Search results for: exponential smoothing methods
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4211

Search results for: exponential smoothing methods

4181 Globally Exponential Stability and Dissipativity Analysis of Static Neural Networks with Time Delay

Authors: Lijiang Xiang, Shouming Zhong, Yucai Ding

Abstract:

The problems of globally exponential stability and dissipativity analysis for static neural networks (NNs) with time delay is investigated in this paper. Some delay-dependent stability criteria are established for static NNs with time delay using the delay partitioning technique. In terms of this criteria, the delay-dependent sufficient condition is given to guarantee the dissipativity of static NNs with time delay. All the given results in this paper are not only dependent upon the time delay but also upon the number of delay partitions. Two numerical examples are used to show the effectiveness of the proposed methods.

Keywords: Globally exponential stability, Dissipativity, Static neural networks, Time delay.

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4180 Despeckling of Synthetic Aperture Radar Images Using Inner Product Spaces in Undecimated Wavelet Domain

Authors: Syed Musharaf Ali, Muhammad Younus Javed, Naveed Sarfraz Khattak, Athar Mohsin, UmarFarooq

Abstract:

This paper introduces the effective speckle reduction of synthetic aperture radar (SAR) images using inner product spaces in undecimated wavelet domain. There are two major areas in projection onto span algorithm where improvement can be made. First is the use of undecimated wavelet transformation instead of discrete wavelet transformation. And second area is the use of smoothing filter namely directional smoothing filter which is an additional step. Proposed method does not need any noise estimation and thresholding technique. More over proposed method gives good results on both single polarimetric and fully polarimetric SAR images.

Keywords: Directional Smoothing, Inner product, Length ofvector, Undecimated wavelet transformation.

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4179 PTH Moment Exponential Stability of Stochastic Recurrent Neural Networks with Distributed Delays

Authors: Zixin Liu, Jianjun Jiao Wanping Bai

Abstract:

In this paper, the issue of pth moment exponential stability of stochastic recurrent neural network with distributed time delays is investigated. By using the method of variation parameters, inequality techniques, and stochastic analysis, some sufficient conditions ensuring pth moment exponential stability are obtained. The method used in this paper does not resort to any Lyapunov function, and the results derived in this paper generalize some earlier criteria reported in the literature. One numerical example is given to illustrate the main results.

Keywords: Stochastic recurrent neural networks, pth moment exponential stability, distributed time delays.

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4178 A Comparison of Some Thresholding Selection Methods for Wavelet Regression

Authors: Alsaidi M. Altaher, Mohd T. Ismail

Abstract:

In wavelet regression, choosing threshold value is a crucial issue. A too large value cuts too many coefficients resulting in over smoothing. Conversely, a too small threshold value allows many coefficients to be included in reconstruction, giving a wiggly estimate which result in under smoothing. However, the proper choice of threshold can be considered as a careful balance of these principles. This paper gives a very brief introduction to some thresholding selection methods. These methods include: Universal, Sure, Ebays, Two fold cross validation and level dependent cross validation. A simulation study on a variety of sample sizes, test functions, signal-to-noise ratios is conducted to compare their numerical performances using three different noise structures. For Gaussian noise, EBayes outperforms in all cases for all used functions while Two fold cross validation provides the best results in the case of long tail noise. For large values of signal-to-noise ratios, level dependent cross validation works well under correlated noises case. As expected, increasing both sample size and level of signal to noise ratio, increases estimation efficiency.

Keywords: wavelet regression, simulation, Threshold.

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4177 Switching Rule for the Exponential Stability and Stabilization of Switched Linear Systems with Interval Time-varying Delays

Authors: Kreangkri Ratchagit

Abstract:

This paper is concerned with exponential stability and stabilization of switched linear systems with interval time-varying delays. The time delay is any continuous function belonging to a given interval, in which the lower bound of delay is not restricted to zero. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton-s formula, a switching rule for the exponential stability and stabilization of switched linear systems with interval time-varying delays and new delay-dependent sufficient conditions for the exponential stability and stabilization of the systems are first established in terms of LMIs. Numerical examples are included to illustrate the effectiveness of the results.

Keywords: Switching design, exponential stability and stabilization, switched linear systems, interval delay, Lyapunov function, linear matrix inequalities.

