Search results for: forecasting error

Authors: David M. Jenkins Jr.

Abstract:

Scale Time Offset Robust Modulation (STORM) [1]– [3] is a high bandwidth waveform design that adds time-scale to embedded reference modulations using only time-delay [4]. In an environment where each user has a specific delay and scale, identification of the user with the highest signal power and that user-s phase is facilitated by the STORM processor. Both of these parameters are required in an efficient multiuser detection algorithm. In this paper, the STORM modulation approach is evaluated with a direct sequence spread quadrature phase shift keying (DS-QPSK) system. A misconception of the STORM time scale modulation is that a fine temporal resolution is required at the receiver. STORM will be applied to a QPSK code division multiaccess (CDMA) system by modifying the spreading codes. Specifically, the in-phase code will use a typical spreading code, and the quadrature code will use a time-delayed and time-scaled version of the in-phase code. Subsequently, the same temporal resolution in the receiver is required before and after the application of STORM. In this paper, the bit error performance of STORM in a synchronous CDMA system is evaluated and compared to theory, and the bit error performance of STORM incorporated in a single user WCDMA downlink is presented to demonstrate the applicability of STORM in a modern communication system.

Keywords: Pseudonoise coded communication, Cyclic codes, Code division multiaccess

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Authors: Shiann-Shiun Jeng, Chen-Wan Tsung, Hong-You Liou, Chun-Chieh Chang, Jia-Ming Chen

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The coverage probability and range of IEEE 802.16 systems depend on different wireless scenarios. Evaluating the performance of IEEE 802.16 systems over Stanford University Interim (SUI) channels is suggested by IEEE 802.16 specifications. In order to derive an effective method for forecasting the coverage probability and range, this study uses the SUI channel model to analyze the coverage probability with Rayleigh fading for an IEEE 802.16 system. The BER of the IEEE 802.16 system is shown in the simulation results. Then, the maximum allowed path loss can be calculated and substituted into the coverage analysis. Therefore, simulation results show the coverage range with and without Rayleigh fading.

Keywords: OFDM, coverage, SUI channel, IEEE 802.16

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Authors: Panagiotis Karadimos, Leonidas Anthopoulos

Abstract:

Predicting the actual cost and duration in construction projects concern a continuous and existing problem for the construction sector. This paper addresses this problem with modern methods and data available from past public construction projects. 39 bridge projects, constructed in Greece, with a similar type of available data were examined. Considering each project’s attributes with the actual cost and the actual duration, correlation analysis is performed and the most appropriate predictive project variables are defined. Additionally, the most efficient subgroup of variables is selected with the use of the WEKA application, through its attribute selection function. The selected variables are used as input neurons for neural network models through correlation analysis. For constructing neural network models, the application FANN Tool is used. The optimum neural network model, for predicting the actual cost, produced a mean squared error with a value of 3.84886e-05 and it was based on the budgeted cost and the quantity of deck concrete. The optimum neural network model, for predicting the actual duration, produced a mean squared error with a value of 5.89463e-05 and it also was based on the budgeted cost and the amount of deck concrete.

Keywords: Actual cost and duration, attribute selection, bridge projects, neural networks, predicting models, FANN TOOL, WEKA.

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Authors: B. Q. Huang, Tarik Rashid, M-T. Kechadi

Abstract:

this paper presents a multi-context recurrent network for time series analysis. While simple recurrent network (SRN) are very popular among recurrent neural networks, they still have some shortcomings in terms of learning speed and accuracy that need to be addressed. To solve these problems, we proposed a multi-context recurrent network (MCRN) with three different learning algorithms. The performance of this network is evaluated on some real-world application such as handwriting recognition and energy load forecasting. We study the performance of this network and we compared it to a very well established SRN. The experimental results showed that MCRN is very efficient and very well suited to time series analysis and its applications.

