Search results for: stochastic simulation algorithm.

Authors: Muqdad Al-Juboori, Bithin Datta

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Hydraulic structures such as gravity dams are classified as essential structures, and have the vital role in providing strong and safe water resource management. Three major aspects must be considered to achieve an effective design of such a structure: 1) The building cost, 2) safety, and 3) accurate analysis of seepage characteristics. Due to the complexity and non-linearity relationships of the seepage process, many approximation theories have been developed; however, the application of these theories results in noticeable errors. The analytical solution, which includes the difficult conformal mapping procedure, could be applied for a simple and symmetrical problem only. Therefore, the objectives of this paper are to: 1) develop a surrogate model based on numerical simulated data using SEEPW software to approximately simulate seepage process related to a hydraulic structure, 2) develop and solve a linked simulation-optimization model based on the developed surrogate model to describe the seepage occurring under a concrete gravity dam, in order to obtain optimum and safe design at minimum cost. The result shows that the linked simulation-optimization model provides an efficient and optimum design of concrete gravity dams.

Keywords: Artificial neural network, concrete gravity dam, genetic algorithm, seepage analysis.

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Authors: Yasuhiko Okuma, Yuichi Suzuki, Takahiro Murakami, Yoshihisa Ishida

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In this paper, an extended method of the directionally constrained minimization of power (DCMP) algorithm for broadband signals is proposed. The DCMP algorithm is one of the useful techniques of extracting a target signal from observed signals of a microphone array system. In the DCMP algorithm, output power of the microphone array is minimized under a constraint of constant responses to directions of arrival (DOAs) of specific signals. In our algorithm, by limiting the directional constraint to the perpendicular direction to the sensor array system, the calculating time is reduced.

Keywords: Beamformer, directionally constrained minimizationof power, direction of arrival, microphone array.

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Authors: P. Beraldi, M. E. Bruni

Abstract:

Data Envelopment Analysis (DEA) is one of the most widely used technique for evaluating the relative efficiency of a set of homogeneous decision making units. Traditionally, it assumes that input and output variables are known in advance, ignoring the critical issue of data uncertainty. In this paper, we deal with the problem of efficiency evaluation under uncertain conditions by adopting the general framework of the stochastic programming. We assume that output parameters are represented by discretely distributed random variables and we propose two different models defined according to a neutral and risk-averse perspective. The models have been validated by considering a real case study concerning the evaluation of the technical efficiency of a sample of individual firms operating in the Italian leather manufacturing industry. Our findings show the validity of the proposed approach as ex-ante evaluation technique by providing the decision maker with useful insights depending on his risk aversion degree.

Keywords: DEA, Stochastic Programming, Ex-ante evaluation technique, Conditional Value at Risk.

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Authors: Zhengnan Shi

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In the self-stabilizing algorithmic paradigm, each node has a local view of the system, in a finite amount of time the system converges to a global state with desired property. In a graph G = (V, E), a subset S C V is a 2-packing if Vi c V: IN[i] n SI <1. In this paper, an ID-based, constant space, self-stabilizing algorithm that stabilizes to a maximal 2-packing in an arbitrary graph is proposed. It is shown that the algorithm stabilizes in 0(n3) moves under any scheduler (daemon). Specifically, it is shown that the algorithm stabilizes in linear time-steps under a synchronous daemon where every privileged node moves at each time-step.

Keywords: self-stabilization, 2-packing, distributed computing, fault tolerance, graph algorithms

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Authors: Samir Brahim Belhaouari

Abstract:

By taking advantage of both k-NN which is highly accurate and K-means cluster which is able to reduce the time of classification, we can introduce Cluster-k-Nearest Neighbor as "variable k"-NN dealing with the centroid or mean point of all subclasses generated by clustering algorithm. In general the algorithm of K-means cluster is not stable, in term of accuracy, for that reason we develop another algorithm for clustering our space which gives a higher accuracy than K-means cluster, less subclass number, stability and bounded time of classification with respect to the variable data size. We find between 96% and 99.7 % of accuracy in the lassification of 6 different types of Time series by using K-means cluster algorithm and we find 99.7% by using the new clustering algorithm.

