Search results for: Periodic autoregressive model.

Authors: Yanling Zhu

Abstract:

In this paper, a predator-prey model with Holling III type functional response is studied. It is interesting that the system is always uniformly persistent, which yields the existence of at least one positive periodic solutions for the corresponding periodic system. The result improves the corresponding ones in [11]. Moreover, an example is illustrated to verify the results by simulation.

Keywords: Predator-prey model, Uniformly persistence, Comparisontheorem, Holling III type functional response.

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Authors: Takashi Mitsuishi, Koji Saigusa

Abstract:

This paper presents circular polar coordinates transformation of periodic fuzzy membership function. The purpose is identification of domain of periodic membership functions in consequent part of IF-THEN rules. Proposed methods in this paper remove complicatedness concerning domain of periodic membership function from defuzzification in fuzzy approximate reasoning. Defuzzification on circular polar coordinates is also proposed.

Keywords: Defuzzification, periodic membership function, polar coordinates transformation.

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Authors: Kejun Zhuang, Zhaohui Wen

Abstract:

This paper is concerned with a nonautonomous three species food chain model with Crowley–Martin type functional response and time delay. Using the Mawhin-s continuation theorem in theory of degree, sufficient conditions for existence of periodic solutions are obtained.

Keywords: Periodic solutions, coincidence degree, food chain model, Crowley–Martin functional response.

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Authors: Abiodun M. Aibinu, Momoh J. E. Salami, Amir A. Shafie, Athaur Rahman Najeeb

Abstract:

Autoregressive Moving average (ARMA) is a parametric based method of signal representation. It is suitable for problems in which the signal can be modeled by explicit known source functions with a few adjustable parameters. Various methods have been suggested for the coefficients determination among which are Prony, Pade, Autocorrelation, Covariance and most recently, the use of Artificial Neural Network technique. In this paper, the method of using Artificial Neural network (ANN) technique is compared with some known and widely acceptable techniques. The comparisons is entirely based on the value of the coefficients obtained. Result obtained shows that the use of ANN also gives accurate in computing the coefficients of an ARMA system.

Keywords: Autoregressive moving average, coefficients, back propagation, model parameters, neural network, weight.

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Authors: Farouk Cherif

Abstract:

This paper is concerned with the existence and unique¬ness of pseudo-almost periodic solutions to the chaotic delayed neural networks (t)= —Dx(t) ± A f (x (t)) B f (x (t — r)) C f (x(p))dp J (t) . t-o Under some suitable assumptions on A, B, C, D, J and f, the existence and uniqueness of a pseudo-almost periodic solution to equation above is obtained. The results of this paper are new and they complement previously known results.

Keywords: Chaotic neural network, Hamiltonian systems, Pseudo almost periodic.

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Authors: Xiaoquan Ding, Jianmin Hao, Changwen Liu

Abstract:

This paper is devoted to a delayed periodic predatorprey system with non-monotonic numerical response on time scales. With the help of a continuation theorem based on coincidence degree theory, we establish easily verifiable criteria for the existence of multiple periodic solutions. As corollaries, some applications are listed. In particular, our results improve and generalize some known ones.

Keywords: Predator-prey system, periodic solution, time scale, delay, coincidence degree.

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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: Meng Hu, Lili Wang

Abstract:

In this paper, we investigate dynamics of 2n almost periodic attractors for Cohen-Grossberg neural networks (CGNNs) with variable and distribute time delays. By imposing some new assumptions on activation functions and system parameters, we split invariant basin of CGNNs into 2n compact convex subsets. Then the existence of 2n almost periodic solutions lying in compact convex subsets is attained due to employment of the theory of exponential dichotomy and Schauder-s fixed point theorem. Meanwhile, we derive some new criteria for the networks to converge toward these 2n almost periodic solutions and exponential attracting domains are also given correspondingly.

Keywords: CGNNs, almost periodic solution, invariant basins, attracting domains.

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Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.