Keywords: Gradient descent method, recurrent neural network, learning algorithms, time series, BP

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Authors: Salem Alsanusi, Loubna Bentaher

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Response Surface Methods (RSM) provide statistically validated predictive models that can then be manipulated for finding optimal process configurations. Variation transmitted to responses from poorly controlled process factors can be accounted for by the mathematical technique of propagation of error (POE), which facilitates ‘finding the flats’ on the surfaces generated by RSM. The dual response approach to RSM captures the standard deviation of the output as well as the average. It accounts for unknown sources of variation. Dual response plus propagation of error (POE) provides a more useful model of overall response variation. In our case, we implemented this technique in predicting compressive strength of concrete of 28 days in age. Since 28 days is quite time consuming, while it is important to ensure the quality control process. This paper investigates the potential of using design of experiments (DOE-RSM) to predict the compressive strength of concrete at 28th day. Data used for this study was carried out from experiment schemes at university of Benghazi, civil engineering department. A total of 114 sets of data were implemented. ACI mix design method was utilized for the mix design. No admixtures were used, only the main concrete mix constituents such as cement, coarseaggregate, fine aggregate and water were utilized in all mixes. Different mix proportions of the ingredients and different water cement ratio were used. The proposed mathematical models are capable of predicting the required concrete compressive strength of concrete from early ages.

Keywords: Mix proportioning, response surface methodology, compressive strength, optimal design.

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Authors: S. K. Tomar, R. Prasad, S. Panda, C. Ardil

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Reduction of Single Input Single Output (SISO) discrete systems into lower order model, using a conventional and an evolutionary technique is presented in this paper. In the conventional technique, the mixed advantages of Modified Cauer Form (MCF) and differentiation are used. In this method the original discrete system is, first, converted into equivalent continuous system by applying bilinear transformation. The denominator of the equivalent continuous system and its reciprocal are differentiated successively, the reduced denominator of the desired order is obtained by combining the differentiated polynomials. The numerator is obtained by matching the quotients of MCF. The reduced continuous system is converted back into discrete system using inverse bilinear transformation. In the evolutionary technique method, Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example.

Keywords: Discrete System, Single Input Single Output (SISO), Bilinear Transformation, Reduced Order Model, Modified CauerForm, Polynomial Differentiation, Particle Swarm Optimization, Integral Squared Error.

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Authors: Ayad A. Abdulkafi, Shahir F. Nawaf, Mohammed K. Hussein, Ibrahim K. Sileh, Fouad A. Abdulkafi

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Visible light communication (VLC) is a new approach of optical wireless communication proposed to support the congested radio frequency (RF) spectrum. VLC systems are combined with orthogonal frequency division multiplexing (OFDM) to achieve high rate transmission and high spectral efficiency. In this paper, we investigate the Pilot-Assisted Channel Estimation for DC biased Optical OFDM (PACE-DCO-OFDM) systems to reduce the effects of the distortion on the transmitted signal. Least-square (LS) and linear minimum mean-squared error (LMMSE) estimators are implemented in MATLAB/Simulink to enhance the bit-error-rate (BER) of PACE-DCO-OFDM. Results show that DCO-OFDM system based on PACE scheme has achieved better BER performance compared to conventional system without pilot assisted channel estimation. Simulation results show that the proposed PACE-DCO-OFDM based on LMMSE algorithm can more accurately estimate the channel and achieves better BER performance when compared to the LS based PACE-DCO-OFDM and the traditional system without PACE. For the same signal to noise ratio (SNR) of 25 dB, the achieved BER is about 5×10^-4 for LMMSE-PACE and 4.2×10^-3 with LS-PACE while it is about 2×10^-1 for system without PACE scheme.

Keywords: Channel estimation, OFDM, pilot-assist, VLC.

