Search results for: Intra prediction
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1116

Search results for: Intra prediction

546 Predicting Protein Function using Decision Tree

Authors: Manpreet Singh, Parminder Kaur Wadhwa, Surinder Kaur

Abstract:

The drug discovery process starts with protein identification because proteins are responsible for many functions required for maintenance of life. Protein identification further needs determination of protein function. Proposed method develops a classifier for human protein function prediction. The model uses decision tree for classification process. The protein function is predicted on the basis of matched sequence derived features per each protein function. The research work includes the development of a tool which determines sequence derived features by analyzing different parameters. The other sequence derived features are determined using various web based tools.

Keywords: Sequence Derived Features, decision tree.

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545 A High Quality Speech Coder at 600 bps

Authors: Yong Zhang, Ruimin Hu

Abstract:

This paper presents a vocoder to obtain high quality synthetic speech at 600 bps. To reduce the bit rate, the algorithm is based on a sinusoidally excited linear prediction model which extracts few coding parameters, and three consecutive frames are grouped into a superframe and jointly vector quantization is used to obtain high coding efficiency. The inter-frame redundancy is exploited with distinct quantization schemes for different unvoiced/voiced frame combinations in the superframe. Experimental results show that the quality of the proposed coder is better than that of 2.4kbps LPC10e and achieves approximately the same as that of 2.4kbps MELP and with high robustness.

Keywords: Speech coding, Vector quantization, linear predicition, Mixed sinusoidal excitation

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544 Satellite Rainfall Prediction Techniques - A State of the Art Review

Authors: S. Sarumathi, N. Shanthi, S. Vidhya

Abstract:

In the present world, predicting rainfall is considered to be an essential and also a challenging task. Normally, the climate and rainfall are presumed to have non-linear as well as intricate phenomena. For predicting accurate rainfall, we necessitate advanced computer modeling and simulation. When there is an enhanced understanding of the spatial and temporal distribution of precipitation then it becomes enrichment to applications such as hydrologic, climatic and ecological. Conversely, there may be some kind of challenges occur in the community due to some application which results in the absence of consistent precipitation observation in remote and also emerging region. This survey paper provides a multifarious collection of methodologies which are epitomized by various researchers for predicting the rainfall. It also gives information about some technique to forecast rainfall, which is appropriate to all methods like numerical, traditional and statistical.

Keywords: Satellite Image, Segmentation, Feature Extraction, Classification, Clustering, Precipitation Estimation.

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543 Integration of Microarray Data into a Genome-Scale Metabolic Model to Study Flux Distribution after Gene Knockout

Authors: Mona Heydari, Ehsan Motamedian, Seyed Abbas Shojaosadati

Abstract:

Prediction of perturbations after genetic manipulation (especially gene knockout) is one of the important challenges in systems biology. In this paper, a new algorithm is introduced that integrates microarray data into the metabolic model. The algorithm was used to study the change in the cell phenotype after knockout of Gss gene in Escherichia coli BW25113. Algorithm implementation indicated that gene deletion resulted in more activation of the metabolic network. Growth yield was more and less regulating gene were identified for mutant in comparison with the wild-type strain.

Keywords: Metabolic network, gene knockout, flux balance analysis, microarray data, integration.

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542 Using Genetic Programming to Evolve a Team of Data Classifiers

Authors: Gregor A. Morrison, Dominic P. Searson, Mark J. Willis

Abstract:

The purpose of this paper is to demonstrate the ability of a genetic programming (GP) algorithm to evolve a team of data classification models. The GP algorithm used in this work is “multigene" in nature, i.e. there are multiple tree structures (genes) that are used to represent team members. Each team member assigns a data sample to one of a fixed set of output classes. A majority vote, determined using the mode (highest occurrence) of classes predicted by the individual genes, is used to determine the final class prediction. The algorithm is tested on a binary classification problem. For the case study investigated, compact classification models are obtained with comparable accuracy to alternative approaches.