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Authors: Fengshuo Zhang, Zhouhong Li

Abstract:

In this paper, we obtain sufficient conditions for the existence of at least four positive almost periodic solutions to an impulsive delayed periodic plankton allelopathy system with multiple exploited (or harvesting) terms. This result is obtained through the use of Mawhins continuation theorem of coincidence degree theory along with some properties relating to inequalities.

Keywords: Almost periodic solutions, plankton allelopathy system, coincidence degree, impulse.

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Authors: Changjin Xu, Yusen Wu

Abstract:

In this paper, a asymptotically periodic predator-prey model with Modified Leslie-Gower and Holling-Type II schemes is investigated. Some sufficient conditions for the uniformly strong persistence of the system are established. Our result is an important complementarity to the earlier results.

Keywords: Predator-prey model, uniformly strong persistence, asymptotically periodic, Holling-type II.

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Authors: Muhammad Rizwan Azhar, Emadadeen Ali

Abstract:

In this paper, periodic force operation of a wastewater treatment process has been studied for the improved process performance. A previously developed dynamic model for the process is used to conduct the performance analysis. The static version of the model was utilized first to determine the optimal productivity conditions for the process. Then, feed flow rate in terms of dilution rate i.e. (D) is transformed into sinusoidal function. Nonlinear model predictive control algorithm is utilized to regulate the amplitude and period of the sinusoidal function. The parameters of the feed cyclic functions are determined which resulted in improved productivity than the optimal productivity under steady state conditions. The improvement in productivity is found to be marginal and is satisfactory in substrate conversion compared to that of the optimal condition and to the steady state condition, which corresponds to the average value of the periodic function. Successful results were also obtained in the presence of modeling errors and external disturbances.

Keywords: Dilution rate, nonlinear model predictive control, sinusoidal function, wastewater treatment.

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Authors: Pan Wang, Yongkun Li

Abstract:

In this paper, a periodic predator-prey system with harvesting terms and Holling II type functional response is considered. Sufficient criteria for the existence of at least sixteen periodic solutions are established by using the well known continuation theorem due to Mawhin. An example is given to illustrate the main result.

Keywords: Periodic solution, predator-prey system, harvesting terms, continuation theorem.

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Authors: Mogari I. Rapoo, Diteboho Xaba

Abstract:

This paper examines the forecasting performance of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) models with the published exchange rate obtained from South African Reserve Bank (SARB). ARIMA is one of the popular linear models in time series forecasting for the past decades. ARIMA and ANN models are often compared and literature revealed mixed results in terms of forecasting performance. The study used the MSE and MAE to measure the forecasting performance of the models. The empirical results obtained reveal the superiority of ARIMA model over ANN model. The findings further resolve and clarify the contradiction reported in literature over the superiority of ARIMA and ANN models.

Keywords: ARIMA, artificial neural networks models, error metrics, exchange rates.

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Authors: Emrah Bulut, Okan Duru, Shigeru Yoshida

Abstract:

In this study, a fuzzy integrated logical forecasting method (FILF) is extended for multi-variate systems by using a vector autoregressive model. Fuzzy time series forecasting (FTSF) method was recently introduced by Song and Chissom [1]-[2] after that Chen improved the FTSF method. Rather than the existing literature, the proposed model is not only compared with the previous FTS models, but also with the conventional time series methods such as the classical vector autoregressive model. The cluster optimization is based on the C-means clustering method. An empirical study is performed for the prediction of the chartering rates of a group of dry bulk cargo ships. The root mean squared error (RMSE) metric is used for the comparing of results of methods and the proposed method has superiority than both traditional FTS methods and also the classical time series methods.