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Authors: Ersin Gose, Kenan Buyukatak, Onur Osman, Osman N. Ucan

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To compress, improve bit error performance and also enhance 2D images, a new scheme, called Iterative Cellular-Turbo System (IC-TS) is introduced. In IC-TS, the original image is partitioned into 2N quantization levels, where N is denoted as bit planes. Then each of the N-bit-plane is coded by Turbo encoder and transmitted over Additive White Gaussian Noise (AWGN) channel. At the receiver side, bit-planes are re-assembled taking into consideration of neighborhood relationship of pixels in 2-D images. Each of the noisy bit-plane values of the image is evaluated iteratively using IC-TS structure, which is composed of equalization block; Iterative Cellular Image Processing Algorithm (ICIPA) and Turbo decoder. In IC-TS, there is an iterative feedback link between ICIPA and Turbo decoder. ICIPA uses mean and standard deviation of estimated values of each pixel neighborhood. It has extra-ordinary satisfactory results of both Bit Error Rate (BER) and image enhancement performance for less than -1 dB Signal-to-Noise Ratio (SNR) values, compared to traditional turbo coding scheme and 2-D filtering, applied separately. Also, compression can be achieved by using IC-TS systems. In compression, less memory storage is used and data rate is increased up to N-1 times by simply choosing any number of bit slices, sacrificing resolution. Hence, it is concluded that IC-TS system will be a compromising approach in 2-D image transmission, recovery of noisy signals and image compression.

Keywords: Iterative Cellular Image Processing Algorithm (ICIPA), Turbo Coding, Iterative Cellular Turbo System (IC-TS), Image Compression.

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Authors: A. I. Dounis, P. Tiropanis, D. Tseles, G. Nikolaou, G. P. Syrcos

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The prediction of meteorological parameters at a meteorological station is an interesting and open problem. A firstorder linear dynamic model GM(1,1) is the main component of the grey system theory. The grey model requires only a few previous data points in order to make a real-time forecast. In this paper, we consider the daily average ambient temperature as a time series and the grey model GM(1,1) applied to local prediction (short-term prediction) of the temperature. In the same case study we use a fuzzy predictive model for global prediction. We conclude the paper with a comparison between local and global prediction schemes.

Keywords: Fuzzy predictive model, grey model, local andglobal prediction, meteorological forecasting, time series.

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Authors: A. Bajit, M. Nahid, A. Tamtaoui, E. H. Bouyakhf

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In this paper, we propose a Perceptually Optimized Embedded ZeroTree Image Coder (POEZIC) that introduces a perceptual weighting to wavelet transform coefficients prior to control SPIHT encoding algorithm in order to reach a targeted bit rate with a perceptual quality improvement with respect to the coding quality obtained using the SPIHT algorithm only. The paper also, introduces a new objective quality metric based on a Psychovisual model that integrates the properties of the HVS that plays an important role in our POEZIC quality assessment. Our POEZIC coder is based on a vision model that incorporates various masking effects of human visual system HVS perception. Thus, our coder weights the wavelet coefficients based on that model and attempts to increase the perceptual quality for a given bit rate and observation distance. The perceptual weights for all wavelet subbands are computed based on 1) luminance masking and Contrast masking, 2) the contrast sensitivity function CSF to achieve the perceptual decomposition weighting, 3) the Wavelet Error Sensitivity WES used to reduce the perceptual quantization errors. The new perceptually optimized codec has the same complexity as the original SPIHT techniques. However, the experiments results show that our coder demonstrates very good performance in terms of quality measurement.

Keywords: DWT, linear-phase 9/7 filter, 9/7 Wavelets Error Sensitivity WES, CSF implementation approaches, JND Just Noticeable Difference, Luminance masking, Contrast masking, standard SPIHT, Objective Quality Measure, Probability Score PS.

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Authors: Ionel Stanculeanu, Theodor Borangiu

Abstract:

This paper presents a new approach in the identification of the quadrotor dynamic model using a black-box system for identification. Also the paper considers the problems which appear during the identification in the closed-loop and offers a technical solution for overcoming the correlation between the input noise present in the output

Keywords: System identification, UAV, prediction error method, quadrotor.