Keywords: Pattern recognition, Time series, k-Nearest Neighbor, k-means cluster, Gaussian Mixture Model, Classification

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Authors: M. Sedighizadeh, A. Rezazadeh

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This paper presents a method for the optimal allocation of Distributed generation in distribution systems. In this paper, our aim would be optimal distributed generation allocation for voltage profile improvement and loss reduction in distribution network. Genetic Algorithm (GA) was used as the solving tool, which referring two determined aim; the problem is defined and objective function is introduced. Considering to fitness values sensitivity in genetic algorithm process, there is needed to apply load flow for decision-making. Load flow algorithm is combined appropriately with GA, till access to acceptable results of this operation. We used MATPOWER package for load flow algorithm and composed it with our Genetic Algorithm. The suggested method is programmed under MATLAB software and applied ETAP software for evaluating of results correctness. It was implemented on part of Tehran electricity distributing grid. The resulting operation of this method on some testing system is illuminated improvement of voltage profile and loss reduction indexes.

Keywords: Distributed Generation, Allocation, Voltage Profile, losses, Genetic Algorithm.

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Authors: P. Prakasam, M. Madheswaran

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A generalized Digital Modulation Identification algorithm for adaptive demodulator has been developed and presented in this paper. The algorithm developed is verified using wavelet Transform and histogram computation to identify QPSK and QAM with GMSK and M–ary FSK modulations. It has been found that the histogram peaks simplifies the procedure for identification. The simulated results show that the correct modulation identification is possible to a lower bound of 5 dB and 12 dB for GMSK and QPSK respectively. When SNR is above 5 dB the throughput of the proposed algorithm is more than 97.8%. The receiver operating characteristics (ROC) has been computed to measure the performance of the proposed algorithm and the analysis shows that the probability of detection (Pd) drops rapidly when SNR is 5 dB and probability of false alarm (Pf) is smaller than 0.3. The performance of the proposed algorithm has been compared with existing methods and found it will identify all digital modulation schemes with low SNR.

Keywords: Bit Error rate, Receiver Operating Characteristics, Software Defined Radio, Wavelet Transform.

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Authors: Tuong Huan Nguyen, Quoc Bao Vo, Hai L. Vu

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In this paper we propose a new traffic simulation package, TDMSim, which supports both macroscopic and microscopic simulation on free-flowing and regulated traffic systems. Both simulators are based on travel demands, which specify the numbers of vehicles departing from origins to arrive at different destinations. The microscopic simulator implements the carfollowing model given the pre-defined routes of the vehicles but also supports the rerouting of vehicles. We also propose a macroscopic simulator which is built in integration with the microscopic simulator to allow the simulation to be scaled for larger networks without sacrificing the precision achievable through the microscopic simulator. The macroscopic simulator also enables the reuse of previous simulation results when simulating traffic on the same networks at later time. Validations have been conducted to show the correctness of both simulators.

Keywords: Macroscopic, Microscopic, Simulation, Traffic, Travel demand, Fundamental diagrams.

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Authors: Rabia Korkmaz Tan, Şebnem Bora

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The major problem encountered when modeling complex systems with agent-based modeling and simulation techniques is the existence of large parameter spaces. A complex system model cannot be expected to reflect the whole of the real system, but by specifying the most appropriate parameters, the actual system can be represented by the model under certain conditions. When the studies conducted in recent years were reviewed, it has been observed that there are few studies for parameter tuning problem in agent based simulations, and these studies have focused on tuning parameters of a single model. In this study, an approach of parameter tuning is proposed by using metaheuristic algorithms such as Genetic Algorithm (GA), Particle Swarm Optimization (PSO), Artificial Bee Colonies (ABC), Firefly (FA) algorithms. With this hybrid structured study, the parameter tuning problems of the models in the different fields were solved. The new approach offered was tested in two different models, and its achievements in different problems were compared. The simulations and the results reveal that this proposed study is better than the existing parameter tuning studies.

Keywords: Parameter tuning, agent based modeling and simulation, metaheuristic algorithms, complex systems.

