Search results for: Weighted Least Squares Approximation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 847

Search results for: Weighted Least Squares Approximation

247 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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246 Modelling of Heating and Evaporation of Biodiesel Fuel Droplets

Authors: Mansour Al Qubeissi, Sergei S. Sazhin, Cyril Crua, Morgan R. Heikal

Abstract:

This paper presents the application of the Discrete Component Model for heating and evaporation to multi-component biodiesel fuel droplets in direct injection internal combustion engines. This model takes into account the effects of temperature gradient, recirculation and species diffusion inside droplets. A distinctive feature of the model used in the analysis is that it is based on the analytical solutions to the temperature and species diffusion equations inside the droplets. Nineteen types of biodiesel fuels are considered. It is shown that a simplistic model, based on the approximation of biodiesel fuel by a single component or ignoring the diffusion of components of biodiesel fuel, leads to noticeable errors in predicted droplet evaporation time and time evolution of droplet surface temperature and radius.

Keywords: Heat/Mass Transfer, Biodiesel, Multi-component Fuel, Droplet, Evaporation.

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245 Least-Squares Support Vector Machine for Characterization of Clusters of Microcalcifications

Authors: Baljit Singh Khehra, Amar Partap Singh Pharwaha

Abstract:

Clusters of Microcalcifications (MCCs) are most frequent symptoms of Ductal Carcinoma in Situ (DCIS) recognized by mammography. Least-Square Support Vector Machine (LS-SVM) is a variant of the standard SVM. In the paper, LS-SVM is proposed as a classifier for classifying MCCs as benign or malignant based on relevant extracted features from enhanced mammogram. To establish the credibility of LS-SVM classifier for classifying MCCs, a comparative evaluation of the relative performance of LS-SVM classifier for different kernel functions is made. For comparative evaluation, confusion matrix and ROC analysis are used. Experiments are performed on data extracted from mammogram images of DDSM database. A total of 380 suspicious areas are collected, which contain 235 malignant and 145 benign samples, from mammogram images of DDSM database. A set of 50 features is calculated for each suspicious area. After this, an optimal subset of 23 most suitable features is selected from 50 features by Particle Swarm Optimization (PSO). The results of proposed study are quite promising.

Keywords: Clusters of Microcalcifications, Ductal Carcinoma in Situ, Least-Square Support Vector Machine, Particle Swarm Optimization.

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244 Physical Properties of Uranium Dinitride UN2 by Using Density Functional Theory (DFT and DFT+U)

Authors: T. Zergoug, S.H. Abaidia, A. Nedjar, M. Y. Mokeddem

Abstract:

Physical properties of uranium dinitride (UN2) were investigated in detail using first principle calculations based on density functional theory (DFT). To study the strong correlation effects due to 5f uranium valence electrons, the on-site coulomb interaction correction U via the Hubbard-like term (DFT+U) was employed. The UN2 structural, mechanical and thermodynamic properties were calculated within DFT and Various U of DFT+U approach. The Perdew–Burke–Ernzerhof (PBE.5.2) version of the generalized gradient approximation (GGA) is used to describe the exchange-correlation with the projector-augmented wave (PAW) pseudo potentials. A comparative study shows that results are improved by using the Hubbard formalism for a certain U value correction like the structural parameter. For some physical properties the variation versus Hubbard-U is strong like Young modulus but for others it is weakly noticeable such as bulk modulus. We noticed also that from U=7.5 eV, elastic results don’t agree with the cubic cell because of the C44 values which turn out to be negative.

Keywords: Ab initio, bulk modulus, DFT, DFT + U.