Keywords: classification, genetic programming.

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541 Modeling and Prediction of Zinc Extraction Efficiency from Concentrate by Operating Condition and Using Artificial Neural Networks

Authors: S. Mousavian, D. Ashouri, F. Mousavian, V. Nikkhah Rashidabad, N. Ghazinia

Abstract:

PH, temperature and time of extraction of each stage,  agitation speed and delay time between stages effect on efficiency of  zinc extraction from concentrate. In this research, efficiency of zinc  extraction was predicted as a function of mentioned variable by  artificial neural networks (ANN). ANN with different layer was  employed and the result show that the networks with 8 neurons in  hidden layer has good agreement with experimental data.

 

Keywords: Zinc extraction, Efficiency, Neural networks, Operating condition.

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540 Development of Prediction Tool for Sound Absorption and Sound Insulation for Sound Proof Properties

Authors: Yoshio Kurosawa, Takao Yamaguchi

Abstract:

High frequency automotive interior noise above 500 Hz considerably affects automotive passenger comfort. To reduce this noise, sound insulation material is often laminated on body panels or interior trim panels. For a more effective noise reduction, the sound reduction properties of this laminated structure need to be estimated. We have developed a new calculate tool that can roughly calculate the sound absorption and insulation properties of laminate structure and handy for designers. In this report, the outline of this tool and an analysis example applied to floor mat are introduced.

Keywords: Automobile, acoustics, porous material, Transfer Matrix Method.

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539 Effective Sonar Target Classification via Parallel Structure of Minimal Resource Allocation Network

Authors: W.S. Lim, M.V.C. Rao

Abstract:

In this paper, the processing of sonar signals has been carried out using Minimal Resource Allocation Network (MRAN) and a Probabilistic Neural Network (PNN) in differentiation of commonly encountered features in indoor environments. The stability-plasticity behaviors of both networks have been investigated. The experimental result shows that MRAN possesses lower network complexity but experiences higher plasticity than PNN. An enhanced version called parallel MRAN (pMRAN) is proposed to solve this problem and is proven to be stable in prediction and also outperformed the original MRAN.

Keywords: Ultrasonic sensing, target classification, minimalresource allocation network (MRAN), probabilistic neural network(PNN), stability-plasticity dilemma.

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538 Application of Neural Network on the Loading of Copper onto Clinoptilolite

Authors: John Kabuba

Abstract:

The study investigated the implementation of the Neural Network (NN) techniques for prediction of the loading of Cu ions onto clinoptilolite. The experimental design using analysis of variance (ANOVA) was chosen for testing the adequacy of the Neural Network and for optimizing of the effective input parameters (pH, temperature and initial concentration). Feed forward, multi-layer perceptron (MLP) NN successfully tracked the non-linear behavior of the adsorption process versus the input parameters with mean squared error (MSE), correlation coefficient (R) and minimum squared error (MSRE) of 0.102, 0.998 and 0.004 respectively. The results showed that NN modeling techniques could effectively predict and simulate the highly complex system and non-linear process such as ionexchange.

Keywords: Clinoptilolite, loading, modeling, Neural network.

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537 Degradation Model of Optical Characteristics of Zno-Pigmented White Paint by Electron Radiation

Authors: Tian Hai, Yang Shengsheng, Jr., Wang Yi

Abstract:

Based on an analysis of the mechanism of degradation of optical characteristics of the ZnO-pigmented white paint by electron irradiation, a model of single molecular color centers is built. An equation that explains the relationship between the changes of variation of the ZnO-pigmented white paint-s spectrum absorptance and electron fluence is derived. The uncertain parameters in the equation can be calculated using the curve fitting by experimental data. The result indicates that the model can be applied to predict the degradation of optical characteristics of ZnO-pigmented white paint by electron radiation.

Keywords: ZnO-pigmented white pain, effects of electron radiation, optical characteristics degradation, prediction model.