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Authors: Sambit Prasad Kar, P.Palanisamy

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In this paper a novel method for multiple one dimensional real valued sinusoidal signal frequency estimation in the presence of additive Gaussian noise is postulated. A computationally simple frequency estimation method with efficient statistical performance is attractive in many array signal processing applications. The prime focus of this paper is to combine the subspace-based technique and a simple peak search approach. This paper presents a variant of the Propagator Method (PM), where a collaborative approach of SUMWE and Propagator method is applied in order to estimate the multiple real valued sine wave frequencies. A new data model is proposed, which gives the dimension of the signal subspace is equal to the number of frequencies present in the observation. But, the signal subspace dimension is twice the number of frequencies in the conventional MUSIC method for estimating frequencies of real-valued sinusoidal signal. The statistical analysis of the proposed method is studied, and the explicit expression of asymptotic (large-sample) mean-squared-error (MSE) or variance of the estimation error is derived. The performance of the method is demonstrated, and the theoretical analysis is substantiated through numerical examples. The proposed method can achieve sustainable high estimation accuracy and frequency resolution at a lower SNR, which is verified by simulation by comparing with conventional MUSIC, ESPRIT and Propagator Method.

Keywords: Frequency estimation, peak search, subspace-based method without eigen decomposition, quadratic convex function.

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Authors: Zahra Ghadampour, Gholamreza Rakhshandehroo

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A concern that researchers usually face in different applications of Artificial Neural Network (ANN) is determination of the size of effective domain in time series. In this paper, trial and error method was used on groundwater depth time series to determine the size of effective domain in the series in an observation well in Union County, New Jersey, U.S. different domains of 20, 40, 60, 80, 100, and 120 preceding day were examined and the 80 days was considered as effective length of the domain. Data sets in different domains were fed to a Feed Forward Back Propagation ANN with one hidden layer and the groundwater depths were forecasted. Root Mean Square Error (RMSE) and the correlation factor (R2) of estimated and observed groundwater depths for all domains were determined. In general, groundwater depth forecast improved, as evidenced by lower RMSEs and higher R2s, when the domain length increased from 20 to 120. However, 80 days was selected as the effective domain because the improvement was less than 1% beyond that. Forecasted ground water depths utilizing measured daily data (set #1) and data averaged over the effective domain (set #2) were compared. It was postulated that more accurate nature of measured daily data was the reason for a better forecast with lower RMSE (0.1027 m compared to 0.255 m) in set #1. However, the size of input data in this set was 80 times the size of input data in set #2; a factor that may increase the computational effort unpredictably. It was concluded that 80 daily data may be successfully utilized to lower the size of input data sets considerably, while maintaining the effective information in the data set.

Keywords: Neural networks, groundwater depth, forecast.

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Authors: A. Fayad, Q. Alqhazaly, T. Cinkler

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In light of the substantial increase in end-user requirements and the incessant need of network operators to upgrade the capabilities of access networks, in this paper, the performance of the different modulation formats on eight-channels Time and Wavelength Division Multiplexing Passive Optical Network (TWDM-PON) transmission system has been examined and compared. Limitations and features of modulation formats have been determined to outline the most suitable design to enhance the data rate and transmission reach to obtain the best performance of the network. The considered modulation formats are On-Off Keying Non-Return-to-Zero (NRZ-OOK), Carrier Suppressed Return to Zero (CSRZ), Duo Binary (DB), Modified Duo Binary (MODB), Quadrature Phase Shift Keying (QPSK), and Differential Quadrature Phase Shift Keying (DQPSK). The performance has been analyzed by varying transmission distances and bit rates under different channel spacing. Furthermore, the system is evaluated in terms of minimum Bit Error Rate (BER) and Quality factor (Qf) without applying any dispersion compensation technique, or any optical amplifier. Optisystem software was used for simulation purposes.

Keywords: Bit Error Rate, BER, Carrier Suppressed Return to Zero, CSRZ, Duo Binary, DB, Differential Quadrature Phase Shift Keying, DQPSK, Modified Duo Binary, MODB, On-Off Keying Non-Return-to-Zero, NRZ-OOK, Quality factor, Qf, Time and Wavelength Division Multiplexing Passive Optical Network, TWDM-PON.