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243 The Application of HLLC Numerical Solver to the Reduced Multiphase Model

Authors: Fatma Ghangir, Andrzej F. Nowakowski, Franck C. G. A. Nicolleau, Thomas M. Michelitsch

Abstract:

The performance of high-resolution schemes is investigated for unsteady, inviscid and compressible multiphase flows. An Eulerian diffuse interface approach has been chosen for the simulation of multicomponent flow problems. The reduced fiveequation and seven equation models are used with HLL and HLLC approximation. The authors demonstrated the advantages and disadvantages of both seven equations and five equations models studying their performance with HLL and HLLC algorithms on simple test case. The seven equation model is based on two pressure, two velocity concept of Baer–Nunziato [10], while five equation model is based on the mixture velocity and pressure. The numerical evaluations of two variants of Riemann solvers have been conducted for the classical one-dimensional air-water shock tube and compared with analytical solution for error analysis.

Keywords: Multiphase flow, gas-liquid flow, Godunov schems, Riemann solvers, HLL scheme, HLLC scheme.

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242 Computational Studies of Binding Energies and Structures of Methylamine on Functionalized Activated Carbon Surfaces

Authors: R. C. J. Mphahlele, K. Bolton, H. Kasaini

Abstract:

Empirical force fields and density functional theory (DFT) was used to study the binding energies and structures of methylamine on the surface of activated carbons (ACs). This is a first step in studying the adsorption of alkyl amines on the surface of functionalized ACs. The force fields used were Dreiding (DFF), Universal (UFF) and Compass (CFF) models. The generalized gradient approximation with Perdew Wang 91 (PW91) functional was used for DFT calculations. In addition to obtaining the aminecarboxylic acid adsorption energies, the results were used to establish reliability of the empirical models for these systems. CFF predicted a binding energy of -9.227 (kcal/mol) which agreed with PW91 at - 13.17 (kcal/mol), compared to DFF 0 (kcal/mol) and UFF -0.72 (kcal/mol). However, the CFF binding energies for the amine to ester and ketone disagreed with PW91 results. The structures obtained from all models agreed with PW91 results.

Keywords: Activated Carbons, Binding energy, DFT, Force fields.

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241 An Improved Learning Algorithm based on the Conjugate Gradient Method for Back Propagation Neural Networks

Authors: N. M. Nawi, M. R. Ransing, R. S. Ransing

Abstract:

The conjugate gradient optimization algorithm usually used for nonlinear least squares is presented and is combined with the modified back propagation algorithm yielding a new fast training multilayer perceptron (MLP) algorithm (CGFR/AG). The approaches presented in the paper consist of three steps: (1) Modification on standard back propagation algorithm by introducing gain variation term of the activation function, (2) Calculating the gradient descent on error with respect to the weights and gains values and (3) the determination of the new search direction by exploiting the information calculated by gradient descent in step (2) as well as the previous search direction. The proposed method improved the training efficiency of back propagation algorithm by adaptively modifying the initial search direction. Performance of the proposed method is demonstrated by comparing to the conjugate gradient algorithm from neural network toolbox for the chosen benchmark. The results show that the number of iterations required by the proposed method to converge is less than 20% of what is required by the standard conjugate gradient and neural network toolbox algorithm.

Keywords: Back-propagation, activation function, conjugategradient, search direction, gain variation.

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240 Secure Secret Recovery by using Weighted Personal Entropy

Authors: Leau Y. B., Dinna Nina M. N., Habeeb S. A. H., Jetol B.

Abstract:

Authentication plays a vital role in many secure systems. Most of these systems require user to log in with his or her secret password or pass phrase before entering it. This is to ensure all the valuables information is kept confidential guaranteeing also its integrity and availability. However, to achieve this goal, users are required to memorize high entropy passwords or pass phrases. Unfortunately, this sometimes causes difficulty for user to remember meaningless strings of data. This paper presents a new scheme which assigns a weight to each personal question given to the user in revealing the encrypted secrets or password. Concentration of this scheme is to offer fault tolerance to users by allowing them to forget the specific password to a subset of questions and still recover the secret and achieve successful authentication. Comparison on level of security for weight-based and weightless secret recovery scheme is also discussed. The paper concludes with the few areas that requires more investigation in this research.

