Search results for: time domain

Authors: Parvinder S. Sandhu, Roma Jaswal, Sandeep Khimta, Shailendra Singh

Abstract:

As the majority of faults are found in a few of its modules so there is a need to investigate the modules that are affected severely as compared to other modules and proper maintenance need to be done in time especially for the critical applications. As, Neural networks, which have been already applied in software engineering applications to build reliability growth models predict the gross change or reusability metrics. Neural networks are non-linear sophisticated modeling techniques that are able to model complex functions. Neural network techniques are used when exact nature of input and outputs is not known. A key feature is that they learn the relationship between input and output through training. In this present work, various Neural Network Based techniques are explored and comparative analysis is performed for the prediction of level of need of maintenance by predicting level severity of faults present in NASA-s public domain defect dataset. The comparison of different algorithms is made on the basis of Mean Absolute Error, Root Mean Square Error and Accuracy Values. It is concluded that Generalized Regression Networks is the best algorithm for classification of the software components into different level of severity of impact of the faults. The algorithm can be used to develop model that can be used for identifying modules that are heavily affected by the faults.

Keywords: Neural Network, Software faults, Software Metric.

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Authors: Ting (Grace) Lin, Jianhong (Cecilia) Xia, Todd Robinson

Abstract:

Accessibility analysis, examining people’s ability to access facilities and destinations, is a fundamental assessment for transport planning, policy making, and social exclusion research. Dynamic accessibility which measures accessibility in real-time traffic environment has been an advanced accessibility indicator in transport research. It is also a useful indicator to help travelers to understand travel time daily variability, assists traffic engineers to monitor traffic congestions, and finally develop effective strategies in order to mitigate traffic congestions. This research involved real-time traffic information by collecting travel time data with 15-minute interval via the TomTom^® API. A framework for measuring dynamic accessibility was then developed based on the gravity theory and accessibility dichotomy theory through space and time interpolation. Finally, the dynamic accessibility can be derived at any given time and location under dynamic accessibility spatial analysis framework.

Keywords: Dynamic accessibility, space-time continuum, transport research, TomTom® API.

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Authors: Xinhui Wang, Xiuyong Ding

Abstract:

This paper addresses the controller synthesis problem of discrete-time switched positive systems with bounded time-varying delays. Based on the switched copositive Lyapunov function approach, some necessary and sufficient conditions for the existence of state-feedback controller are presented as a set of linear programming and linear matrix inequality problems, hence easy to be verified. Another advantage is that the state-feedback law is independent on time-varying delays and initial conditions. A numerical example is provided to illustrate the effectiveness and feasibility of the developed controller.

Keywords: Switched copositive Lyapunov functions, positive linear systems, switched systems, time-varying delays, stabilization.

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Authors: Mengzhuo Luo, Shouming Zhong

Abstract:

This paper investigates the problem of exponential stability for a class of uncertain discrete-time stochastic neural network with time-varying delays. By constructing a suitable Lyapunov-Krasovskii functional, combining the stochastic stability theory, the free-weighting matrix method, a delay-dependent exponential stability criteria is obtained in term of LMIs. Compared with some previous results, the new conditions obtain in this paper are less conservative. Finally, two numerical examples are exploited to show the usefulness of the results derived.

Keywords: Delay-dependent stability, Neural networks, Time varying delay, Linear matrix inequality (LMI).

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Authors: Yingguo Li

Abstract:

In this paper, we consider a discrete Gompertz model with time delay. Firstly, the stability of the equilibrium of the system is investigated by analyzing the characteristic equation. By choosing the time delay as a bifurcation parameter, we prove that Neimark- Sacker bifurcations occur when the delay passes a sequence of critical values. The direction and stability of the Neimark-Sacker are determined by using normal forms and centre manifold theory. Finally, some numerical simulations are given to verify the theoretical analysis.

Keywords: Gompertz system, Neimark-Sacker bifurcation, stability, time delay.