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Authors: Abdulatif A. M. Shaban

Abstract:

Transient simulation of power electronic circuits is of considerable interest to the designer. The switching nature of the devices used permits development of specialized algorithms which allow a considerable reduction in simulation time compared to general purpose simulation algorithms. This paper describes a method used to simulate a power electronic circuits using the SIMULINK toolbox within MATLAB software. Theoretical results are presented provides the basis of transient analysis of a power electronic circuits.

Keywords: Modelling, Simulation.

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Authors: Bruna Luisa Ramos Prado Vasques, Mariane Rembold Petraglia, Antonio Petraglia

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This paper investigates MIMO (Multiple-Input Multiple-Output) adaptive filtering techniques for the application of supervised source separation in the context of convolutive mixtures. From the observation that there is correlation among the signals of the different mixtures, an improvement in the NSAF (Normalized Subband Adaptive Filter) algorithm is proposed in order to accelerate its convergence rate. Simulation results with mixtures of speech signals in reverberant environments show the superior performance of the proposed algorithm with respect to the performances of the NLMS (Normalized Least-Mean-Square) and conventional NSAF, considering both the convergence speed and SIR (Signal-to-Interference Ratio) after convergence.

Keywords: Adaptive filtering, multirate processing, normalized subband adaptive filter, source separation.

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Authors: Toshinori Nawata, Hitoshi Takata

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In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) for nonlinear systems with constrained input. Constant terms which arise from section wise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics.Parameters included in the control are suboptimally selectedby extremizing a combination of Hamiltonian and Lyapunov functions with the aid of the genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: Augmented Automatic Choosing Control, NonlinearControl, Genetic Algorithm, Hamiltonian, Lyapunovfunction

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Authors: Elham Alaee, Mousa Shamsi, Hossein Ahmadi, Soroosh Nazem, Mohammadhossein Sedaaghi

Abstract:

Human face has a fundamental role in the appearance of individuals. So the importance of facial surgeries is undeniable. Thus, there is a need for the appropriate and accurate facial skin segmentation in order to extract different features. Since Fuzzy CMeans (FCM) clustering algorithm doesn’t work appropriately for noisy images and outliers, in this paper we exploit Possibilistic CMeans (PCM) algorithm in order to segment the facial skin. For this purpose, first, we convert facial images from RGB to YCbCr color space. To evaluate performance of the proposed algorithm, the database of Sahand University of Technology, Tabriz, Iran was used. In order to have a better understanding from the proposed algorithm; FCM and Expectation-Maximization (EM) algorithms are also used for facial skin segmentation. The proposed method shows better results than the other segmentation methods. Results include misclassification error (0.032) and the region’s area error (0.045) for the proposed algorithm.

Keywords: Facial image, segmentation, PCM, FCM, skin error, facial surgery.

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Authors: Kriangkrai Maneerat, Chutima Prommak

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Indoor wireless localization systems have played an important role to enhance context-aware services. Determining the position of mobile objects in complex indoor environments, such as those in multi-floor buildings, is very challenging problems. This paper presents an effective floor estimation algorithm, which can accurately determine the floor where mobile objects located. The proposed algorithm is based on the confidence interval of the summation of online Received Signal Strength (RSS) obtained from the IEEE 802.15.4 Wireless Sensor Networks (WSN).We compare the performance of the proposed algorithm with those of other floor estimation algorithms in literature by conducting a real implementation of WSN in our facility. The experimental results and analysis showed that the proposed floor estimation algorithm outperformed the other algorithms and provided highest percentage of floor accuracy up to 100% with 95-percent confidence interval.

Keywords: Floor estimation algorithm, floor determination, multi-floor building, indoor wireless systems.

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Authors: H. B. Kekre, Tanuja K. Sarode

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This paper presents a very simple and efficient algorithm for codebook search, which reduces a great deal of computation as compared to the full codebook search. The algorithm is based on sorting and centroid technique for search. The results table shows the effectiveness of the proposed algorithm in terms of computational complexity. In this paper we also introduce a new performance parameter named as Average fractional change in pixel value as we feel that it gives better understanding of the closeness of the image since it is related to the perception. This new performance parameter takes into consideration the average fractional change in each pixel value.