Keywords: Secret Recovery, Personal Entropy, Cryptography, Secret Sharing and Key Management.

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239 Comparative Analysis of Different Page Ranking Algorithms

Authors: S. Prabha, K. Duraiswamy, J. Indhumathi

Abstract:

Search engine plays an important role in internet, to retrieve the relevant documents among the huge number of web pages. However, it retrieves more number of documents, which are all relevant to your search topics. To retrieve the most meaningful documents related to search topics, ranking algorithm is used in information retrieval technique. One of the issues in data miming is ranking the retrieved document. In information retrieval the ranking is one of the practical problems. This paper includes various Page Ranking algorithms, page segmentation algorithms and compares those algorithms used for Information Retrieval. Diverse Page Rank based algorithms like Page Rank (PR), Weighted Page Rank (WPR), Weight Page Content Rank (WPCR), Hyperlink Induced Topic Selection (HITS), Distance Rank, Eigen Rumor, Distance Rank Time Rank, Tag Rank, Relational Based Page Rank and Query Dependent Ranking algorithms are discussed and compared.

Keywords: Information Retrieval, Web Page Ranking, search engine, web mining, page segmentations.

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238 Performance Analysis of Fuzzy Logic Based Unified Power Flow Controller

Authors: Lütfü Saribulut, Mehmet Tümay, İlyas Eker

Abstract:

FACTS devices are used to control the power flow, to increase the transmission capacity and to optimize the stability of the power system. One of the most widely used FACTS devices is Unified Power Flow Controller (UPFC). The controller used in the control mechanism has a significantly effects on controlling of the power flow and enhancing the system stability of UPFC. According to this, the capability of UPFC is observed by using different control mechanisms based on P, PI, PID and fuzzy logic controllers (FLC) in this study. FLC was developed by taking consideration of Takagi- Sugeno inference system in the decision process and Sugeno-s weighted average method in the defuzzification process. Case studies with different operating conditions are applied to prove the ability of UPFC on controlling the power flow and the effectiveness of controllers on the performance of UPFC. PSCAD/EMTDC program is used to create the FLC and to simulate UPFC model.

Keywords: FACTS, Fuzzy Logic Controller, UPFC.

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237 Nanocomputing Memory Devices Formed from Carbon Nanotubes and Metallofulleres

Authors: Richard K. F. Lee, James M. Hill

Abstract:

In this paper, we summarize recent work of the authors on nanocomputing memory devices. We investigate two memory devices, each comprising a charged metallofullerene and carbon nanotubes. The first device involves two open nanotubes of the same radius that are joined by a centrally located nanotube of a smaller radius. A metallofullerene is then enclosed inside the structure. The second device also involves a etallofullerene that is located inside a closed carbon nanotube. Assuming the Lennard-Jones interaction energy and the continuum approximation, for both devices, the metallofullerene has two symmetrically placed equal minimum energy positions. On one side the metallofullerene represents the zero information state and by applying an external electrical field, it can overcome the energy barrier, and pass from one end of the tube to the other, where the metallofullerene then represents the one information state.

Keywords: Carbon nanotube, continuous approach, energy barrier, Lennard-Jones potential, metallofullerene, nanomemory device.

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236 A Comparison Study of a Symmetry Solution of Magneto-Elastico-Viscous Fluid along a Semi- Infinite Plate with Homotopy Perturbation Method and4th Order Runge–Kutta Method

Authors: Mohamed M. Mousa, Aidarkhan Kaltayev

Abstract:

The equations governing the flow of an electrically conducting, incompressible viscous fluid over an infinite flat plate in the presence of a magnetic field are investigated using the homotopy perturbation method (HPM) with Padé approximants (PA) and 4th order Runge–Kutta method (4RKM). Approximate analytical and numerical solutions for the velocity field and heat transfer are obtained and compared with each other, showing excellent agreement. The effects of the magnetic parameter and Prandtl number on velocity field, shear stress, temperature and heat transfer are discussed as well.

