Search results for: InverseKinematics Error Model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8224

Search results for: InverseKinematics Error Model

7624 Robust Fractional-Order PI Controller with Ziegler-Nichols Rules

Authors: Mazidah Tajjudin, Mohd Hezri Fazalul Rahiman, Norhashim Mohd Arshad, Ramli Adnan

Abstract:

In process control applications, above 90% of the controllers are of PID type. This paper proposed a robust PI controller with fractional-order integrator. The PI parameters were obtained using classical Ziegler-Nichols rules but enhanced with the application of error filter cascaded to the fractional-order PI. The controller was applied on steam temperature process that was described by FOPDT transfer function. The process can be classified as lag dominating process with very small relative dead-time. The proposed control scheme was compared with other PI controller tuned using Ziegler-Nichols and AMIGO rules. Other PI controller with fractional-order integrator known as F-MIGO was also considered. All the controllers were subjected to set point change and load disturbance tests. The performance was measured using Integral of Squared Error (ISE) and Integral of Control Signal (ICO). The proposed controller produced best performance for all the tests with the least ISE index.

Keywords: PID controller, fractional-order PID controller, PI control tuning, steam temperature control, Ziegler-Nichols tuning.

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7623 Meteorological Risk Assessment for Ships with Fuzzy Logic Designer

Authors: Ismail Karaca, Ridvan Saracoglu, Omer Soner

Abstract:

Fuzzy Logic, an advanced method to support decision-making, is used by various scientists in many disciplines. Fuzzy programming is a product of fuzzy logic, fuzzy rules, and implication. In marine science, fuzzy programming for ships is dramatically increasing together with autonomous ship studies. In this paper, a program to support the decision-making process for ship navigation has been designed. The program is produced in fuzzy logic and rules, by taking the marine accidents and expert opinions into account. After the program was designed, the program was tested by 46 ship accidents reported by the Transportation Safety Investigation Center of Turkey. Wind speed, sea condition, visibility, day/night ratio have been used as input data. They have been converted into a risk factor within the Fuzzy Logic Designer application and fuzzy rules set by marine experts. Finally, the expert's meteorological risk factor for each accident is compared with the program's risk factor, and the error rate was calculated. The main objective of this study is to improve the navigational safety of ships, by using the advance decision support model. According to the study result, fuzzy programming is a robust model that supports safe navigation.

Keywords: Calculation of risk factor, fuzzy logic, fuzzy programming for ship, safe navigation of ships.

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7622 Order Penetration Point Location using Fuzzy Quadratic Programming

Authors: Hamed Rafiei, Masoud Rabbani

Abstract:

This paper addresses one of the most important issues have been considered in hybrid MTS/MTO production environments. To cope with the problem, a mathematical programming model is applied from a tactical point of view. The model is converted to a fuzzy goal programming model, because a degree of uncertainty is involved in hybrid MTS/MTO context. Finally, application of the proposed model in an industrial center is reported and the results prove the validity of the model.

Keywords: Fuzzy sets theory, Hybrid MTS/MTO, Order penetration point, Quadratic programming.

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7621 Predictive Model of Sensor Readings for a Mobile Robot

Authors: Krzysztof Fujarewicz

Abstract:

This paper presents a predictive model of sensor readings for mobile robot. The model predicts sensor readings for given time horizon based on current sensor readings and velocities of wheels assumed for this horizon. Similar models for such anticipation have been proposed in the literature. The novelty of the model presented in the paper comes from the fact that its structure takes into account physical phenomena and is not just a black box, for example a neural network. From this point of view it may be regarded as a semi-phenomenological model. The model is developed for the Khepera robot, but after certain modifications, it may be applied for any robot with distance sensors such as infrared or ultrasonic sensors.

Keywords: Mobile robot, sensors, prediction, anticipation.