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536 Fuzzy Inference Based Modelling of Perception Reaction Time of Drivers

Authors: U. Chattaraj, K. Dhusiya, M. Raviteja

Abstract:

Perception reaction time of drivers is an outcome of human thought process, which is vague and approximate in nature and also varies from driver to driver. So, in this study a fuzzy logic based model for prediction of the same has been presented, which seems suitable. The control factors, like, age, experience, intensity of driving of the driver, speed of the vehicle and distance of stimulus have been considered as premise variables in the model, in which the perception reaction time is the consequence variable. Results show that the model is able to explain the impacts of the control factors on perception reaction time properly.

Keywords: Driver, fuzzy logic, perception reaction time, premise variable.

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535 Comparison of Methods of Estimation for Use in Goodness of Fit Tests for Binary Multilevel Models

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

Abstract:

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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534 Geographic Profiling Based on Multi-point Centrography with K-means Clustering

Authors: Jiaji Zhou, Le Liang, Long Chen

Abstract:

Geographic Profiling has successfully assisted investigations for serial crimes. Considering the multi-cluster feature of serial criminal spots, we propose a Multi-point Centrography model as a natural extension of Single-point Centrography for geographic profiling. K-means clustering is first performed on the data samples and then Single-point Centrography is adopted to derive a probability distribution on each cluster. Finally, a weighted combinations of each distribution is formed to make next-crime spot prediction. Experimental study on real cases demonstrates the effectiveness of our proposed model.

Keywords: Geographic profiling, Centrography model, K-means algorithm

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533 A Study on Metal Hexagonal Honeycomb Crushing Under Quasi-Static Loading

Authors: M. Zarei Mahmoudabadi, M. Sadighi

Abstract:

In the study of honeycomb crushing under quasistatic loading, two parameters are important, the mean crushing stress and the wavelength of the folding mode. The previous theoretical models did not consider the true cylindrical curvature effects and the flow stress in the folding mode of honeycomb material. The present paper introduces a modification on Wierzbicki-s model based on considering two above mentioned parameters in estimating the mean crushing stress and the wavelength through implementation of the energy method. Comparison of the results obtained by the new model and Wierzbicki-s model with existing experimental data shows better prediction by the model presented in this paper.

Keywords: Crush strength, Flow stress, Honeycomb, Quasistatic load.

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532 The Analysis of Deceptive and Truthful Speech: A Computational Linguistic Based Method

Authors: Seham El Kareh, Miramar Etman

Abstract:

Recently, detecting liars and extracting features which distinguish them from truth-tellers have been the focus of a wide range of disciplines. To the author’s best knowledge, most of the work has been done on facial expressions and body gestures but only few works have been done on the language used by both liars and truth-tellers. This paper sheds light on four axes. The first axis copes with building an audio corpus for deceptive and truthful speech for Egyptian Arabic speakers. The second axis focuses on examining the human perception of lies and proving our need for computational linguistic-based methods to extract features which characterize truthful and deceptive speech. The third axis is concerned with building a linguistic analysis program that could extract from the corpus the inter- and intra-linguistic cues for deceptive and truthful speech. The program built here is based on selected categories from the Linguistic Inquiry and Word Count program. Our results demonstrated that Egyptian Arabic speakers on one hand preferred to use first-person pronouns and present tense compared to the past tense when lying and their lies lacked of second-person pronouns, and on the other hand, when telling the truth, they preferred to use the verbs related to motion and the nouns related to time. The results also showed that there is a need for bigger data to prove the significance of words related to emotions and numbers.

Keywords: Egyptian Arabic corpus, computational analysis, deceptive features, forensic linguistics, human perception, truthful features.