Keywords: Electrically conducting elastico-viscous fluid, symmetry solution, Homotopy perturbation method, Padé approximation, 4th order Runge–Kutta, Maple

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235 Numerical Simulation of Convective Heat Transfer and Fluid Flow through Porous Media with Different Moving and Heated Walls

Authors: Laith Jaafer Habeeb

Abstract:

The present study is concerned with the free convective two dimensional flow and heat transfer, within the framework of Boussinesq approximation, in anisotropic fluid filled porous rectangular enclosure subjected to end-to-end temperature difference have been investigated using Lattice Boltzmann method fornon-Darcy flow model. Effects of the moving lid direction (top, bottom, left, and right wall moving in the negative and positive x&ydirections), number of moving walls (one or two opposite walls), the sliding wall velocity, and four different constant temperatures opposite walls cases (two surfaces are being insulated and the twoother surfaces areimposed to be at constant hot and cold temperature)have been conducted. The results obtained are discussed in terms of the Nusselt number, vectors, contours, and isotherms.

Keywords: Numerical simulation, lid-driven cavity flow, saturated porous medium, different velocity and heated walls.

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234 An Improved Face Recognition Algorithm Using Histogram-Based Features in Spatial and Frequency Domains

Authors: Qiu Chen, Koji Kotani, Feifei Lee, Tadahiro Ohmi

Abstract:

In this paper, we propose an improved face recognition algorithm using histogram-based features in spatial and frequency domains. For adding spatial information of the face to improve recognition performance, a region-division (RD) method is utilized. The facial area is firstly divided into several regions, then feature vectors of each facial part are generated by Binary Vector Quantization (BVQ) histogram using DCT coefficients in low frequency domains, as well as Local Binary Pattern (LBP) histogram in spatial domain. Recognition results with different regions are first obtained separately and then fused by weighted averaging. Publicly available ORL database is used for the evaluation of our proposed algorithm, which is consisted of 40 subjects with 10 images per subject containing variations in lighting, posing, and expressions. It is demonstrated that face recognition using RD method can achieve much higher recognition rate.

Keywords: Face recognition, Binary vector quantization (BVQ), Local Binary Patterns (LBP), DCT coefficients.

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233 Thermodynamic, Structural and Transport Properties of Molten Copper-Thallium Alloys

Authors: D. Adhikari, R. P. Koirala, B.P. Singh

Abstract:

A self-association model has been used to understand the concentration dependence of free energy of mixing (GM), heat of mixing (HM), entropy of mixing (SM), activity (a) and microscopic structures, such as concentration fluctuation in long wavelength limit (Scc(0)) and Warren-Cowley short range order parameter ( 1 α )for Cu- Tl molten alloys at 1573K. A comparative study of surface tension of the alloys in the liquid state at that temperature has also been carried out theoretically as function of composition in the light of Butler-s model, Prasad-s model and quasi-chemical approach. Most of the computed thermodynamic properties have been found in agreement with the experimental values. The analysis reveals that the Cu-Tl molten alloys at 1573K represent a segregating system at all concentrations with moderate interaction. Surface tensions computed from different approaches have been found to be comparable to each other showing increment with the composition of copper.

Keywords: Concentration fluctuations, surface tension, thermodynamic properties, Quasi-chemical approximation.

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232 A Decision Matrix for the Evaluation of Triplestores for Use in a Virtual Research Environment

Authors: Tristan O’Neill, Trina Myers, Jarrod Trevathan

Abstract:

The Tropical Data Hub (TDH) is a virtual research environment that provides researchers with an e-research infrastructure to congregate significant tropical data sets for data reuse, integration, searching, and correlation. However, researchers often require data and metadata synthesis across disciplines for cross-domain analyses and knowledge discovery. A triplestore offers a semantic layer to achieve a more intelligent method of search to support the synthesis requirements by automating latent linkages in the data and metadata. Presently, the benchmarks to aid the decision of which triplestore is best suited for use in an application environment like the TDH are limited to performance. This paper describes a new evaluation tool developed to analyze both features and performance. The tool comprises a weighted decision matrix to evaluate the interoperability, functionality, performance, and support availability of a range of integrated and native triplestores to rank them according to requirements of the TDH.