Keywords: Vector Quantization, Data Compression, Encoding, Searching.

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Authors: Abdulsalam A. Al-Sudairi

Abstract:

Object-oriented simulation is considered one of the most sophisticated techniques that has been widely used in planning, designing, executing and maintaining construction projects. This technique enables the modeler to focus on objects which is extremely important for thorough understanding of a system. Thus, identifying an object is an essential point of building a successful simulation model. In a maintenance process an object is a maintenance work order (MWO). This study demonstrates a maintenance simulation model for the building maintenance division of Saudi Consolidated Electric Company (SCECO) in Dammam, Saudi Arabia. The model focused on both types of maintenance processes namely: (1) preventive maintenance (PM) and (2) corrective maintenance (CM). It is apparent from the findings that object-oriented simulation is a good diagnostic and experimental tool. This is because problems, limitations, bottlenecks and so forth are easily identified. These features are very difficult to obtain when using other tools.

Keywords: Object oriented, simulation, maintenance, process, work orders

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Authors: Sangeeta Mondal, Vasundhara, Rajib Kar, Durbadal Mandal, S. P. Ghoshal

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This paper presents an optimal design of linear phase digital high pass finite impulse response (FIR) filter using Improved Particle Swarm Optimization (IPSO). In the design process, the filter length, pass band and stop band frequencies, feasible pass band and stop band ripple sizes are specified. FIR filter design is a multi-modal optimization problem. An iterative method is introduced to find the optimal solution of FIR filter design problem. Evolutionary algorithms like real code genetic algorithm (RGA), particle swarm optimization (PSO), improved particle swarm optimization (IPSO) have been used in this work for the design of linear phase high pass FIR filter. IPSO is an improved PSO that proposes a new definition for the velocity vector and swarm updating and hence the solution quality is improved. A comparison of simulation results reveals the optimization efficacy of the algorithm over the prevailing optimization techniques for the solution of the multimodal, nondifferentiable, highly non-linear, and constrained FIR filter design problems.

Keywords: FIR Filter, IPSO, GA, PSO, Parks and McClellan Algorithm, Evolutionary Optimization, High Pass Filter

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Authors: Dongwon Lee, Eon Kyeong Joo

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In this paper, the performance of three types of serial concatenated convolutional codes (SCCC) is compared and analyzed in additive white Gaussian noise (AWGN) channel. In Type I, only the parity bits of outer encoder are passed to inner encoder. In Type II and Type III, both the information bits and the parity bits of outer encoder are transferred to inner encoder. As results of simulation, Type I shows the best bit error rate (BER) performance at low signal-to-noise ratio (SNR). On the other hand, Type III shows the best BER performance at high SNR in AWGN channel. The simulation results are analyzed using the distance spectrum.

Keywords: Distance spectrum, MAP algorithm, SCCC.

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Authors: Ridha Ghayoula, ElAmjed Hajlaoui, Talel Korkobi, Mbarek Traii, Hichem Trabelsi

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In this paper, the hardware implementation of the RSA public-key cryptographic algorithm is presented. The RSA cryptographic algorithm is depends on the computation of repeated modular exponentials. The Montgomery algorithm is used and modified to reduce hardware resources and to achieve reasonable operating speed for FPGA. An efficient architecture for modular multiplications based on the array multiplier is proposed. We have implemented a RSA cryptosystem based on Montgomery algorithm. As a result, it is shown that proposed architecture contributes to small area and reasonable speed.

Keywords: RSA, Cryptosystem, Montgomery, Implementation.FPGA.