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7620 Statistical Models of Network Traffic

Authors: Barath Kumar, Oliver Niggemann, Juergen Jasperneite

Abstract:

Model-based approaches have been applied successfully to a wide range of tasks such as specification, simulation, testing, and diagnosis. But one bottleneck often prevents the introduction of these ideas: Manual modeling is a non-trivial, time-consuming task. Automatically deriving models by observing and analyzing running systems is one possible way to amend this bottleneck. To derive a model automatically, some a-priori knowledge about the model structure–i.e. about the system–must exist. Such a model formalism would be used as follows: (i) By observing the network traffic, a model of the long-term system behavior could be generated automatically, (ii) Test vectors can be generated from the model, (iii) While the system is running, the model could be used to diagnose non-normal system behavior. The main contribution of this paper is the introduction of a model formalism called 'probabilistic regression automaton' suitable for the tasks mentioned above.

Keywords: Model-based approach, Probabilistic regression automata, Statistical models and Timed automata.

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7619 Paremaeter Determination of a Vehicle 5-DOF Model to Simulate Occupant Deceleration in a Frontal Crash

Authors: Javad Marzbanrad, Mostafa Pahlavani

Abstract:

This study has investigated a vehicle Lumped Parameter Model (LPM) in frontal crash. There are several ways for determining spring and damper characteristics and type of problem shall be considered as system identification. This study use Genetic Algorithm (GA) procedure, being an effective procedure in case of optimization issues, for optimizing errors, between target data (experimental data) and calculated results (being obtained by analytical solving). In this study analyzed model in 5-DOF then compared our results with 5-DOF serial model. Finally, the response of model due to external excitement is investigated.

Keywords: Vehicle, Lumped-Parameter Model, GeneticAlgorithm, Optimization

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7618 Phase Error Accumulation Methodology for On-Chip Cell Characterization

Authors: Chang Soo Kang, In Ho Im, Sergey Churayev, Timour Paltashev

Abstract:

This paper describes the design of new method of propagation delay measurement in micro and nanostructures during characterization of ASIC standard library cell. Providing more accuracy timing information about library cell to the design team we can improve a quality of timing analysis inside of ASIC design flow process. Also, this information could be very useful for semiconductor foundry team to make correction in technology process. By comparison of the propagation delay in the CMOS element and result of analog SPICE simulation. It was implemented as digital IP core for semiconductor manufacturing process. Specialized method helps to observe the propagation time delay in one element of the standard-cell library with up-to picoseconds accuracy and less. Thus, the special useful solutions for VLSI schematic to parameters extraction, basic cell layout verification, design simulation and verification are announced.

Keywords: phase error accumulation methodology, gatepropagation delay, Processor Testing, MEMS Testing

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7617 Energy Consumption Forecast Procedure for an Industrial Facility

Authors: Tatyana Aleksandrovna Barbasova, Lev Sergeevich Kazarinov, Olga Valerevna Kolesnikova, Aleksandra Aleksandrovna Filimonova

Abstract:

We regard forecasting of energy consumption by private production areas of a large industrial facility as well as by the facility itself. As for production areas, the forecast is made based on empirical dependencies of the specific energy consumption and the production output. As for the facility itself, implementation of the task to minimize the energy consumption forecasting error is based on adjustment of the facility’s actual energy consumption values evaluated with the metering device and the total design energy consumption of separate production areas of the facility. The suggested procedure of optimal energy consumption was tested based on the actual data of core product output and energy consumption by a group of workshops and power plants of the large iron and steel facility. Test results show that implementation of this procedure gives the mean accuracy of energy consumption forecasting for winter 2014 of 0.11% for the group of workshops and 0.137% for the power plants.

Keywords: Energy consumption, energy consumption forecasting error, energy efficiency, forecasting accuracy, forecasting.

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7616 The Establishment of RELAP5/SNAP Model for Kuosheng Nuclear Power Plant

Authors: C. Shih, J. R. Wang, H. C. Chang, S. W. Chen, S. C. Chiang, T. Y. Yu

Abstract:

After the measurement uncertainty recapture (MUR) power uprates, Kuosheng nuclear power plant (NPP) was uprated the power from 2894 MWt to 2943 MWt. For power upgrade, several codes (e.g., TRACE, RELAP5, etc.) were applied to assess the safety of Kuosheng NPP. Hence, the main work of this research is to establish a RELAP5/MOD3.3 model of Kuosheng NPP with SNAP interface. The establishment of RELAP5/SNAP model was referred to the FSAR, training documents, and TRACE model which has been developed and verified before. After completing the model establishment, the startup test scenarios would be applied to the RELAP5/SNAP model. With comparing the startup test data and TRACE analysis results, the applicability of RELAP5/SNAP model would be assessed.