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Authors: Jin A Ryu, Ga Ye Kim, Hee Sun Kim

Abstract:

As the number of fire accidents is gradually raising, many studies have been reported on evacuation. Previous studies have mostly focused on evaluating the safety of evacuation and the risk of fire in particular buildings. However, studies on effects of various parameters on evacuation have not been nearly done. Therefore, this paper aims at observing evacuation time under the effect of fire initiated location. In this study, evacuation simulations are performed on a 5-floor building located in Seoul, South Korea using the commercial program, Fire Dynamics Simulator with Evacuation (FDS+EVAC). Only the fourth and fifth floors are modeled with an assumption that fire starts in a room located on the fourth floor. The parameter for evacuation simulations is location of fire initiation to observe the evacuation time and safety. Results show that the location of fire initiation is closer to exit, the more time is taken to evacuate. The case having the nearest location of fire initiation to exit has the lowest ratio of successful occupants to the total occupants. In addition, for safety evaluation, the evacuation time calculated from computer simulation model is compared with the tolerable evacuation time according to code in Japan. As a result, all cases are completed within the tolerable evacuation time. This study allows predicting evacuation time under various conditions of fire and can be used to evaluate evacuation appropriateness and fire safety of building.

Keywords: Evacuation safety, Evacuation simulation, FDS+Evac, Time.

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Authors: Sahar Sohrabi

Abstract:

The emergence of Cloud data centers has revolutionized the IT industry. Private Clouds in specific provide Cloud services for certain group of customers/businesses. In a real-time private Cloud each task that is given to the system has a deadline that desirably should not be violated. Scheduling tasks in a real-time private CLoud determine the way available resources in the system are shared among incoming tasks. The aim of the scheduling policy is to optimize the system outcome which for a real-time private Cloud can include: energy consumption, deadline violation, execution time and the number of host switches. Different scheduling policies can be used for scheduling. Each lead to a sub-optimal outcome in a certain settings of the system. A Bayesian Scheduling strategy is proposed for scheduling to further improve the system outcome. The Bayesian strategy showed to outperform all selected policies. It also has the flexibility in dealing with complex pattern of incoming task and has the ability to adapt.

Keywords: Bayesian, cloud computing, real-time private cloud, scheduling.

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Authors: Gaoyong Luo

Abstract:

The approach based on the wavelet transform has been widely used for image denoising due to its multi-resolution nature, its ability to produce high levels of noise reduction and the low level of distortion introduced. However, by removing noise, high frequency components belonging to edges are also removed, which leads to blurring the signal features. This paper proposes a new method of image noise reduction based on local variance and edge analysis. The analysis is performed by dividing an image into 32 x 32 pixel blocks, and transforming the data into wavelet domain. Fast lifting wavelet spatial-frequency decomposition and reconstruction is developed with the advantages of being computationally efficient and boundary effects minimized. The adaptive thresholding by local variance estimation and edge strength measurement can effectively reduce image noise while preserve the features of the original image corresponding to the boundaries of the objects. Experimental results demonstrate that the method performs well for images contaminated by natural and artificial noise, and is suitable to be adapted for different class of images and type of noises. The proposed algorithm provides a potential solution with parallel computation for real time or embedded system application.

Keywords: Edge strength, Fast lifting wavelet, Image denoising, Local variance.

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Authors: Farhad Asadi, Mohammad Javad Mollakazemi

Abstract:

In this paper, Bayesian online inference in models of data series are constructed by change-points algorithm, which separated the observed time series into independent series and study the change and variation of the regime of the data with related statistical characteristics. variation of statistical characteristics of time series data often represent separated phenomena in the some dynamical system, like a change in state of brain dynamical reflected in EEG signal data measurement or a change in important regime of data in many dynamical system. In this paper, prediction algorithm for studying change point location in some time series data is simulated. It is verified that pattern of proposed distribution of data has important factor on simpler and smother fluctuation of hazard rate parameter and also for better identification of change point locations. Finally, the conditions of how the time series distribution effect on factors in this approach are explained and validated with different time series databases for some dynamical system.

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

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Authors: Ali Nadi, Ali Edrissi

Abstract:

Relief demand and transportation links availability is the essential information that is needed for every natural disaster operation. This information is not in hand once a disaster strikes. Relief demand and network condition has been evaluated based on prediction method in related works. Nevertheless, prediction seems to be over or under estimated due to uncertainties and may lead to a failure operation. Therefore, in this paper a stochastic programming model is proposed to evaluate real-time relief demand and network condition at the onset of a natural disaster. To address the time sensitivity of the emergency response, the proposed model uses reinforcement learning for optimization of the total relief assessment time. The proposed model is tested on a real size network problem. The simulation results indicate that the proposed model performs well in the case of collecting real-time information.