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4176 New Approaches on Exponential Stability Analysis for Neural Networks with Time-Varying Delays

Authors: Qingqing Wang, Baocheng Chen, Shouming Zhong

Abstract:

In this paper, utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to study the exponential stability problem for neural networks with discrete and distributed time-varying delays.By constructing new Lyapunov-Krasovskii functional and dividing the discrete delay interval into multiple segments,some new delay-dependent exponential stability criteria are established in terms of LMIs and can be easily checked.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.

Keywords: Neural networks, Exponential stability, LMI approach, Time-varying delays.

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4175 Stochastic Comparisons of Heterogeneous Samples with Homogeneous Exponential Samples

Authors: Nitin Gupta, Rakesh Kumar Bajaj

Abstract:

In the present communication, stochastic comparison of a series (parallel) system having heterogeneous components with random lifetimes and series (parallel) system having homogeneous exponential components with random lifetimes has been studied. Further, conditions under which such a comparison is possible has been established.

Keywords: Exponential distribution, Order statistics, Star ordering, Stochastic ordering.

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4174 Exponential Particle Swarm Optimization Approach for Improving Data Clustering

Authors: Neveen I. Ghali, Nahed El-Dessouki, Mervat A. N., Lamiaa Bakrawi

Abstract:

In this paper we use exponential particle swarm optimization (EPSO) to cluster data. Then we compare between (EPSO) clustering algorithm which depends on exponential variation for the inertia weight and particle swarm optimization (PSO) clustering algorithm which depends on linear inertia weight. This comparison is evaluated on five data sets. The experimental results show that EPSO clustering algorithm increases the possibility to find the optimal positions as it decrease the number of failure. Also show that (EPSO) clustering algorithm has a smaller quantization error than (PSO) clustering algorithm, i.e. (EPSO) clustering algorithm more accurate than (PSO) clustering algorithm.

Keywords: Particle swarm optimization, data clustering, exponential PSO.

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4173 Confidence Intervals for Double Exponential Distribution: A Simulation Approach

Authors: M. Alrasheedi

Abstract:

The double exponential model (DEM), or Laplace distribution, is used in various disciplines. However, there are issues related to the construction of confidence intervals (CI), when using the distribution.In this paper, the properties of DEM are considered with intention of constructing CI based on simulated data. The analysis of pivotal equations for the models here in comparisons with pivotal equations for normal distribution are performed, and the results obtained from simulation data are presented.

Keywords: Confidence intervals, double exponential model, pivotal equations, simulation

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4172 Optimizing Forecasting for Indonesia's Coal and Palm Oil Exports: A Comparative Analysis of ARIMA, ANN, and LSTM Methods

Authors: Mochammad Dewo, Sumarsono Sudarto

Abstract:

The Exponential Triple Smoothing Algorithm approach nowadays, which is used to anticipate the export value of Indonesia's two major commodities, coal and palm oil, has a Mean Percentage Absolute Error (MAPE) value of 30-50%, which may be considered as a "reasonable" forecasting mistake. Forecasting errors of more than 30% shall have a domino effect on industrial output, as extra production adds to raw material, manufacturing and storage expenses. Whereas, reaching an "excellent" classification with an error value of less than 10% will provide new investors and exporters with confidence in the commercial development of related sectors. Industrial growth will bring out a positive impact on economic development. It can be applied for other commodities if the forecast error is less than 10%. The purpose of this project is to create a forecasting technique that can produce precise forecasting results with an error of less than 10%. This research analyzes forecasting methods such as ARIMA (Autoregressive Integrated Moving Average), ANN (Artificial Neural Network) and LSTM (Long-Short Term Memory). By providing a MAPE of 1%, this study reveals that ANN is the most successful strategy for forecasting coal and palm oil commodities in Indonesia.

Keywords: ANN, Artificial Neural Network, ARIMA, Autoregressive Integrated Moving Average, export value, forecast, LSTM, Long Short Term Memory.

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4171 Existence and Exponential Stability of Almost Periodic Solution for Cohen-Grossberg SICNNs with Impulses

Authors: Meng Hu, Lili Wang

Abstract:

In this paper, based on the estimation of the Cauchy matrix of linear impulsive differential equations, by using Banach fixed point theorem and Gronwall-Bellman-s inequality, some sufficient conditions are obtained for the existence and exponential stability of almost periodic solution for Cohen-Grossberg shunting inhibitory cellular neural networks (SICNNs) with continuously distributed delays and impulses. An example is given to illustrate the main results.