Keywords: RELAP5, TRACE, SNAP, BWR.

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7615 Comprehensive Risk Assessment Model in Agile Construction Environment

Authors: Jolanta Tamošaitienė

Abstract:

The article focuses on a developed comprehensive model to be used in an agile environment for the risk assessment and selection based on multi-attribute methods. The model is based on a multi-attribute evaluation of risk in construction, and the determination of their optimality criterion values are calculated using complex Multiple Criteria Decision-Making methods. The model may be further applied to risk assessment in an agile construction environment. The attributes of risk in a construction project are selected by applying the risk assessment condition to the construction sector, and the construction process efficiency in the construction industry accounts for the agile environment. The paper presents the comprehensive risk assessment model in an agile construction environment. It provides a background and a description of the proposed model and the developed analysis of the comprehensive risk assessment model in an agile construction environment with the criteria.

Keywords: Assessment, environment, agile, model, risk.

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7614 Combined Source and Channel Coding for Image Transmission Using Enhanced Turbo Codes in AWGN and Rayleigh Channel

Authors: N. S. Pradeep, M. Balasingh Moses, V. Aarthi

Abstract:

Any signal transmitted over a channel is corrupted by noise and interference. A host of channel coding techniques has been proposed to alleviate the effect of such noise and interference. Among these Turbo codes are recommended, because of increased capacity at higher transmission rates and superior performance over convolutional codes. The multimedia elements which are associated with ample amount of data are best protected by Turbo codes. Turbo decoder employs Maximum A-posteriori Probability (MAP) and Soft Output Viterbi Decoding (SOVA) algorithms. Conventional Turbo coded systems employ Equal Error Protection (EEP) in which the protection of all the data in an information message is uniform. Some applications involve Unequal Error Protection (UEP) in which the level of protection is higher for important information bits than that of other bits. In this work, enhancement to the traditional Log MAP decoding algorithm is being done by using optimized scaling factors for both the decoders. The error correcting performance in presence of UEP in Additive White Gaussian Noise channel (AWGN) and Rayleigh fading are analyzed for the transmission of image with Discrete Cosine Transform (DCT) as source coding technique. This paper compares the performance of log MAP, Modified log MAP (MlogMAP) and Enhanced log MAP (ElogMAP) algorithms used for image transmission. The MlogMAP algorithm is found to be best for lower Eb/N0 values but for higher Eb/N0 ElogMAP performs better with optimized scaling factors. The performance comparison of AWGN with fading channel indicates the robustness of the proposed algorithm. According to the performance of three different message classes, class3 would be more protected than other two classes. From the performance analysis, it is observed that ElogMAP algorithm with UEP is best for transmission of an image compared to Log MAP and MlogMAP decoding algorithms.

Keywords: AWGN, BER, DCT, Fading, MAP, UEP.

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7613 Finite Element and Subspace Identification Approaches to Model Development of a Smart Acoustic Box with Experimental Verification

Authors: Tamara Nestorović, Jean Lefèvre, Stefan Ringwelski, Ulrich Gabbert

Abstract:

Two approaches for model development of a smart acoustic box are suggested in this paper: the finite element (FE) approach and the subspace identification. Both approaches result in a state-space model, which can be used for obtaining the frequency responses and for the controller design. In order to validate the developed FE model and to perform the subspace identification, an experimental set-up with the acoustic box and dSPACE system was used. Experimentally obtained frequency responses show good agreement with the frequency responses obtained from the FE model and from the identified model.

Keywords: Acoustic box, experimental verification, finite element model, subspace identification.