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Authors: Atiqul Islam, Shamim Akhter, Tumnun E. Mursalin

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Least Development Countries (LDC) like Bangladesh, whose 25% revenue earning is achieved from Textile export, requires producing less defective textile for minimizing production cost and time. Inspection processes done on these industries are mostly manual and time consuming. To reduce error on identifying fabric defects requires more automotive and accurate inspection process. Considering this lacking, this research implements a Textile Defect Recognizer which uses computer vision methodology with the combination of multi-layer neural networks to identify four classifications of textile defects. The recognizer, suitable for LDC countries, identifies the fabric defects within economical cost and produces less error prone inspection system in real time. In order to generate input set for the neural network, primarily the recognizer captures digital fabric images by image acquisition device and converts the RGB images into binary images by restoration process and local threshold techniques. Later, the output of the processed image, the area of the faulty portion, the number of objects of the image and the sharp factor of the image, are feed backed as an input layer to the neural network which uses back propagation algorithm to compute the weighted factors and generates the desired classifications of defects as an output.

Keywords: Computer vision, image acquisition device, machine vision, multi-layer neural networks.

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Authors: Jooho Hwang, Chang-Kyu Song, Chun-Hong Park

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This paper describes a method to measure and compensate a 4 axes ultra-precision machine tool that generates micro patterns on the large surfaces. The grooving machine is usually used for making a micro mold for many electrical parts such as a light guide plate for LCD and fuel cells. The ultra precision machine tool has three linear axes and one rotational table. Shaping is usually used to generate micro patterns. In the case of 50 μm pitch and 25 μm height pyramid pattern machining with a 90° wedge angle bite, one of linear axis is used for long stroke motion for high cutting speed and other linear axis are used for feeding. The triangular patterns can be generated with many times of long stroke of one axis. Then 90° rotation of work piece is needed to make pyramid patterns with superposition of machined two triangular patterns. To make a two dimensional positioning error, straightness of two axes in out of plane, squareness between the each axis are important. Positioning errors, straightness and squarness were measured by laser interferometer system. Those were compensated and confirmed by ISO230-6. One of difficult problem to measure the error motions is squareness or parallelism of axis between the rotational table and linear axis. It was investigated by simultaneous moving of rotary table and XY axes. This compensation method is introduced in this paper.

Keywords: Ultra-precision machine tool, muti-axis errors, squraness, positioning errors.

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Authors: Yehjune Heo

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Fingerprint Anti-Spoofing approaches have been actively developed and applied in real-world applications. One of the main problems for Fingerprint Anti-Spoofing is not robust to unseen samples, especially in real-world scenarios. A possible solution will be to generate artificial, but realistic fingerprint samples and use them for training in order to achieve good generalization. This paper contains experimental and comparative results with currently popular GAN based methods and uses realistic synthesis of fingerprints in training in order to increase the performance. Among various GAN models, the most popular StyleGAN is used for the experiments. The CNN models were first trained with the dataset that did not contain generated fake images and the accuracy along with the mean average error rate were recorded. Then, the fake generated images (fake images of live fingerprints and fake images of spoof fingerprints) were each combined with the original images (real images of live fingerprints and real images of spoof fingerprints), and various CNN models were trained. The best performances for each CNN model, trained with the dataset of generated fake images and each time the accuracy and the mean average error rate, were recorded. We observe that current GAN based approaches need significant improvements for the Anti-Spoofing performance, although the overall quality of the synthesized fingerprints seems to be reasonable. We include the analysis of this performance degradation, especially with a small number of samples. In addition, we suggest several approaches towards improved generalization with a small number of samples, by focusing on what GAN based approaches should learn and should not learn.

Keywords: Anti-spoofing, CNN, fingerprint recognition, GAN.