Keywords: Almost periodic solution, exponential stability, neural networks, impulses.

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4170 Exponential Stability of Periodic Solutions in Inertial Neural Networks with Unbounded Delay

Authors: Yunquan Ke, Chunfang Miao

Abstract:

In this paper, the exponential stability of periodic solutions in inertial neural networks with unbounded delay are investigated. First, using variable substitution the system is transformed to first order differential equation. Second, by the fixed-point theorem and constructing suitable Lyapunov function, some sufficient conditions guaranteeing the existence and exponential stability of periodic solutions of the system are obtained. Finally, two examples are given to illustrate the effectiveness of the results.

Keywords: Inertial neural networks, unbounded delay, fixed-point theorem, Lyapunov function, periodic solutions, exponential stability.

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4169 Mean Square Exponential Synchronization of Stochastic Neutral Type Chaotic Neural Networks with Mixed Delay

Authors: Zixin Liu, Huawei Yang, Fangwei Chen

Abstract:

This paper studies the mean square exponential synchronization problem of a class of stochastic neutral type chaotic neural networks with mixed delay. On the Basis of Lyapunov stability theory, some sufficient conditions ensuring the mean square exponential synchronization of two identical chaotic neural networks are obtained by using stochastic analysis and inequality technique. These conditions are expressed in the form of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. The feedback controller used in this paper is more general than those used in previous literatures. One simulation example is presented to demonstrate the effectiveness of the derived results.

Keywords: Exponential synchronization, stochastic analysis, chaotic neural networks, neutral type system.

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4168 A Review on Higher Order Spline Techniques for Solving Burgers Equation Using B-Spline Methods and Variation of B-Spline Techniques

Authors: Maryam Khazaei Pool, Lori Lewis

Abstract:

This is a summary of articles based on higher order B-splines methods and the variation of B-spline methods such as Quadratic B-spline Finite Elements Method, Exponential Cubic B-Spline Method Septic B-spline Technique, Quintic B-spline Galerkin Method, and B-spline Galerkin Method based on the Quadratic B-spline Galerkin method (QBGM) and Cubic B-spline Galerkin method (CBGM). In this paper we study the B-spline methods and variations of B-spline techniques to find a numerical solution to the Burgers’ equation. A set of fundamental definitions including Burgers equation, spline functions, and B-spline functions are provided. For each method, the main technique is discussed as well as the discretization and stability analysis. A summary of the numerical results is provided and the efficiency of each method presented is discussed. A general conclusion is provided where we look at a comparison between the computational results of all the presented schemes. We describe the effectiveness and advantages of these methods.

Keywords: Burgers’ Equation, Septic B-spline, Modified Cubic B-Spline Differential Quadrature Method, Exponential Cubic B-Spline Technique, B-Spline Galerkin Method, and Quintic B-Spline Galerkin Method.

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4167 Permanence and Exponential Stability of a Predator-prey Model with HV-Holling Functional Response

Authors: Kai Wang, Yanling Zu

Abstract:

In this paper, a delayed predator-prey system with Hassell-Varley-Holling type functional response is studied. A sufficient criterion for the permanence of the system is presented, and further some sufficient conditions for the global attractivity and exponential stability of the system are established. And an example is to show the feasibility of the results by simulation.

Keywords: Predator-prey system, Hassell-Varley-Holling, delay, permanence, exponential stability.

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4166 Second-order Time Evolution Scheme for Time-dependent Neutron Transport Equation

Authors: Zhenying Hong, Guangwei Yuan, Xuedong Fu, Shulin Yang

Abstract:

In this paper, the typical exponential method, diamond difference and modified time discrete scheme is researched for self adaptive time step. The second-order time evolution scheme is applied to time-dependent spherical neutron transport equation by discrete ordinates method. The numerical results show that second-order time evolution scheme associated exponential method has some good properties. The time differential curve about neutron current is more smooth than that of exponential method and diamond difference and modified time discrete scheme.

Keywords: Exponential method, diamond difference, modified time discrete scheme, second-order time evolution scheme.

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4165 Exponential Stability of Numerical Solutions to Stochastic Age-Dependent Population Equations with Poisson Jumps

Authors: Mao Wei

Abstract:

The main aim of this paper is to investigate the exponential stability of the Euler method for a stochastic age-dependent population equations with Poisson random measures. It is proved that the Euler scheme is exponentially stable in mean square sense. An example is given for illustration.