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7612 Using Ontology Search in the Design of Class Diagram from Business Process Model

Authors: Wararat Rungworawut, Twittie Senivongse

Abstract:

Business process model describes process flow of a business and can be seen as the requirement for developing a software application. This paper discusses a BPM2CD guideline which complements the Model Driven Architecture concept by suggesting how to create a platform-independent software model in the form of a UML class diagram from a business process model. An important step is the identification of UML classes from the business process model. A technique for object-oriented analysis called domain analysis is borrowed and key concepts in the business process model will be discovered and proposed as candidate classes for the class diagram. The paper enhances this step by using ontology search to help identify important classes for the business domain. As ontology is a source of knowledge for a particular domain which itself can link to ontologies of related domains, the search can give a refined set of candidate classes for the resulting class diagram.

Keywords: Business Process Model, Model DrivenArchitecture, Ontology, UML Class Diagram.

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7611 3D Face Modeling based on 3D Dense Morphable Face Shape Model

Authors: Yongsuk Jang Kim, Sun-Tae Chung, Boogyun Kim, Seongwon Cho

Abstract:

Realistic 3D face model is more precise in representing pose, illumination, and expression of face than 2D face model so that it can be utilized usefully in various applications such as face recognition, games, avatars, animations, and etc. In this paper, we propose a 3D face modeling method based on 3D dense morphable shape model. The proposed 3D modeling method first constructs a 3D dense morphable shape model from 3D face scan data obtained using a 3D scanner. Next, the proposed method extracts and matches facial landmarks from 2D image sequence containing a face to be modeled, and then reconstructs 3D vertices coordinates of the landmarks using a factorization-based SfM technique. Then, the proposed method obtains a 3D dense shape model of the face to be modeled by fitting the constructed 3D dense morphable shape model into the reconstructed 3D vertices. Also, the proposed method makes a cylindrical texture map using 2D face image sequence. Finally, the proposed method generates a 3D face model by rendering the 3D dense face shape model using the cylindrical texture map. Through building processes of 3D face model by the proposed method, it is shown that the proposed method is relatively easy, fast and precise.

Keywords: 3D Face Modeling, 3D Morphable Shape Model, 3DReconstruction, 3D Correspondence.

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7610 A Tool for Audio Quality Evaluation Under Hostile Environment

Authors: Akhil Kumar Arya, Jagdeep Singh Lather, Lillie Dewan

Abstract:

In this paper is to evaluate audio and speech quality with the help of Digital Audio Watermarking Technique under the different types of attacks (signal impairments) like Gaussian Noise, Compression Error and Jittering Effect. Further attacks are considered as Hostile Environment. Audio and Speech Quality Evaluation is an important research topic. The traditional way for speech quality evaluation is using subjective tests. They are reliable, but very expensive, time consuming, and cannot be used in certain applications such as online monitoring. Objective models, based on human perception, were developed to predict the results of subjective tests. The existing objective methods require either the original speech or complicated computation model, which makes some applications of quality evaluation impossible.

Keywords: Digital Watermarking, DCT, Speech Quality, Attacks.

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7609 Domin-Specific Language for Enabling End- Users Model-Driven Information System Engineering

Authors: Ahmad F. Subahi, Anthony J. H. Simons

Abstract:

This Paper presents an on-going research in the area of Model-Driven Engineering (MDE). The premise is that UML is too unwieldy to serve as the basis for model-driven engineering. We need a smaller, simpler notation with a cleaner semantics. We propose some ideas for a simpler notation with a clean semantics. The result is known as μML, or the Micro-Modelling Language.

Keywords: Model-driven engineering, model transformations, domain-specific languages, end-user development.

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7608 Design of Tracking Controllers for Medical Equipment Holders Using AHRS and MEMS Sensors

Authors: Seung You Na, Joo Hyun Jung, Jin Young Kim, Mohammad AhangarKiasari

Abstract:

There are various kinds of medical equipment which requires relatively accurate positional adjustments for successful treatment. However, patients tend to move without notice during a certain span of operations. Therefore, it is common practice that accompanying operators adjust the focus of the equipment. In this paper, tracking controllers for medical equipment are suggested to replace the operators. The tracking controllers use AHRS sensor information to recognize the movements of patients. Sensor fusion is applied to reducing the error magnitudes through linear Kalman filters. The image processing of optical markers is included to adjust the accumulation errors of gyroscope sensor data especially for yaw angles. The tracking controller reduces the positional errors between the current focus of a device and the target position on the body of a patient. Since the sensing frequencies of AHRS sensors are very high compared to the physical movements, the control performance is satisfactory. The typical applications are, for example, ESWT or rTMS, which have the error ranges of a few centimeters.