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Authors: Ali K. M. Al-Nasrawi, Uday A. Al-Hamdany, Sarah M. Hamylton, Brian G. Jones, Yasir M. Alyazichi

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Surface elevation dynamics have always responded to disturbance regimes. Creating Digital Elevation Models (DEMs) to detect surface dynamics has led to the development of several methods, devices and data clouds. DEMs can provide accurate and quick results with cost efficiency, in comparison to the inherited geomatics survey techniques. Nowadays, remote sensing datasets have become a primary source to create DEMs, including LiDAR point clouds with GIS analytic tools. However, these data need to be tested for error detection and correction. This paper evaluates various DEMs from different data sources over time for Apple Orchard Island, a coastal site in southeastern Australia, in order to detect surface dynamics. Subsequently, 30 chosen locations were examined in the field to test the error of the DEMs surface detection using high resolution global positioning systems (GPSs). Results show significant surface elevation changes on Apple Orchard Island. Accretion occurred on most of the island while surface elevation loss due to erosion is limited to the northern and southern parts. Concurrently, the projected differential correction and validation method aimed to identify errors in the dataset. The resultant DEMs demonstrated a small error ratio (≤ 3%) from the gathered datasets when compared with the fieldwork survey using RTK-GPS. As modern modelling approaches need to become more effective and accurate, applying several tools to create different DEMs on a multi-temporal scale would allow easy predictions in time-cost-frames with more comprehensive coverage and greater accuracy. With a DEM technique for the eco-geomorphic context, such insights about the ecosystem dynamic detection, at such a coastal intertidal system, would be valuable to assess the accuracy of the predicted eco-geomorphic risk for the conservation management sustainability. Demonstrating this framework to evaluate the historical and current anthropogenic and environmental stressors on coastal surface elevation dynamism could be profitably applied worldwide.

Keywords: DEMs, eco-geomorphic-dynamic processes, geospatial information science. Remote sensing, surface elevation changes.

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Authors: Mohamed Tarek Khadir, Damien Fay, Ahmed Boughrira

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Short term electricity demand forecasts are required by power utilities for efficient operation of the power grid. In a competitive market environment, suppliers and large consumers also require short term forecasts in order to estimate their energy requirements in advance. Electricity demand is influenced (among other things) by the day of the week, the time of year and special periods and/or days such as Ramadhan, all of which must be identified prior to modelling. This identification, known as day-type identification, must be included in the modelling stage either by segmenting the data and modelling each day-type separately or by including the day-type as an input. Day-type identification is the main focus of this paper. A Kohonen map is employed to identify the separate day-types in Algerian data.

Keywords: Day type identification, electricity Load, Kohonenmaps, load forecasting.

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Authors: Jungho Choi, Youngwan Cho

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This paper presents an algorithm for the recognition and tracking of moving objects, 1/10 scale model car is used to verify performance of the algorithm. Presented algorithm for the recognition and tracking of moving objects in the paper is as follows. SURF algorithm is merged with Lucas-Kanade algorithm. SURF algorithm has strong performance on contrast, size, rotation changes and it recognizes objects but it is slow due to many computational complexities. Processing speed of Lucas-Kanade algorithm is fast but the recognition of objects is impossible. Its optical flow compares the previous and current frames so that can track the movement of a pixel. The fusion algorithm is created in order to solve problems which occurred using the Kalman Filter to estimate the position and the accumulated error compensation algorithm was implemented. Kalman filter is used to create presented algorithm to complement problems that is occurred when fusion two algorithms. Kalman filter is used to estimate next location, compensate for the accumulated error. The resolution of the camera (Vision Sensor) is fixed to be 640x480. To verify the performance of the fusion algorithm, test is compared to SURF algorithm under three situations, driving straight, curve, and recognizing cars behind the obstacles. Situation similar to the actual is possible using a model vehicle. Proposed fusion algorithm showed superior performance and accuracy than the existing object recognition and tracking algorithms. We will improve the performance of the algorithm, so that you can experiment with the images of the actual road environment.

Keywords: SURF, Optical Flow Lucas-Kanade, Kalman Filter, object recognition, object tracking.