Keywords: C-means clustering, Fuzzy time series, Multi-variate design

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Authors: Katleho D. Makatjane, Kalebe M. Kalebe

Abstract:

The present paper used time-varying parameters which are based on the score function of a probability density at time t to model volatility of saving rate. We used a scaled likelihood function to update the parameters of the model overtime. Our results revealed high diligence of time-varying since the location parameter is greater than zero. Furthermore, we discovered a leptokurtic condition on saving rate’s distribution. Kapetanios, Shin-Shell Nonlinear Augmented Dickey-Fuller (KSS-NADF) test showed that the saving rate has a nonlinear unit root; therefore, it can be modeled by a generalised autoregressive score (GAS) model. Additionally, value at risk (VaR) and conditional tail expectation (CTE) indicate that 99% of the time people in Lesotho are saving more than spending. This puts the economy in high risk of not expanding. Therefore, the monetary policy committee (MPC) of Lesotho should revise their monetary policies towards this high saving rates risk.

Keywords: Generalized autoregressive score, time-varying, saving rate, Lesotho.

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Authors: Lili Wang, Meng Hu

Abstract:

In this paper, a class of recurrent neural networks (RNNs) with variable delays are studied on almost periodic time scales, some sufficient conditions are established for the existence and global exponential stability of the almost periodic solution. These results have important leading significance in designs and applications of RNNs. Finally, two examples and numerical simulations are presented to illustrate the feasibility and effectiveness of the results.

Keywords: Recurrent neural network, Almost periodic solution, Global exponential stability, Time scale.

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Authors: Changjin Xu, Qianhong Zhang

Abstract:

In this paper, the existence of periodic solutions of a delayed competitive system with the effect of toxic substances is investigated by using the Gaines and Mawhin,s continuation theorem of coincidence degree theory on time scales. New sufficient conditions are obtained for the existence of periodic solutions. The approach is unified to provide the existence of the desired solutions for the continuous differential equations and discrete difference equations. Moreover, The approach has been widely applied to study existence of periodic solutions in differential equations and difference equations.

Keywords: Time scales, competitive system, periodic solution, coincidence degree, topological degree.

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Authors: Fituri H Belgassem, Abdulbasit Nigrat, Seddeeq Ghrari

Abstract:

In this paper, the construction of fast algorithms for the computation of Periodic Walsh Piecewise-Linear PWL transform and the Periodic Haar Piecewise-Linear PHL transform will be presented. Algorithms for the computation of the inverse transforms are also proposed. The matrix equation of the PWL and PHL transforms are introduced. Comparison of the computational requirements for the periodic piecewise-linear transforms and other orthogonal transforms shows that the periodic piecewise-linear transforms require less number of operations than some orthogonal transforms such as the Fourier, Walsh and the Discrete Cosine transforms.

Keywords: Piece wise linear transforms, Fast transforms, Fast algorithms.

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Authors: Ε. Giovanis

Abstract:

In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecast , Fuzzy membership functions, Smoothingtransition, Time-series

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Authors: Farshid Fathinia, Mohammad Parsazadeh, Amirhossein Heshmati

Abstract:

Turbulent forced convection flow in a 2-dimensional channel over periodic grooves is numerically investigated. Finite volume method is used to study the effect of turbulence model. The range of Reynolds number varied from 10000 to 30000 for the ribheight to channel-height ratio (B/H) of 2. The downstream wall is heated by a uniform heat flux while the upstream wall is insulated. The investigation is analyzed with different types of nanoparticles such as SiO2, Al2O3, and ZnO, with water as a base fluid are used. The volume fraction is varied from 1% to 4% and the nanoparticle diameter is utilized between 20nm to 50nm. The results revealed 114% heat transfer enhancement compared to the water in a grooved channel by using SiO2 nanoparticle with volume fraction and nanoparticle diameter of 4% and 20nm respectively.

Keywords: Forced convection, Periodic grooves, Nanofluids, Turbulent model, Heat transfer.

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Authors: Qianhong Zhang, Lihui Yang, Daixi Liao

Abstract:

In this paper, by employing a new Lyapunov functional and an elementary inequality analysis technique, some sufficient conditions are derived to ensure the existence and uniqueness of periodic oscillatory solution for fuzzy bi-directional memory (BAM) neural networks with time-varying delays, and all other solutions of the fuzzy BAM neural networks converge the uniqueness periodic solution. These criteria are presented in terms of system parameters and have important leading significance in the design and applications of neural networks. Moreover an example is given to illustrate the effectiveness and feasible of results obtained.