Keywords: Virtual research environment, Semantic Web, performance analysis, tropical data hub.

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231 Discrete Polynomial Moments and Savitzky-Golay Smoothing

Authors: Paul O'Leary, Matthew Harker

Abstract:

This paper presents unified theory for local (Savitzky- Golay) and global polynomial smoothing. The algebraic framework can represent any polynomial approximation and is seamless from low degree local, to high degree global approximations. The representation of the smoothing operator as a projection onto orthonormal basis functions enables the computation of: the covariance matrix for noise propagation through the filter; the noise gain and; the frequency response of the polynomial filters. A virtually perfect Gram polynomial basis is synthesized, whereby polynomials of degree d = 1000 can be synthesized without significant errors. The perfect basis ensures that the filters are strictly polynomial preserving. Given n points and a support length ls = 2m + 1 then the smoothing operator is strictly linear phase for the points xi, i = m+1. . . n-m. The method is demonstrated on geometric surfaces data lying on an invariant 2D lattice.

Keywords: Gram polynomials, Savitzky-Golay Smoothing, Discrete Polynomial Moments

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230 Application of Wavelet Neural Networks in Optimization of Skeletal Buildings under Frequency Constraints

Authors: Mohammad Reza Ghasemi, Amin Ghorbani

Abstract:

The main goal of the present work is to decrease the computational burden for optimum design of steel frames with frequency constraints using a new type of neural networks called Wavelet Neural Network. It is contested to train a suitable neural network for frequency approximation work as the analysis program. The combination of wavelet theory and Neural Networks (NN) has lead to the development of wavelet neural networks. Wavelet neural networks are feed-forward networks using wavelet as activation function. Wavelets are mathematical functions within suitable inner parameters, which help them to approximate arbitrary functions. WNN was used to predict the frequency of the structures. In WNN a RAtional function with Second order Poles (RASP) wavelet was used as a transfer function. It is shown that the convergence speed was faster than other neural networks. Also comparisons of WNN with the embedded Artificial Neural Network (ANN) and with approximate techniques and also with analytical solutions are available in the literature.

Keywords: Weight Minimization, Frequency Constraints, Steel Frames, ANN, WNN, RASP Function.

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229 Application of the Central-Difference with Half- Sweep Gauss-Seidel Method for Solving First Order Linear Fredholm Integro-Differential Equations

Authors: E. Aruchunan, J. Sulaiman

Abstract:

The objective of this paper is to analyse the application of the Half-Sweep Gauss-Seidel (HSGS) method by using the Half-sweep approximation equation based on central difference (CD) and repeated trapezoidal (RT) formulas to solve linear fredholm integro-differential equations of first order. The formulation and implementation of the Full-Sweep Gauss-Seidel (FSGS) and Half- Sweep Gauss-Seidel (HSGS) methods are also presented. The HSGS method has been shown to rapid compared to the FSGS methods. Some numerical tests were illustrated to show that the HSGS method is superior to the FSGS method.

Keywords: Integro-differential equations, Linear fredholm equations, Finite difference, Quadrature formulas, Half-Sweep iteration.