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531 Numerical Investigation of Flow Past Cylinderin Cross Flow

Authors: M. H. Alhajeri, Jasem Alrajhi, Mohsen Alardhi, Saleh Alhajeri

Abstract:

A numerical prediction of flow in a tube bank is reported. The flow regimes considered cover a wide range of Reynolds numbers, which range from 380 to 99000 and which are equivalent to a range of inlet velocities from very low (0.072 m/s) to very high (60 m/s). In this study, calculations were made using the standard k-e model with standard wall function. The drag coefficient, skin friction drag, pressure drag, and pressure distribution around a tube were investigated. As the velocity increased, the drag coefficient decreased until the velocity exceeded 45 m/s, after which it increased. Furthermore, the pressure drag and skin friction drag depend on the velocity.

Keywords: Numerical, Fluid, Flow, Turbine, Cooling, Blade.

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530 The State-of-Art Environmental Impact Assessment: An Overview

Authors: Tsolmon Tumenjargal, Muhammad Hassan Khalil, Wu Yao Guo

Abstract:

The research on the effectiveness of environmental assessment (EA) is a milestone effort to evaluate the state of the field, including many contributors related with a lot of countries since more than two decades. In the 1960s, there was a surge of interest between modern industrialized countries over unexpected opposite effects of technical invention. The interest led to choice of approaches for assessing and prediction the impressions of technology and advancement for social and economic, state health and safety, solidity and the circumstances. These are consisting of risk assessment, technology assessment, environmental impact assessment and costbenefit analysis. In this research contribution, the authors have described the research status for environmental assessment in cumulative environmental system. This article discusses the methods for cumulative effect assessment (CEA).

Keywords: Cumulative effect assessment, Environmental impact assessment.

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529 Combined Fuzzy and Predictive Controller for Unity Power Factor Converter

Authors: Abdelhalim Kessal

Abstract:

This paper treats a design of combined control of a single phase power factor correction (PFC). The strategy of the proposed control is based on two parts, the first, for the outer loop (DC output regulated voltage), and the second govern the input current of the converter in order to achieve a sinusoidal form in phase with the grid voltage. Two kinds of regulators are used, Fuzzy controller for the outer loop and predictive controller for the inner loop. The controllers are verified and discussed through simulation under MATLAB/Simulink platform. Also an experimental confirmation is applied. Results present a high dynamic performance under various parameters changes.

Keywords: Boost converter, harmonic distortion, Fuzzy, prediction, unity power factor.

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528 Predictions of Values in a Causticizing Process

Authors: R. Andreola, O. A. A. Santos, L. M. M, Jorge

Abstract:

An industrial system for the production of white liquor of a paper industry, Klabin Paraná Papéis, formed by ten reactors was modeled, simulated, and analyzed. The developed model considered possible water losses by evaporation and reaction, in addition to variations in volumetric flow of lime mud across the reactors due to composition variations. The model predictions agreed well with the process measurements at the plant and the results showed that the slaking reaction is nearly complete at the third causticizing reactor, while causticizing ends by the seventh reactor. Water loss due to slaking reaction and evaporation occurs more pronouncedly in the slaking reaction than in the final causticizing reactors; nevertheless, the lime mud flow remains nearly constant across the reactors.

Keywords: Causticizing, lime, prediction, process.

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527 Comparison of the Distillation Curve Obtained Experimentally with the Curve Extrapolated by a Commercial Simulator

Authors: Lívia B. Meirelles, Erika C. A. N. Chrisman, Flávia B. de Andrade, Lilian C. M. de Oliveira

Abstract:

True Boiling Point distillation (TBP) is one of the most common experimental techniques for the determination of petroleum properties. This curve provides information about the performance of petroleum in terms of its cuts. The experiment is performed in a few days. Techniques are used to determine the properties faster with a software that calculates the distillation curve when a little information about crude oil is known. In order to evaluate the accuracy of distillation curve prediction, eight points of the TBP curve and specific gravity curve (348 K and 523 K) were inserted into the HYSYS Oil Manager, and the extended curve was evaluated up to 748 K. The methods were able to predict the curve with the accuracy of 0.6%-9.2% error (Software X ASTM), 0.2%-5.1% error (Software X Spaltrohr).

Keywords: Distillation curve, petroleum distillation, simulation, true boiling point curve.