Keywords: Stochastic age-dependent population equations, poisson random measures, numerical solutions, exponential stability.

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4164 Global Exponential Stability of Impulsive BAM Fuzzy Cellular Neural Networks with Time Delays in the Leakage Terms

Authors: Liping Zhang, Kelin Li

Abstract:

In this paper, a class of impulsive BAM fuzzy cellular neural networks with time delays in the leakage terms is formulated and investigated. By establishing a delay differential inequality and M-matrix theory, some sufficient conditions ensuring the existence, uniqueness and global exponential stability of equilibrium point for impulsive BAM fuzzy cellular neural networks with time delays in the leakage terms are obtained. In particular, a precise estimate of the exponential convergence rate is also provided, which depends on system parameters and impulsive perturbation intention. It is believed that these results are significant and useful for the design and applications of BAM fuzzy cellular neural networks. An example is given to show the effectiveness of the results obtained here.

Keywords: Global exponential stability, bidirectional associative memory, fuzzy cellular neural networks, leakage delays, impulses.

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4163 Existence and Exponential Stability of Almost Periodic Solution for Recurrent Neural Networks on Time Scales

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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4162 Exponential State Estimation for Neural Networks with Leakage, Discrete and Distributed Delays

Authors: Liyuan Wang, Shouming Zhong

Abstract:

In this paper, the design problem of state estimator for neural networks with the mixed time-varying delays are investigated by constructing appropriate Lyapunov-Krasovskii functionals and using some effective mathematical techniques. In order to derive several conditions to guarantee the estimation error systems to be globally exponential stable, we transform the considered systems into the neural-type time-delay systems. Then with a set of linear inequalities(LMIs), we can obtain the stable criteria. Finally, three numerical examples are given to show the effectiveness and less conservatism of the proposed criterion.

Keywords: State estimator, Neural networks, Globally exponential stability.

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4161 Exponential Stability Analysis for Switched Cellular Neural Networks with Time-varying Delays and Impulsive Effects

Authors: Zixin Liu, Fangwei Chen

Abstract:

In this Letter, a class of impulsive switched cellular neural networks with time-varying delays is investigated. At the same time, parametric uncertainties assumed to be norm bounded are considered. By dividing the network state variables into subgroups according to the characters of the neural networks, some sufficient conditions guaranteeing exponential stability for all admissible parametric uncertainties are derived via constructing appropriate Lyapunov functional. One numerical example is provided to illustrate the validity of the main results obtained in this paper.

Keywords: Switched systems, exponential stability, cellular neural networks.

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4160 Delay-range-Dependent Exponential Synchronization of Lur-e Systems with Markovian Switching

Authors: Xia Zhou, Shouming Zhong

Abstract:

The problem of delay-range-dependent exponential synchronization is investigated for Lur-e master-slave systems with delay feedback control and Markovian switching. Using Lyapunov- Krasovskii functional and nonsingular M-matrix method, novel delayrange- dependent exponential synchronization in mean square criterions are established. The systems discussed in this paper is advanced system, and takes all the features of interval systems, Itˆo equations, Markovian switching, time-varying delay, as well as the environmental noise, into account. Finally, an example is given to show the validity of the main result.

Keywords: Synchronization, delay-range-dependent, Markov chain, generalized Itō's formula, brownian motion, M-matrix.

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4159 Existence and Global Exponential Stability of Periodic Solutions of Cellular Neural Networks with Distributed Delays and Impulses on Time Scales

Authors: Daiming Wang

Abstract:

In this paper, by using Mawhin-s continuation theorem of coincidence degree and a method based on delay differential inequality, some sufficient conditions are obtained for the existence and global exponential stability of periodic solutions of cellular neural networks with distributed delays and impulses on time scales. The results of this paper generalized previously known results.

Keywords: Periodic solutions, global exponential stability, coincidence degree, M-matrix.