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Authors: Hanan A. M. Abd Alla, Lilac A. E. Al-Safadi

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In this paper, a novel multi join algorithm to join multiple relations will be introduced. The novel algorithm is based on a hashed-based join algorithm of two relations to produce a double index. This is done by scanning the two relations once. But instead of moving the records into buckets, a double index will be built. This will eliminate the collision that can happen from a complete hash algorithm. The double index will be divided into join buckets of similar categories from the two relations. The algorithm then joins buckets with similar keys to produce joined buckets. This will lead at the end to a complete join index of the two relations. without actually joining the actual relations. The time complexity required to build the join index of two categories is Om log m where m is the size of each category. Totaling time complexity to O n log m for all buckets. The join index will be used to materialize the joined relation if required. Otherwise, it will be used along with other join indices of other relations to build a lattice to be used in multi-join operations with minimal I/O requirements. The lattice of the join indices can be fitted into the main memory to reduce time complexity of the multi join algorithm.

Keywords: Multi join, Relation, Lattice, Join indices.

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Authors: Ziraguen O. Williams, Shield B. Lin, Fouad N. Matari, Leslie J. Quiocho

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Simulation for seated row exercise was a continued task to assist NASA in analyzing a one-dimensional vibration isolation and stabilization system for astronaut’s exercise platform. Feedback delay and signal noise were added to the simulation model. Simulation runs for this study were conducted in two software simulation tools, Trick and MBDyn, software simulation environments developed at the NASA Johnson Space Center. The exciter force in the simulation was calculated from motion capture of an exerciser during a seated aerobic row exercise. The simulation runs include passive control, active control using a Proportional, Integral, Derivative (PID) controller, and active control using a Piecewise Linear Integral Derivative (PWLID) controller. Output parameters include displacements of the exercise platform, the exerciser, and the counterweight; transmitted force to the wall of spacecraft; and actuator force to the platform. The simulation results showed excellent force reduction in the active controlled system compared to the passive controlled system, which showed less force reduction.

Keywords: Simulation, counterweight, exercise, vibration.

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Authors: Adekitan I. Aderibigbe, Fakolujo A. Olaosebikan

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The parameters of a two-layer soil can be determined by processing resistivity data obtained from resistivity measurements carried out on the soil of interest. The processing usually entails applying the resistivity data as inputs to an optimisation function. This paper proposes an algorithm which utilises the square error as an optimisation function. Resistivity data from previous works were applied to test the accuracy of the new algorithm developed and the result obtained conforms significantly to results from previous works.

 

Keywords: Algorithm, earthing, resistivity, two-layer soil-model.

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Authors: Y. Harold Robinson, E. Golden Julie, P. Joyce Beryl Princess

Abstract:

Image segmentation is the concept of splitting the images into several images. Image Segmentation algorithm is used to manipulate the process of image segmentation. The advantage of ABC is that it conducts every worldwide exploration and inhabitant exploration for iteration. Particle Swarm Optimization (PSO) and Evolutionary Particle Swarm Optimization (EPSO) encompass a number of search problems. Cleverness Artificial Bee Colony algorithm has been imposed to increase the performance of a neighborhood search. The simulation results clearly show that the presented ABC methods outperform the existing methods. The result shows that the algorithms can be used to implement the manipulator for grasping of colored objects. The efficiency of the presented method is improved a lot by comparing to other methods.

Keywords: Color information, EPSO, ABC, image segmentation, particle swarm optimization, active contour, GMM.

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Authors: Hidehiko Okada

Abstract:

The author proposes an extension of genetic algorithm (GA) for solving fuzzy-valued optimization problems. In the proposed GA, values in the genotypes are not real numbers but fuzzy numbers. Evolutionary processes in GA are extended so that GA can handle genotype instances with fuzzy numbers. The proposed method is applied to evolving neural networks with fuzzy weights and biases. Experimental results showed that fuzzy neural networks evolved by the fuzzy GA could model hidden target fuzzy functions well despite the fact that no training data was explicitly provided.

Keywords: Evolutionary algorithm, genetic algorithm, fuzzy number, neural network, neuroevolution.

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Authors: S. Masteika, A.V. Rutkauskas, A. Tamosaitis

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The paper investigates downtrend algorithm and trading strategy based on chart pattern recognition and technical analysis in futures market. The proposed chart formation is a pattern with the lowest low in the middle and one higher low on each side. The contribution of this paper lies in the reinforcement of statements about the profitability of momentum trend trading strategies. Practical benefit of the research is a trading algorithm in falling markets and back-test analysis in futures markets. When based on daily data, the algorithm has generated positive results, especially when the market had downtrend period. Downtrend algorithm can be applied as a hedge strategy against possible sudden market crashes. The proposed strategy can be interesting for futures traders, hedge funds or scientific researchers performing technical or algorithmic market analysis based on momentum trend trading.