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526 Two Day Ahead Short Term Load Forecasting Neural Network Based

Authors: Firas M. Tuaimah

Abstract:

This paper presents an Artificial Neural Network based approach for short-term load forecasting and exactly for two days ahead. Two seasons have been discussed for Iraqi power system, namely summer and winter; the hourly load demand is the most important input variables for ANN based load forecasting. The recorded daily load profile with a lead time of 1-48 hours for July and December of the year 2012 was obtained from the operation and control center that belongs to the Ministry of Iraqi electricity.

The results of the comparison show that the neural network gives a good prediction for the load forecasting and for two days ahead.

Keywords: Short-Term Load Forecasting, Artificial Neural Networks, Back propagation learning.

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525 A Consumption-Based Hybrid Life Cycle Assessment of Carbon Footprints in California: High Footprints in Small Urban Households

Authors: Jukka Heinonen

Abstract:

Higher density reduces distances, private car dependency and thus reduces greenhouse gas emissions (GHGs). As a result, increased density has been given a central role among urban development targets. However, it is not just travel behavior that changes along with density. Rather, the consumption patterns, or overall lifestyles, change along with changing urban structure, particularly with changing housing types and consumption opportunities. Furthermore, elevated consumption of services, more frequent flying and less intra-household sharing have been shown to potentially outweigh the gains from reduced driving in more dense urban settlements. In this study, the geography of carbon footprints (CFs) in California is analyzed paying close attention to the household size differences and the resulting economies-of-scale advantages and disadvantages. A hybrid life cycle assessment (LCA) framework is employed together with consumer expenditure data to assess the CFs. According to the study, small urban households have the highest CFs in California. Their transport related emissions are significantly lower than those of the residents of less urbanized areas, but higher emissions from other consumption categories, together with the low degree of sharing of goods, overweigh the gains. Two functional units, per capita and per household, are used to analyze the CFs and to demonstrate the importance of household size. The lifestyle impacts visible through the consumption data are also discussed. The study suggests that there are still significant gaps in our understanding of the premises of low-carbon human settlements.

Keywords: Carbon footprint, life cycle assessment, consumption, lifestyle, household size, economies-of-scale.

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524 Slip Limit Prediction of High-Strength Bolt Joints Based on Local Approach

Authors: Chang He, Hiroshi Tamura, Hiroshi Katsuchi, Jiaqi Wang

Abstract:

In this study, the aim is to infer the slip limit (static friction limit) of contact interfaces in bolt friction joints by analyzing other bolt friction joints with the same contact surface but in a different shape. By using the Weibull distribution to deal with microelements on the contact surface statistically, the slip limit of a certain type of bolt joint was predicted from other types of bolt joint with the same contact surface. As a result, this research succeeded in predicting the slip limit of bolt joins with different numbers of contact surfaces and with different numbers of bolt rows.

Keywords: Bolt joints, slip coefficient, finite element method, Weibull distribution.

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523 Process Modeling of Electric Discharge Machining of Inconel 825 Using Artificial Neural Network

Authors: Himanshu Payal, Sachin Maheshwari, Pushpendra S. Bharti

Abstract:

Electrical discharge machining (EDM), a non-conventional machining process, finds wide applications for shaping difficult-to-cut alloys. Process modeling of EDM is required to exploit the process to the fullest. Process modeling of EDM is a challenging task owing to involvement of so many electrical and non-electrical parameters. This work is an attempt to model the EDM process using artificial neural network (ANN). Experiments were carried out on die-sinking EDM taking Inconel 825 as work material. ANN modeling has been performed using experimental data. The prediction ability of trained network has been verified experimentally. Results indicate that ANN can predict the values of performance measures of EDM satisfactorily.

Keywords: Artificial neural network, EDM, metal removal rate, modeling, surface roughness.