Keywords: Disaster management, real-time demand, reinforcement learning, relief demand.

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Authors: M. Zahid Hossain, M. Ashraful Amin

Abstract:

The algorithms of convex hull have been extensively studied in literature, principally because of their wide range of applications in different areas. This article presents an efficient algorithm to construct approximate convex hull from a set of n points in the plane in O(n + k) time, where k is the approximation error control parameter. The proposed algorithm is suitable for applications preferred to reduce the computation time in exchange of accuracy level such as animation and interaction in computer graphics where rapid and real-time graphics rendering is indispensable.

Keywords: Convex hull, Approximation algorithm, Computational geometry, Linear time.

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Authors: Gayadhar Panda, Sidhartha Panda, C. Ardil

Abstract:

A modified Genetic Algorithm (GA) based optimal selection of parameters for Automatic Generation Control (AGC) of multi-area electric energy systems is proposed in this paper. Simulations on multi-area reheat thermal system with and without consideration of nonlinearity like governor dead band followed by 1% step load perturbation is performed to exemplify the optimum parameter search. In this proposed method, a modified Genetic Algorithm is proposed where one point crossover with modification is employed. Positional dependency in respect of crossing site helps to maintain diversity of search point as well as exploitation of already known optimum value. This makes a trade-off between exploration and exploitation of search space to find global optimum in less number of generations. The proposed GA along with decomposition technique as developed has been used to obtain the optimum megawatt frequency control of multi-area electric energy systems. Time-domain simulations are conducted with trapezoidal integration along with decomposition technique. The superiority of the proposed method over existing one is verified from simulations and comparisons.

Keywords: Automatic Generation Control (AGC), Reheat, Proportional Integral (PI) controller, Dead Band, Genetic Algorithm(GA).

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Authors: Chien-Wei Hung, Fu-Hau Hsu, Chuan-Sheng Wang, Chia-Hao Lee

Abstract:

Nowadays, the abuse of keyloggers is one of the most widespread approaches to steal sensitive information. In this paper, we propose an On-Screen Prompts Approach to Keyloggers (OSPAK) and its analysis, which is installed in public computers. OSPAK utilizes a canvas to cue users when their keystrokes are going to be logged or ignored by OSPAK. This approach can protect computers against recoding sensitive inputs, which obfuscates keyloggers with letters inserted among users' keystrokes. It adds a canvas below each password field in a webpage and consists of three parts: two background areas, a hit area and a moving foreground object. Letters at different valid time intervals are combined in accordance with their time interval orders, and valid time intervals are interleaved with invalid time intervals. It utilizes animation to visualize valid time intervals and invalid time intervals, which can be integrated in a webpage as a browser extension. We have tested it against a series of known keyloggers and also performed a study with 95 users to evaluate how easily the tool is used. Experimental results made by volunteers show that OSPAK is a simple approach.

Keywords: Authentication, computer security, keylogger, privacy, information leakage.

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Authors: Shumin Hou, Yourong Li, Sanxing Zhao

Abstract:

Much time series data is generally from continuous dynamic system. Firstly, this paper studies the detection of the nonlinearity of time series from continuous dynamics systems by applying the Phase-randomized surrogate algorithm. Then, the Delay Vector Variance (DVV) method is introduced into nonlinearity test. The results show that under the different sampling conditions, the opposite detection of nonlinearity is obtained via using traditional test statistics methods, which include the third-order autocovariance and the asymmetry due to time reversal. Whereas the DVV method can perform well on determining nonlinear of Lorenz signal. It indicates that the proposed method can describe the continuous dynamics signal effectively.

Keywords: Nonlinearity, Time series, continuous dynamics system, DVV method

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Authors: M. Siddhpura, R. Paurobally

Abstract:

This paper investigates the occurrence of regenerative chatter vibrations in facing and turning processes. Orthogonal turning (facing) and normal turning experiments are carried out under stable as well as in the presence of controlled chatter vibrations. The effects of chatter vibrations on various sensor signals are captured and analyzed using frequency domain methods, which successfully detected the chatter vibrations close to the dominant mode of the machine tool system.