Keywords: AHRS, Sensor fusion, Tracking control, Position and posture.

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7607 Modified Fuzzy ARTMAP and Supervised Fuzzy ART: Comparative Study with Multispectral Classification

Authors: F.Alilat, S.Loumi, H.Merrad, B.Sansal

Abstract:

In this article a modification of the algorithm of the fuzzy ART network, aiming at returning it supervised is carried out. It consists of the search for the comparison, training and vigilance parameters giving the minimum quadratic distances between the output of the training base and those obtained by the network. The same process is applied for the determination of the parameters of the fuzzy ARTMAP giving the most powerful network. The modification consist in making learn the fuzzy ARTMAP a base of examples not only once as it is of use, but as many time as its architecture is in evolution or than the objective error is not reached . In this way, we don-t worry about the values to impose on the eight (08) parameters of the network. To evaluate each one of these three networks modified, a comparison of their performances is carried out. As application we carried out a classification of the image of Algiers-s bay taken by SPOT XS. We use as criterion of evaluation the training duration, the mean square error (MSE) in step control and the rate of good classification per class. The results of this study presented as curves, tables and images show that modified fuzzy ARTMAP presents the best compromise quality/computing time.

Keywords: Neural Networks, fuzzy ART, fuzzy ARTMAP, Remote sensing, multispectral Classification.

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7606 A Two-Stage Adaptation towards Automatic Speech Recognition System for Malay-Speaking Children

Authors: Mumtaz Begum Mustafa, Siti Salwah Salim, Feizal Dani Rahman

Abstract:

Recently, Automatic Speech Recognition (ASR) systems were used to assist children in language acquisition as it has the ability to detect human speech signal. Despite the benefits offered by the ASR system, there is a lack of ASR systems for Malay-speaking children. One of the contributing factors for this is the lack of continuous speech database for the target users. Though cross-lingual adaptation is a common solution for developing ASR systems for under-resourced language, it is not viable for children as there are very limited speech databases as a source model. In this research, we propose a two-stage adaptation for the development of ASR system for Malay-speaking children using a very limited database. The two stage adaptation comprises the cross-lingual adaptation (first stage) and cross-age adaptation. For the first stage, a well-known speech database that is phonetically rich and balanced, is adapted to the medium-sized Malay adults using supervised MLLR. The second stage adaptation uses the speech acoustic model generated from the first adaptation, and the target database is a small-sized database of the target users. We have measured the performance of the proposed technique using word error rate, and then compare them with the conventional benchmark adaptation. The two stage adaptation proposed in this research has better recognition accuracy as compared to the benchmark adaptation in recognizing children’s speech.

Keywords: Automatic speech recognition system, children speech, adaptation, Malay.

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7605 Lean Impact Analysis Assessment Models: Development of a Lean Measurement Structural Model

Authors: Catherine Maware, Olufemi Adetunji

Abstract:

The paper is aimed at developing a model to measure the impact of Lean manufacturing deployment on organizational performance. The model will help industry practitioners to assess the impact of implementing Lean constructs on organizational performance. It will also harmonize the measurement models of Lean performance with the house of Lean that seems to have become the industry standard. The sheer number of measurement models for impact assessment of Lean implementation makes it difficult for new adopters to select an appropriate assessment model or deployment methodology. A literature review is conducted to classify the Lean performance model. Pareto analysis is used to select the Lean constructs for the development of the model. The model is further formalized through the use of Structural Equation Modeling (SEM) in defining the underlying latent structure of a Lean system. An impact assessment measurement model developed can be used to measure Lean performance and can be adopted by different industries.

Keywords: Impact measurement model, lean bundles, lean manufacturing, organizational performance.