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522 Predicting the Success of Bank Telemarketing Using Artificial Neural Network

Authors: Mokrane Selma

Abstract:

The shift towards decision making (DM) based on artificial intelligence (AI) techniques will change the way in which consumer markets and our societies function. Through AI, predictive analytics is being used by businesses to identify these patterns and major trends with the objective to improve the DM and influence future business outcomes. This paper proposes an Artificial Neural Network (ANN) approach to predict the success of telemarketing calls for selling bank long-term deposits. To validate the proposed model, we uses the bank marketing data of 41188 phone calls. The ANN attains 98.93% of accuracy which outperforms other conventional classifiers and confirms that it is credible and valuable approach for telemarketing campaign managers.

Keywords: Bank telemarketing, prediction, decision making, artificial intelligence, artificial neural network.

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521 Protein-Protein Interaction Detection Based on Substring Sensitivity Measure

Authors: Nazar Zaki, Safaai Deris, Hany Alashwal

Abstract:

Detecting protein-protein interactions is a central problem in computational biology and aberrant such interactions may have implicated in a number of neurological disorders. As a result, the prediction of protein-protein interactions has recently received considerable attention from biologist around the globe. Computational tools that are capable of effectively identifying protein-protein interactions are much needed. In this paper, we propose a method to detect protein-protein interaction based on substring similarity measure. Two protein sequences may interact by the mean of the similarities of the substrings they contain. When applied on the currently available protein-protein interaction data for the yeast Saccharomyces cerevisiae, the proposed method delivered reasonable improvement over the existing ones.

Keywords: Protein-Protein Interaction, support vector machine, feature extraction, pairwise alignment, Smith-Waterman score.

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520 Inexact Alternating Direction Method for Variational Inequality Problems with Linear Equality Constraints

Authors: Min Sun, Jing Liu

Abstract:

In this article, a new inexact alternating direction method(ADM) is proposed for solving a class of variational inequality problems. At each iteration, the new method firstly solves the resulting subproblems of ADM approximately to generate an temporal point ˜xk, and then the multiplier yk is updated to get the new iterate yk+1. In order to get xk+1, we adopt a new descent direction which is simple compared with the existing prediction-correction type ADMs. For the inexact ADM, the resulting proximal subproblem has closedform solution when the proximal parameter and inexact term are chosen appropriately. We show the efficiency of the inexact ADM numerically by some preliminary numerical experiments.

Keywords: variational inequality problems, alternating direction method, global convergence

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519 An Investigative Study into Observer based Non-Invasive Fault Detection and Diagnosis in Induction Motors

Authors: Padmakumar S., Vivek Agarwal, Kallol Roy

Abstract:

A new observer based fault detection and diagnosis scheme for predicting induction motors- faults is proposed in this paper. Prediction of incipient faults, using different variants of Kalman filter and their relative performance are evaluated. Only soft faults are considered for this work. The data generation, filter convergence issues, hypothesis testing and residue estimates are addressed. Simulink model is used for data generation and various types of faults are considered. A comparative assessment of the estimates of different observers associated with these faults is included.

Keywords: Extended Kalman Filter, Fault detection and diagnosis, Induction motor model, Unscented Kalman Filter

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518 A New Predictor of Coding Regions in Genomic Sequences using a Combination of Different Approaches

Authors: Aníbal Rodríguez Fuentes, Juan V. Lorenzo Ginori, Ricardo Grau Ábalo

Abstract:

Identifying protein coding regions in DNA sequences is a basic step in the location of genes. Several approaches based on signal processing tools have been applied to solve this problem, trying to achieve more accurate predictions. This paper presents a new predictor that improves the efficacy of three techniques that use the Fourier Transform to predict coding regions, and that could be computed using an algorithm that reduces the computation load. Some ideas about the combination of the predictor with other methods are discussed. ROC curves are used to demonstrate the efficacy of the proposed predictor, based on the computation of 25 DNA sequences from three different organisms.

Keywords: Bioinformatics, Coding region prediction, Computational load reduction, Digital Signal Processing, Fourier Transform.

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517 Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models

Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

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