Keywords: trading algorithm, chart pattern, downtrend trading, futures market, hedging

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Authors: Javier Navallas, Armando Malanda, Luis Gila, Javier Rodriguez, Ignacio Rodriguez

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According to previous studies, some muscles present a non-homogeneous spatial distribution of its muscle fiber types and motor unit types. However, available muscle models only deal with muscles with homogeneous distributions. In this paper, a new architecture muscle model is proposed to permit the construction of non-uniform distributions of muscle fibers within the muscle cross section. The idea behind is the use of a motor unit placement algorithm that controls the spatial overlapping of the motor unit territories of each motor unit type. Results show the capabilities of the new algorithm to reproduce arbitrary muscle fiber type distributions.

Keywords: muscle model, muscle architecture, motor unit, EMG simulation.

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Authors: Yi-Fan Zhu, Wei Zhang, Xuan Zhou, Qun Li, Yong-Lin Lei

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The quick training algorithms and accurate solution procedure for incremental learning aim at improving the efficiency of training of SVR, whereas there are some disadvantages for them, i.e. the nonconvergence of the formers for changeable training set and the inefficiency of the latter for a massive dataset. In order to handle the problems, a new training algorithm for a changeable training set, named Approximation Incremental Training Algorithm (AITA), was proposed. This paper explored the reason of nonconvergence theoretically and discussed the realization of AITA, and finally demonstrated the benefits of AITA both on precision and efficiency.

Keywords: support vector regression, incremental learning, changeable training set, quick training algorithm, accurate solutionprocedure

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Authors: Indu Saini, Phool Singh, Vikas Malik

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A novel method based on Genetic Algorithm to solve the boundary value problems (BVPs) of the Falkner–Skan equation over a semi-infinite interval has been presented. In our approach, we use the free boundary formulation to truncate the semi-infinite interval into a finite one. Then we use the shooting method based on Genetic Algorithm to transform the BVP into initial value problems (IVPs). Genetic Algorithm is used to calculate shooting angle. The initial value problems arisen during shooting are computed by Runge-Kutta Fehlberg method. The numerical solutions obtained by the present method are in agreement with those obtained by previous authors.

Keywords: Boundary Layer Flow, Falkner–Skan equation, Genetic Algorithm, Shooting method.

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Authors: Said Baadel, Fadi Thabtah, Joan Lu

Abstract:

Clustering involves the partitioning of n objects into k clusters. Many clustering algorithms use hard-partitioning techniques where each object is assigned to one cluster. In this paper we propose an overlapping algorithm MCOKE which allows objects to belong to one or more clusters. The algorithm is different from fuzzy clustering techniques because objects that overlap are assigned a membership value of 1 (one) as opposed to a fuzzy membership degree. The algorithm is also different from other overlapping algorithms that require a similarity threshold be defined a priori which can be difficult to determine by novice users.

Keywords: Data mining, k-means, MCOKE, overlapping.

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Authors: Thomas Fuhrmann

Abstract:

In this paper an algorithm for fast wavelength calibration of Optical Spectrum Analyzers (OSAs) using low power reference gas spectra is proposed. In existing OSAs a reference spectrum with low noise for precise detection of the reference extreme values is needed. To generate this spectrum costly hardware with high optical power is necessary. With this new wavelength calibration algorithm it is possible to use a noisy reference spectrum and therefore hardware costs can be cut. With this algorithm the reference spectrum is filtered and the key information is extracted by segmenting and finding the local minima and maxima. Afterwards slope and offset of a linear correction function for best matching the measured and theoretical spectra are found by correlating the measured with the stored minima. With this algorithm a reliable wavelength referencing of an OSA can be implemented on a microcontroller with a calculation time of less than one second.

Keywords: correlation, gas reference, optical spectrum analyzer, wavelength calibration

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