comparison to the original SVM, which involves a quadratic programming task; LS–SVM simplifies the required computation, but unfortunately the sparseness of standard SVM is lost. Another problem is that LS-SVM is only optimal if the training samples are corrupted by Gaussian noise. In Least Squares SVM (LS–SVM), the nonlinear solution is obtained, by first mapping the input vector to a high dimensional kernel space in a nonlinear fashion, where the solution is calculated from a linear equation set. In this paper a geometric view of the kernel space is introduced, which enables us to develop a new formulation to achieve a sparse and robust estimate.

Keywords: Support Vector Machines, Least Squares SupportVector Machines, Regression, Sparse approximation.

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Authors: S.Shokri, S.Zahedi, M.Ahmadi Marvast, B. Baloochi, H.Ganji

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In this research, a systematic investigation was carried out to determine the optimum conditions of HDS reactor. Moreover, a suitable model was developed for a rigorous RTO (real time optimization) loop of HDS (Hydro desulfurization) process. A systematic experimental series was designed based on CCD (Central Composite design) and carried out in the related pilot plant to tune the develop model. The designed variables in the experiments were Temperature, LHSV and pressure. However, the hydrogen over fresh feed ratio was remained constant. The ranges of these variables were respectively equal to 320-380ºC, 1- 21/hr and 50-55 bar. a power law kinetic model was also developed for our further research in the future .The rate order and activation energy , power of reactant concentration and frequency factor of this model was respectively equal to 1.4, 92.66 kJ/mol and k0=2.7*109 .

Keywords: Statistical model, Multiphase Reactors, Gas oil, Hydrodesulfurization, Optimization, Kinetics

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Authors: A. Elsayed Ahmed, A. Hafez, A. N. Ouda, H. Eldin Hussein Ahmed, H. Mohamed Abd-Elkader

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Unmanned aircraft systems (UAS) are playing increasingly prominent roles in defense programs and defense strategies around the world. Technology advancements have enabled the development of it to do many excellent jobs as reconnaissance, surveillance, battle fighters, and communications relays. Simulating a small unmanned aerial vehicle (SUAV) dynamics and analyzing its behavior at the preflight stage is too important and more efficient. The first step in the UAV design is the mathematical modeling of the nonlinear equations of motion. . In this paper, a survey with a standard method to obtain the full non-linear equations of motion is utilized, and then the linearization of the equations according to a steady state flight condition (trimming) is derived. This modeling technique is applied to an Ultrastick-25e fixed wing UAV to obtain the valued linear longitudinal and lateral models. At the end the model is checked by matching between the behavior of the states of the nonlinear UAV and the resulted linear model with doublet at the control surfaces.

Keywords: Equations of motion, linearization, modeling, nonlinear model, UAV.

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Authors: L. Tani, N. El Ouzzani

Abstract:

Crosstalk among interconnects and printed-circuit board (PCB) traces is a major limiting factor of signal quality in highspeed digital and communication equipments especially when fast data buses are involved. Such a bus is considered as a planar multiconductor transmission line. This paper will demonstrate how the finite difference time domain (FDTD) method provides an exact solution of the transmission-line equations to analyze the near end and the far end crosstalk. In addition, this study makes it possible to analyze the rise time effect on the near and far end voltages of the victim conductor. The paper also discusses a statistical analysis, based upon a set of several simulations. Such analysis leads to a better understanding of the phenomenon and yields useful information.

Keywords: Multiconductor transmission line, Crosstalk, Finite difference time domain (FDTD), printed-circuit board (PCB), Rise time, Statistical analysis.

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Authors: Tomohiro Hachino, Kengo Nagatomo, Hitoshi Takata

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This paper deals with an on-line identification method of continuous-time Hammerstein systems by using the radial basis function (RBF) networks and immune algorithm (IA). An unknown nonlinear static part to be estimated is approximately represented by the RBF network. The IA is efficiently combined with the recursive least-squares (RLS) method. The objective function for the identification is regarded as the antigen. The candidates of the RBF parameters such as the centers and widths are coded into binary bit strings as the antibodies and searched by the IA. On the other hand, the candidates of both the weighting parameters of the RBF network and the system parameters of the linear dynamic part are updated by the RLS method. Simulation results are shown to illustrate the proposed method.

Keywords: Continuous-time System, Hammerstein System, OnlineIdentification, Immune Algorithm, RBF network.

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Authors: Farhad Asadi, Hossein Sadati

Abstract:

In fields such as neuroscience and especially in cognition modeling of mental processes, uncertainty processing in temporal zone of signal is vital. In this paper, Bayesian online inferences in estimation of change-points location in signal are constructed. This method separated the observed signal into independent series and studies the change and variation of the regime of data locally with related statistical characteristics. We give conditions on simulations of the method when the data characteristics of signals vary, and provide empirical evidence to show the performance of method. It is verified that correlation between series around the change point location and its characteristics such as Signal to Noise Ratios and mean value of signal has important factor on fluctuating in finding proper location of change point. And one of the main contributions of this study is related to representing of these influences of signal statistical characteristics for finding abrupt variation in signal. There are two different structures for simulations which in first case one abrupt change in temporal section of signal is considered with variable position and secondly multiple variations are considered. Finally, influence of statistical characteristic for changing the location of change point is explained in details in simulation results with different artificial signals.

Keywords: Time series, fluctuation in statistical characteristics, optimal learning.

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