Keywords: Fuzzy BAM neural networks, Periodic solution, Global exponential stability, Time-varying delays

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Authors: Ayşe Eldem, Fatih Başçiftçi

Abstract:

Visually impaired individuals cannot lead their lives as comfortable as others. Therefore, new applications are being developed every passing day in order to make their lives easier. In this study, an electronic and computer-aided audio device was developed with the aim of making the learning of the periodic table easier for the visually impaired. In this device, a board includes buttons for each element of the periodic table. After pressing a button, the visually impaired individual not only hears the name of the element but also feels with his/her hands where that specific element is located.

Keywords: Periodic Table, PIC16F877, Serial port, Visually Impaired Individual.

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Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome

Abstract:

This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model, where document topics are extracted using LDA. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.

Keywords: Regression model, social mood, stock market prediction, Twitter.

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Authors: Lili Wang

Abstract:

By using the estimation of the Cauchy matrix of linear impulsive differential equations and Banach fixed point theorem as well as Gronwall-Bellman’s inequality, some sufficient conditions are obtained for the existence and exponential stability of almost periodic solution for an impulsive neural networks with distributed delays. An example is presented to illustrate the feasibility and  effectiveness of the results.

Keywords: Almost periodic solution, Exponential stability, Neural networks, Impulses.

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Authors: Yanling Zhu, Kai Wang

Abstract:

By means of Mawhin’s continuation theorem, we study a kind of third-order p-Laplacian functional differential equation with distributed delay in the form: ϕp(x (t)) = g  t,  0 −τ x(t + s) dα(s)  + e(t), some criteria to guarantee the existence of periodic solutions are obtained.

Keywords: p–Laplacian, distributed delay, periodic solution, Mawhin's continuation theorem.

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Authors: Wu Qinglong, Zhou Qicai, Xiong Xiaolei, Zhang Richeng

Abstract:

In order to achieve the layout and size optimization of the web members of tower crane boom, a truss topology and cross section size optimization method based on continuum is proposed considering three typical working conditions. Firstly, the optimization model is established by replacing web members with web plates. And the web plates are divided into several sub-domains so that periodic soft kill option (SKO) method can be carried out for topology optimization of the slender boom. After getting the optimized topology of web plates, the optimized layout of web members is formed through extracting the principal stress distribution. Finally, using the web member radius as design variable, the boom compliance as objective and the material volume of the boom as constraint, the cross section size optimization mathematical model is established. The size optimization criterion is deduced from the mathematical model by Lagrange multiplier method and Kuhn-Tucker condition. By comparing the original boom with the optimal boom, it is identified that this optimization method can effectively lighten the boom and improve its performance.

Keywords: Tower crane boom, topology optimization, size optimization, periodic, soft kill option, optimization criterion.

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Authors: Daiming Wang

Abstract:

In this paper, a neutral impulsive competition system with distributed delays is studied by using Mawhin-s coincidence degree theory and the mean value theorem of differential calculus. Sufficient conditions on the existence of positive periodic solution of the system are obtained.

Keywords: Neutral impulsive delay system, competitive system, coincidence degree, periodic solution, existence.

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Authors: Kejun Zhuang, Zhaohui Wen

Abstract:

In this paper, a tri–neuron network model with time delay is investigated. By using the Bendixson-s criterion for high– dimensional ordinary differential equations and global Hopf bifurcation theory for functional differential equations, sufficient conditions for existence of periodic solutions when the time delay is sufficiently large are established.

Keywords: Delay, global Hopf bifurcation, neural network, periodicsolutions.

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Authors: Adam Czornik, Aleksander Nawrat

Abstract:

This paper studies the problem of exponential stability of perturbed discrete linear systems with periodic coefficients. Assuming that the unperturbed system is exponentially stable we obtain conditions on the perturbations under which the perturbed system is exponentially stable.

Keywords: Exponential stability, time-varying linear systems, periodic systems.

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