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7604 An Implicit Region-Based Deformable Model with Local Segmentation Applied to Weld Defects Extraction

Authors: Y. Boutiche, N. Ramou, M. Ben Gharsallah

Abstract:

This paper is devoted to present and discuss a model that allows a local segmentation by using statistical information of a given image. It is based on Chan-Vese model, curve evolution, partial differential equations and binary level sets method. The proposed model uses the piecewise constant approximation of Chan-Vese model to compute Signed Pressure Force (SPF) function, this one attracts the curve to the true object(s)-s boundaries. The implemented model is used to extract weld defects from weld radiographic images in the aim to calculate the perimeter and surfaces of those weld defects; encouraged resultants are obtained on synthetic and real radiographic images.

Keywords: Active contour, Chan-Vese Model, local segmentation, weld radiographic images.

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7603 Model of Optimal Centroids Approach for Multivariate Data Classification

Authors: Pham Van Nha, Le Cam Binh

Abstract:

Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: Analysis of optimization, artificial intelligence-based optimization, optimization for learning and data analysis, global optimization.

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7602 Formal Verification of Cache System Using a Novel Cache Memory Model

Authors: Guowei Hou, Lixin Yu, Wei Zhuang, Hui Qin, Xue Yang

Abstract:

Formal verification is proposed to ensure the correctness of the design and make functional verification more efficient. As cache plays a vital role in the design of System on Chip (SoC), and cache with Memory Management Unit (MMU) and cache memory unit makes the state space too large for simulation to verify, then a formal verification is presented for such system design. In the paper, a formal model checking verification flow is suggested and a new cache memory model which is called “exhaustive search model” is proposed. Instead of using large size ram to denote the whole cache memory, exhaustive search model employs just two cache blocks. For cache system contains data cache (Dcache) and instruction cache (Icache), Dcache memory model and Icache memory model are established separately using the same mechanism. At last, the novel model is employed to the verification of a cache which is module of a custom-built SoC system that has been applied in practical, and the result shows that the cache system is verified correctly using the exhaustive search model, and it makes the verification much more manageable and flexible.

Keywords: Cache system, formal verification, novel model, System on Chip (SoC).

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7601 Automatic Generation of Ontology from Data Source Directed by Meta Models

Authors: Widad Jakjoud, Mohamed Bahaj, Jamal Bakkas

Abstract:

Through this paper we present a method for automatic generation of ontological model from any data source using Model Driven Architecture (MDA), this generation is dedicated to the cooperation of the knowledge engineering and software engineering. Indeed, reverse engineering of a data source generates a software model (schema of data) that will undergo transformations to generate the ontological model. This method uses the meta-models to validate software and ontological models.

Keywords: Meta model, model, ontology, data source.

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7600 Zero Inflated Strict Arcsine Regression Model

Authors: Y. N. Phang, E. F. Loh

Abstract:

Zero inflated strict arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, we extend zero inflated strict arcsine model to zero inflated strict arcsine regression model by taking into consideration the extra variability caused by extra zeros and covariates in count data. Maximum likelihood estimation method is used in estimating the parameters for this zero inflated strict arcsine regression model.

Keywords: Overdispersed count data, maximum likelihood estimation, simulated annealing.

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7599 A Novel RLS Based Adaptive Filtering Method for Speech Enhancement

Authors: Pogula Rakesh, T. Kishore Kumar

Abstract:

Speech enhancement is a long standing problem with numerous applications like teleconferencing, VoIP, hearing aids and speech recognition. The motivation behind this research work is to obtain a clean speech signal of higher quality by applying the optimal noise cancellation technique. Real-time adaptive filtering algorithms seem to be the best candidate among all categories of the speech enhancement methods. In this paper, we propose a speech enhancement method based on Recursive Least Squares (RLS) adaptive filter of speech signals. Experiments were performed on noisy data which was prepared by adding AWGN, Babble and Pink noise to clean speech samples at -5dB, 0dB, 5dB and 10dB SNR levels. We then compare the noise cancellation performance of proposed RLS algorithm with existing NLMS algorithm in terms of Mean Squared Error (MSE), Signal to Noise ratio (SNR) and SNR Loss. Based on the performance evaluation, the proposed RLS algorithm was found to be a better optimal noise cancellation technique for speech signals.