Keywords: Chatter vibrations, facing, turning.

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Authors: M.J. Sharifi

Abstract:

Several models have been introduced so far for single electron box, SEB, which all of them were restricted to DC response and or low temperature limit. In this paper we introduce a new time dependent, high temperature analytical model for SEB for the first time. DC behavior of the introduced model will be verified against SIMON software and its time behavior will be verified against a newly published paper regarding step response of SEB.

Keywords: Single electron box, SPICE, SIMON, Timedependent, Circuit model.

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Authors: Ren Jian, Yang Shulin

Abstract:

In this paper, the difference between the Alternating Direction Method (ADM) and the Non-Splitting Method (NSM) is investigated, while both methods applied to the simulations for 2-D multimaterial radiation diffusion issues. Although the ADM have the same accuracy orders with the NSM on the uniform meshes, the accuracy of ADM will decrease on the distorted meshes or the boundary of domain. Numerical experiments are carried out to confirm the theoretical predication.

Keywords: Alternating Direction Method, Non-SplittingMethod, Radiation Diffusion.

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Authors: Daniela Grădinaru, Iuliana Georgescu, Loredana Huţanu (Toma), Mihai-Bogdan Afrăsinei

Abstract:

This article aims to analyze the situation of Romanian companies from an environmental point of view. Environmental issues are addressed very often nowadays, and they reach and affect every domain, including the economical one. Implementing an environmental management system will not only help the companies to comply with laws and regulations, but, above all, will offer them an important competitive advantage.

Keywords: Environmental management system, environmental reporting, environmental expenses, sustainable development.

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Authors: Hailong Zhu, Zhaoxiang Li

Abstract:

In this paper we investigate numerically positive solutions of the equation -Δu = λuq+up with Dirichlet boundary condition in a boundary domain ╬® for λ > 0 and 0 < q < 1 < p < 2*, we will compute and visualize the range of λ, this problem achieves a numerical solution.

Keywords: positive solutions, concave-convex, sub-super solution method, pseudo arclength method.

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Authors: S. Chiali, Z.Eberrichi, M.Malki

Abstract:

The number of framework conceived for e-learning constantly increase, unfortunately the creators of learning materials and educational institutions engaged in e-formation adopt a “proprietor" approach, where the developed products (courses, activities, exercises, etc.) can be exploited only in the framework where they were conceived, their uses in the other learning environments requires a greedy adaptation in terms of time and effort. Each one proposes courses whose organization, contents, modes of interaction and presentations are unique for all learners, unfortunately the latter are heterogeneous and are not interested by the same information, but only by services or documents adapted to their needs. Currently the new tendency for the framework conceived for e-learning, is the interoperability of learning materials, several standards exist (DCMI (Dublin Core Metadata Initiative)[2], LOM (Learning Objects Meta data)[1], SCORM (Shareable Content Object Reference Model)[6][7][8], ARIADNE (Alliance of Remote Instructional Authoring and Distribution Networks for Europe)[9], CANCORE (Canadian Core Learning Resource Metadata Application Profiles)[3]), they converge all to the idea of learning objects. They are also interested in the adaptation of the learning materials according to the learners- profile. This article proposes an approach for the composition of courses adapted to the various profiles (knowledge, preferences, objectives) of learners, based on two ontologies (domain to teach and educational) and the learning objects.

Keywords: Adaptive educational hypermedia systems (AEHS), E-learning, Learner's model, Learning objects, Metadata, Ontology.

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Authors: F. Elashhab, L. Sheha, R. Fawzi Elsupikhe, A. E. A. Youssef, R. M. Sheltami, T. Alfazani

Abstract:

Chitosans, CSs, in solution are increasingly used in a range of geometric properties in various academic and industrial sectors, especially in the domain of pharmaceutical and biomedical engineering. In order to provide a tailoring guide of CSs to the applicants, gamma (γ)-irradiation technology and simple viscosity measurements have been used in this study. Accordingly, CS solid discs (0.5 cm thickness and 2.5 cm diameter) were exposed in air to Cobalt-60 (γ)-radiation, at room temperature and constant 50 kGy dose for different periods of exposer time (tγ). Diluted solutions of native and different irradiated CS were then prepared by dissolving 1.25 mg cm-3 of each polymer in 0.1 M NaCl/0.2 M CH3COOH. The single-concentration relative viscosity (ƞr) measurements were employed to obtain their intrinsic viscosity ([ƞ]) values and interrelated parameters, like: the molar mass (Mƞ), hydrodynamic radiuses (RH,ƞ), radius of gyration (RG,ƞ), and second virial coefficient (A2,ƞ) of CSs in the solution. The results show an exponential decrease of ƞr, [ƞ], Mƞ, RH,ƞ and RG,ƞ with increasing tγ. This suggests the influence of random chain-scission of CSs glycosidic bonds, with rate constant kr and kr-1 (lifetime τr ~ 0.017 min-1 and 57.14 min, respectively). The results also show an exponential decrease of A2ƞ with increasing tγ, which can be attributed to the growth of excluded volume effect in CS segments by tγ and, hence, better solution quality. The results are represented in following scaling laws as a tailoring guide to the applicants: RH,ƞ = 6.98 x 10-3 Mr0.65; RG,ƞ = 7.09 x 10-4 Mr0.83; A2,ƞ = 121.03 Mƞ,r-0.19.

Keywords: Gamma irradiation, geometric properties, kinetic model, scaling laws, viscosity measurement.

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Authors: Ryad Zemouri, Paul Ciprian Patic

Abstract:

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

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

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Authors: A. M. Qahtani, G. B. Wills, A. M. Gravell

Abstract:

Communicating and managing customers’ requirements in software development projects play a vital role in the software development process. While it is difficult to do so locally, it is even more difficult to communicate these requirements over distributed boundaries and to convey them to multiple distribution customers. This paper discusses the communication of multiple distribution customers’ requirements in the context of customised software products. The main purpose is to understand the challenges of communicating and managing customisation requirements across distributed boundaries. We propose a model for Communicating Customisation Requirements of Multi-Clients in a Distributed Domain (CCRD). Thereafter, we evaluate that model by presenting the findings of a case study conducted with a company with customisation projects for 18 distributed customers. Then, we compare the outputs of the real case process and the outputs of the CCRD model using simulation methods. Our conjecture is that the CCRD model can reduce the challenge of communication requirements over distributed organisational boundaries, and the delay in decision making and in the entire customisation process time.

Keywords: Customisation Software Products, Global Software Engineering, Local Decision Making, Requirement Engineering, Simulation Model.

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Authors: Delfim Soares Jr.

Abstract:

In this work, a new family of time marching procedures based on Green’s function matrices is presented. The formulation is based on the development of new recurrence relationships, which employ time integral terms to treat initial condition values. These integral terms are numerically evaluated taking into account Newton-Cotes formulas. The Green’s matrices of the model are also numerically computed, taking into account the generalized-α method and subcycling techniques. As it is discussed and illustrated along the text, the proposed procedure is efficient and accurate, providing a very attractive time marching technique. 

Keywords: Dynamics, Time-Marching, Green’s Function, Generalized-α Method, Subcycling.

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Authors: Kejun Zhuang, Hailong Zhu

Abstract:

In this paper, the three species food chain model on time scales is established. The Monod–Haldane functional response and time delay are considered. With the help of coincidence degree theory, existence of periodic solutions is investigated, which unifies the continuous and discrete analogies.

Keywords: Food chain system, periodic solution, time scales, coincidence degree.

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Authors: Daniel Rowe, Christopher R. Vogel, Richard H. J. Willden

Abstract:

This study documents the hydrodynamic characteristics of a recirculating water flume in preparation for experimental testing of horizontal axis tidal stream turbine models. An Acoustic Doppler Velocimeter (ADV) was used to measure the flow at high temporal resolution at various locations throughout the flume, enabling the spatial uniformity and turbulence flow parameters to be investigated. The mean velocity profiles exhibited high levels of spatial uniformity at the design speed of the flume, 0.6 ms−1, with variations in the three-dimensional velocity components on the order of ±1% at the 95% confidence level, along with a modest streamwise acceleration through the measurement domain, a target 5m working section of the flume. A high degree of uniformity was also apparent for the turbulence intensity, with values ranging between 1-2% across the intended swept area of the turbine rotor. The integral scales of turbulence exhibited a far higher degree of variation throughout the water column, particularly in the streamwise and vertical scales. This behaviour is believed to be due to the high signal noise content leading to decorrelation in the sampling records. To achieve more realistic levels of vertical velocity shear in the flume, a simple procedure to practically generate target vertical shear profiles in open-channel flows is described. Here, we arranged a series of non-uniformly spaced parallel bars placed across the width of the flume and normal to the onset flow. By adjusting the resistance grading across the height of the working section, the downstream profiles could be modified accordingly, characterised by changes in the velocity profile power-law exponent, 1/n. Considering the significant temporal variation in a tidal channel, the choice of the exponent denominator, n = 6 and n = 9, effectively provides an achievable range around the much-cited value of n = 7 observed at many tidal sites. The resulting flow profiles, which we intend to use in future turbine tests, have been characterised in detail. The results indicate non-uniform vertical shear across the survey area and reveal substantial corner flows, arising from the differential shear between the target vertical and cross-stream shear profiles throughout the measurement domain. In vertically sheared flow, the rotor-equivalent turbulence intensity ranges between 3.0-3.8% throughout the measurement domain for both bar arrangements, while the streamwise integral length scale grows from a characteristic dimension on the order of the bar width, similar to the flow downstream of a turbulence-generating grid. The experimental tests are well-defined and repeatable and serve as a reference for other researchers who wish to undertake similar investigations.

Keywords: Acoustic Doppler velocimetry, experimental hydrodynamics, open-channel flow, shear profiles, tidal stream turbines.

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Authors: M. Ashaque Meah, M. Shah Noor, M Asif Arefin, Md. Fazlul Karim

Abstract:

A numerical technique in a boundary-fitted curvilinear grid model is developed to simulate the extent of inland inundation along the coastal belts of Peninsular Malaysia and Southern Thailand due to 2004 Indian ocean tsunami. Tsunami propagation and run-up are also studied in this paper. The vertically integrated shallow water equations are solved by using the method of lines (MOL). For this purpose the boundary-fitted grids are generated along the coastal and island boundaries and the other open boundaries of the model domain. A transformation is used to the governing equations so that the transformed physical domain is converted into a rectangular one. The MOL technique is applied to the transformed shallow water equations and the boundary conditions so that the equations are converted into ordinary differential equations initial value problem. Finally the 4^th order Runge-Kutta method is used to solve these ordinary differential equations. The moving boundary technique is applied instead of fixed sea side wall or fixed coastal boundary to ensure the movement of the coastal boundary. The extent of intrusion of water and associated tsunami propagation are simulated for the 2004 Indian Ocean tsunami along the west coast of Peninsular Malaysia and southern Thailand. The simulated results are compared with the results obtained from a finite difference model and the data available in the USGS website. All simulations show better approximation than earlier research and also show excellent agreement with the observed data.

Keywords: Open boundary condition, moving boundary condition, boundary-fitted curvilinear grids, far field tsunami, Shallow Water Equations, tsunami source, Indonesian tsunami of 2004.

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Authors: Naveed Ahmed, Gunar Matthies

Abstract:

We deal with the numerical solution of time-dependent convection-diffusion-reaction equations. We combine the local projection stabilization method for the space discretization with two different time discretization schemes: the continuous Galerkin-Petrov (cGP) method and the discontinuous Galerkin (dG) method of polynomial of degree k. We establish the optimal error estimates and present numerical results which shows that the cGP(k) and dG(k)- methods are accurate of order k +1, respectively, in the whole time interval. Moreover, the cGP(k)-method is superconvergent of order 2k and dG(k)-method is of order 2k +1 at the discrete time points. Furthermore, the dependence of the results on the choice of the stabilization parameter are discussed and compared.

Keywords: Convection-diffusion-reaction equations, stabilized finite elements, discontinuous Galerkin, continuous Galerkin-Petrov.

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Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

Abstract:

In this paper, the robust exponential stability problem of uncertain discrete-time recurrent neural networks with timevarying delay is investigated. By constructing a new augmented Lyapunov-Krasovskii function, some new improved stability criteria are obtained in forms of linear matrix inequality (LMI). Compared with some recent results in literature, the conservatism of the new criteria is reduced notably. Two numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed results.

Keywords: Robust exponential stability, delay-dependent stability, discrete-time neutral networks, time-varying delays.

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

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

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

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