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Authors: Susmita Sahoo, Madhumanti Datta, Rajib Kar

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Fast delay estimation methods, as opposed to simulation techniques, are needed for incremental performance driven layout synthesis. On-chip inductive effects are becoming predominant in deep submicron interconnects due to increasing clock speed and circuit complexity. Inductance causes noise in signal waveforms, which can adversely affect the performance of the circuit and signal integrity. Several approaches have been put forward which consider the inductance for on-chip interconnect modelling. But for even much higher frequency, of the order of few GHz, the shunt dielectric lossy component has become comparable to that of other electrical parameters for high speed VLSI design. In order to cope up with this effect, on-chip interconnect has to be modelled as distributed RLCG line. Elmore delay based methods, although efficient, cannot accurately estimate the delay for RLCG interconnect line. In this paper, an accurate analytical delay model has been derived, based on first and second moments of RLCG interconnection lines. The proposed model considers both the effect of inductance and conductance matrices. We have performed the simulation in 0.18μm technology node and an error of as low as less as 5% has been achieved with the proposed model when compared to SPICE. The importance of the conductance matrices in interconnect modelling has also been discussed and it is shown that if G is neglected for interconnect line modelling, then it will result an delay error of as high as 6% when compared to SPICE.

Keywords: Delay Modelling; On-Chip Interconnect; RLCGInterconnect; Ramp Input; Damping; VLSI

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Authors: I. V. Pinto, M. R. Sooriyarachchi

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It can be frequently observed that the data arising in our environment have a hierarchical or a nested structure attached with the data. Multilevel modelling is a modern approach to handle this kind of data. When multilevel modelling is combined with a binary response, the estimation methods get complex in nature and the usual techniques are derived from quasi-likelihood method. The estimation methods which are compared in this study are, marginal quasi-likelihood (order 1 & order 2) (MQL1, MQL2) and penalized quasi-likelihood (order 1 & order 2) (PQL1, PQL2). A statistical model is of no use if it does not reflect the given dataset. Therefore, checking the adequacy of the fitted model through a goodness-of-fit (GOF) test is an essential stage in any modelling procedure. However, prior to usage, it is also equally important to confirm that the GOF test performs well and is suitable for the given model. This study assesses the suitability of the GOF test developed for binary response multilevel models with respect to the method used in model estimation. An extensive set of simulations was conducted using MLwiN (v 2.19) with varying number of clusters, cluster sizes and intra cluster correlations. The test maintained the desirable Type-I error for models estimated using PQL2 and it failed for almost all the combinations of MQL. Power of the test was adequate for most of the combinations in all estimation methods except MQL1. Moreover, models were fitted using the four methods to a real-life dataset and performance of the test was compared for each model.

Keywords: Goodness-of-fit test, marginal quasi-likelihood, multilevel modelling, type-I error, penalized quasi-likelihood, power, quasi-likelihood.

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Authors: Georgia Pozoukidou

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TELUM software is a land use model designed specifically to help metropolitan planning organizations (MPOs) prepare their transportation improvement programs and fulfill their numerous planning responsibilities. In this context obtaining, preparing, and validating socioeconomic forecasts are becoming fundamental tasks for an MPO in order to ensure that consistent population and employment data are provided to travel demand models. Chittenden County Metropolitan Planning Organization of Vermont State was used as a case study to test the applicability of TELUM land use model. The technical insights and lessons learned from the land use model application have transferable value for all MPOs faced with land use forecasting development and transportation modeling.

Keywords: Calibration data requirements, land use models, land use planning, Metropolitan Planning Organizations.

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Authors: Paul Lajbcygier, Seng Lee

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Co-integration models the long-term, equilibrium relationship of two or more related financial variables. Even if cointegration is found, in the short run, there may be deviations from the long run equilibrium relationship. The aim of this work is to forecast these deviations using neural networks and create a trading strategy based on them. A case study is used: co-integration residuals from Australian Bank Bill futures are forecast and traded using various exogenous input variables combined with neural networks. The choice of the optimal exogenous input variables chosen for each neural network, undertaken in previous work [1], is validated by comparing the forecasts and corresponding profitability of each, using a trading strategy.

Keywords: Artificial neural networks, co-integration, forecasting, trading rule.