Keywords: Adaptive filter, Adaptive Noise Canceller, Mean Squared Error, Noise reduction, NLMS, RLS, SNR, SNR Loss.

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7598 Comparison of Two Interval Models for Interval-Valued Differential Evolution

Authors: Hidehiko Okada

Abstract:

The author previously proposed an extension of differential evolution. The proposed method extends the processes of DE to handle interval numbers as genotype values so that DE can be applied to interval-valued optimization problems. The interval DE can employ either of two interval models, the lower and upper model or the center and width model, for specifying genotype values. Ability of the interval DE in searching for solutions may depend on the model. In this paper, the author compares the two models to investigate which model contributes better for the interval DE to find better solutions. Application of the interval DE is evolutionary training of interval-valued neural networks. A result of preliminary study indicates that the CW model is better than the LU model: the interval DE with the CW model could evolve better neural networks. 

Keywords: Evolutionary algorithms, differential evolution, neural network, neuroevolution, interval arithmetic.

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7597 Deep Reinforcement Learning Approach for Trading Automation in the Stock Market

Authors: Taylan Kabbani, Ekrem Duman

Abstract:

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining  the financial assets price ”prediction” step and the ”allocation” step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. This work represents a DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem as a Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. We then solved the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm and achieved a 2.68 Sharpe ratio on the test dataset. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of DRL in financial markets over other types of machine learning and proves its credibility and advantages of strategic decision-making.

Keywords: Autonomous agent, deep reinforcement learning, MDP, sentiment analysis, stock market, technical indicators, twin delayed deep deterministic policy gradient.

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7596 Application of Biometrics to Obtain High Entropy Cryptographic Keys

Authors: Sanjay Kanade, Danielle Camara, Dijana Petrovska-Delacretaz, Bernadette Dorizzi

Abstract:

In this paper, a two factor scheme is proposed to generate cryptographic keys directly from biometric data, which unlike passwords, are strongly bound to the user. Hash value of the reference iris code is used as a cryptographic key and its length depends only on the hash function, being independent of any other parameter. The entropy of such keys is 94 bits, which is much higher than any other comparable system. The most important and distinct feature of this scheme is that it regenerates the reference iris code by providing a genuine iris sample and the correct user password. Since iris codes obtained from two images of the same eye are not exactly the same, error correcting codes (Hadamard code and Reed-Solomon code) are used to deal with the variability. The scheme proposed here can be used to provide keys for a cryptographic system and/or for user authentication. The performance of this system is evaluated on two publicly available databases for iris biometrics namely CBS and ICE databases. The operating point of the system (values of False Acceptance Rate (FAR) and False Rejection Rate (FRR)) can be set by properly selecting the error correction capacity (ts) of the Reed- Solomon codes, e.g., on the ICE database, at ts = 15, FAR is 0.096% and FRR is 0.76%.

Keywords:

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7595 Application of ANN for Estimation of Power Demand of Villages in Sulaymaniyah Governorate

Authors: A. Majeed, P. Ali

Abstract:

Before designing an electrical system, the estimation of load is necessary for unit sizing and demand-generation balancing. The system could be a stand-alone system for a village or grid connected or integrated renewable energy to grid connection, especially as there are non–electrified villages in developing countries. In the classical model, the energy demand was found by estimating the household appliances multiplied with the amount of their rating and the duration of their operation, but in this paper, information exists for electrified villages could be used to predict the demand, as villages almost have the same life style. This paper describes a method used to predict the average energy consumed in each two months for every consumer living in a village by Artificial Neural Network (ANN). The input data are collected using a regional survey for samples of consumers representing typical types of different living, household appliances and energy consumption by a list of information, and the output data are collected from administration office of Piramagrun for each corresponding consumer. The result of this study shows that the average demand for different consumers from four villages in different months throughout the year is approximately 12 kWh/day, this model estimates the average demand/day for every consumer with a mean absolute percent error of 11.8%, and MathWorks software package MATLAB version 7.6.0 that contains and facilitate Neural Network Toolbox was used.

Keywords: Artificial neural network, load estimation, regional survey, rural electrification.

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