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4158 A Hidden Markov Model for Modeling Pavement Deterioration under Incomplete Monitoring Data

Authors: Nam Lethanh, Bryan T. Adey

Abstract:

In this paper, the potential use of an exponential hidden Markov model to model a hidden pavement deterioration process, i.e. one that is not directly measurable, is investigated. It is assumed that the evolution of the physical condition, which is the hidden process, and the evolution of the values of pavement distress indicators, can be adequately described using discrete condition states and modeled as a Markov processes. It is also assumed that condition data can be collected by visual inspections over time and represented continuously using an exponential distribution. The advantage of using such a model in decision making process is illustrated through an empirical study using real world data.

Keywords: Deterioration modeling, Exponential distribution, Hidden Markov model, Pavement management

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4157 Exponential Stability of Uncertain Takagi-Sugeno Fuzzy Hopfield Neural Networks with Time Delays

Authors: Meng Hu, Lili Wang

Abstract:

In this paper, based on linear matrix inequality (LMI), by using Lyapunov functional theory, the exponential stability criterion is obtained for a class of uncertain Takagi-Sugeno fuzzy Hopfield neural networks (TSFHNNs) with time delays. Here we choose a generalized Lyapunov functional and introduce a parameterized model transformation with free weighting matrices to it, these techniques lead to generalized and less conservative stability condition that guarantee the wide stability region. Finally, an example is given to illustrate our results by using MATLAB LMI toolbox.

Keywords: Hopfield neural network, linear matrix inequality, exponential stability, time delay, T-S fuzzy model.

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4156 Optimal Design for SARMA(P,Q)L Process of EWMA Control Chart

Authors: Y. Areepong

Abstract:

The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL0). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL1) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL0) and (ARL1) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL1).

Keywords: Average Run Length1, Optimal parameters, Exponentially Weighted Moving Average (EWMA) control chart.

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4155 Existence and Globally Exponential Stability of Equilibrium for BAM Neural Networks with Mixed Delays and Impulses

Authors: Xiaomei Wang, Shouming Zhong

Abstract:

In this paper, a class of generalized bi-directional associative memory (BAM) neural networks with mixed delays is investigated. On the basis of Lyapunov stability theory and contraction mapping theorem, some new sufficient conditions are established for the existence and uniqueness and globally exponential stability of equilibrium, which generalize and improve the previously known results. One example is given to show the feasibility and effectiveness of our results.

Keywords: Bi-directional associative memory (BAM) neural networks, mixed delays, Lyapunov stability theory, contraction mapping theorem, existence, equilibrium, globally exponential stability.

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4154 Change Point Analysis in Average Ozone Layer Temperature Using Exponential Lomax Distribution

Authors: Amjad Abdullah, Amjad Yahya, Bushra Aljohani, Amani S. Alghamdi

Abstract:

Change point detection is an important part of data analysis. The presence of a change point refers to a significant change in the behavior of a time series. In this article, we examine the detection of multiple change points of parameters of the exponential Lomax distribution, which is broad and flexible compared with other distributions while fitting data. We used the Schwarz information criterion and binary segmentation to detect multiple change points in publicly available data on the average temperature in the ozone layer. The change points were successfully located.

Keywords: Binary segmentation, change point, exponential Lomax distribution, information criterion.

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4153 Moment Generating Functions of Observed Gaps between Hypopnea Using Saddlepoint Approximations

Authors: Nur Zakiah Mohd Saat, Abdul Aziz Jemain

Abstract:

Saddlepoint approximations is one of the tools to obtain an expressions for densities and distribution functions. We approximate the densities of the observed gaps between the hypopnea events using the Huzurbazar saddlepoint approximation. We demonstrate the density of a maximum likelihood estimator in exponential families.

Keywords: Exponential, maximum likehood estimators, observed gap, Saddlepoint approximations.

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4152 Orthogonal Regression for Nonparametric Estimation of Errors-in-Variables Models

Authors: Anastasiia Yu. Timofeeva

Abstract:

Two new algorithms for nonparametric estimation of errors-in-variables models are proposed. The first algorithm is based on penalized regression spline. The spline is represented as a piecewise-linear function and for each linear portion orthogonal regression is estimated. This algorithm is iterative. The second algorithm involves locally weighted regression estimation. When the independent variable is measured with error such estimation is a complex nonlinear optimization problem. The simulation results have shown the advantage of the second algorithm under the assumption that true smoothing parameters values are known. Nevertheless the use of some indexes of fit to smoothing parameters selection gives the similar results and has an oversmoothing effect.

Keywords: Grade point average, orthogonal regression, penalized regression spline, locally weighted regression.

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