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Authors: Taher Lotfi , Parisa Bakhtiari , Katayoun Mahdiani , Mehdi Salimi

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In this paper, verified extension of the Ostrowski method which calculates the enclosure solutions of a given nonlinear equation is introduced. Also, error analysis and convergence will be discussed. Some implemented examples with INTLAB are also included to illustrate the validity and applicability of the scheme.

Keywords: Iinterval analysis, nonlinear equations, Ostrowski method.

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Authors: Eleftherios Giovanis

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In this paper discrete choice models, Logit and Probit are examined in order to predict the economic recession or expansion periods in USA. Additionally we propose an adaptive neuro-fuzzy inference system with triangular membership function. We examine the in-sample period 1947-2005 and we test the models in the out-of sample period 2006-2009. The forecasting results indicate that the Adaptive Neuro-fuzzy Inference System (ANFIS) model outperforms significant the Logit and Probit models in the out-of sample period. This indicates that neuro-fuzzy model provides a better and more reliable signal on whether or not a financial crisis will take place.

Keywords: ANFIS, discrete choice models, financial crisis, USeconomy

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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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Authors: Muhammad Rehan Khalid, Muhammad Haroon Siddiqui, Danish Ilyas

Abstract:

This paper explores the implementation of adaptive coding and modulation schemes for Multiple-Input Multiple-Output Orthogonal Frequency Division Multiplexing (MIMO-OFDM) feedback systems. Adaptive coding and modulation enables robust and spectrally-efficient transmission over time-varying channels. The basic premise is to estimate the channel at the receiver and feed this estimate back to the transmitter, so that the transmission scheme can be adapted relative to the channel characteristics. Two types of codebook based channel feedback techniques are used in this work. The longterm and short-term CSI at the transmitter is used for efficient channel utilization. OFDM is a powerful technique employed in communication systems suffering from frequency selectivity. Combined with multiple antennas at the transmitter and receiver, OFDM proves to be robust against delay spread. Moreover, it leads to significant data rates with improved bit error performance over links having only a single antenna at both the transmitter and receiver. The coded modulation increases the effective transmit power relative to uncoded variablerate variable-power MQAM performance for MIMO-OFDM feedback system. Hence proposed arrangement becomes an attractive approach to achieve enhanced spectral efficiency and improved error rate performance for next generation high speed wireless communication systems.

Keywords: Adaptive Coded Modulation, MQAM, MIMO, OFDM, Codebooks, Feedback.

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Authors: S. Deswal, M. Pal

Abstract:

Presently various computational techniques are used in modeling and analyzing environmental engineering data. In the present study, an intra-comparison of polynomial and radial basis kernel functions based on Support Vector Regression and, in turn, an inter-comparison with Multi Linear Regression has been attempted in modeling mass transfer capacity of vertical (θ = 90O) and inclined (θ multiple plunging jets (varying from 1 to 16 numbers). The data set used in this study consists of four input parameters with a total of eighty eight cases, forty four each for vertical and inclined multiple plunging jets. For testing, tenfold cross validation was used. Correlation coefficient values of 0.971 and 0.981 along with corresponding root mean square error values of 0.0025 and 0.0020 were achieved by using polynomial and radial basis kernel functions based Support Vector Regression respectively. An intra-comparison suggests improved performance by radial basis function in comparison to polynomial kernel based Support Vector Regression. Further, an inter-comparison with Multi Linear Regression (correlation coefficient = 0.973 and root mean square error = 0.0024) reveals that radial basis kernel functions based Support Vector Regression performs better in modeling and estimating mass transfer by multiple plunging jets.

Keywords: Mass transfer, multiple plunging jets, polynomial and radial basis kernel functions, Support Vector Regression.

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Authors: N. Nim-on, A. Oonsivilai

Abstract:

In this paper, the application of GRNN in modeling of SOFC fuel cells were studied. The parameters are of interested as voltage and power value and the current changes are investigated. In addition, the comparison between GRNN neural network application and conventional method was made. The error value showed the superlative results.

Keywords: SOFC, GRNN, Fuel cells.

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