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228 IMM based Kalman Filter for Channel Estimation in MB OFDM Systems

Authors: C.Ramesh, V.Vaidehi

Abstract:

Ultra-wide band (UWB) communication is one of the most promising technologies for high data rate wireless networks for short range applications. This paper proposes a blind channel estimation method namely IMM (Interactive Multiple Model) Based Kalman algorithm for UWB OFDM systems. IMM based Kalman filter is proposed to estimate frequency selective time varying channel. In the proposed method, two Kalman filters are concurrently estimate the channel parameters. The first Kalman filter namely Static Model Filter (SMF) gives accurate result when the user is static while the second Kalman filter namely the Dynamic Model Filter (DMF) gives accurate result when the receiver is in moving state. The static transition matrix in SMF is assumed as an Identity matrix where as in DMF, it is computed using Yule-Walker equations. The resultant filter estimate is computed as a weighted sum of individual filter estimates. The proposed method is compared with other existing channel estimation methods.

Keywords: Channel estimation, Kalman filter, UWB, Channel model, AR model

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227 Dispersion of a Solute in Peristaltic Motion of a Couple Stress Fluid through a Porous Medium with Slip Condition

Authors: Habtu Alemayehu, G. Radhakrishnamacharya

Abstract:

The paper presents an analytical solution for dispersion of a solute in the peristaltic motion of a couple stress fluid through a porous medium with slip condition in the presence of both homogeneous and heterogeneous chemical reactions. The average effective dispersion coefficient has been found using Taylor-s limiting condition and long wavelength approximation. The effects of various relevant parameters on the average coefficient of dispersion have been studied. The average effective dispersion coefficient tends to increase with permeability parameter but tends to decrease with homogeneous chemical reaction rate parameter, couple stress parameter, slip parameter and heterogeneous reaction rate parameter.

Keywords: Dispersion, Peristalsis, Couple stress fluid, Porousmedium, Chemical reaction, Slip condition.

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226 Experiments on Element and Document Statistics for XML Retrieval

Authors: Mohamed Ben Aouicha, Mohamed Tmar, Mohand Boughanem, Mohamed Abid

Abstract:

This paper presents an information retrieval model on XML documents based on tree matching. Queries and documents are represented by extended trees. An extended tree is built starting from the original tree, with additional weighted virtual links between each node and its indirect descendants allowing to directly reach each descendant. Therefore only one level separates between each node and its indirect descendants. This allows to compare the user query and the document with flexibility and with respect to the structural constraints of the query. The content of each node is very important to decide weither a document element is relevant or not, thus the content should be taken into account in the retrieval process. We separate between the structure-based and the content-based retrieval processes. The content-based score of each node is commonly based on the well-known Tf × Idf criteria. In this paper, we compare between this criteria and another one we call Tf × Ief. The comparison is based on some experiments into a dataset provided by INEX1 to show the effectiveness of our approach on one hand and those of both weighting functions on the other.

Keywords: XML retrieval, INEX, Tf × Idf, Tf × Ief

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225 A Mathematical Model Approach Regarding the Children’s Height Development with Fractional Calculus

Authors: Nisa Özge Önal, Kamil Karaçuha, Göksu Hazar Erdinç, Banu Bahar Karaçuha, Ertuğrul Karaçuha

Abstract:

The study aims to use a mathematical approach with the fractional calculus which is developed to have the ability to continuously analyze the factors related to the children’s height development. Until now, tracking the development of the child is getting more important and meaningful. Knowing and determining the factors related to the physical development of the child any desired time would provide better, reliable and accurate results for childcare. In this frame, 7 groups for height percentile curve (3th, 10th, 25th, 50th, 75th, 90th, and 97th) of Turkey are used. By using discrete height data of 0-18 years old children and the least squares method, a continuous curve is developed valid for any time interval. By doing so, in any desired instant, it is possible to find the percentage and location of the child in Percentage Chart. Here, with the help of the fractional calculus theory, a mathematical model is developed. The outcomes of the proposed approach are quite promising compared to the linear and the polynomial method. The approach also yields to predict the expected values of children in the sense of height.

Keywords: Children growth percentile, children physical development, fractional calculus, linear and polynomial model.

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224 Learning Spatio-Temporal Topology of a Multi-Camera Network by Tracking Multiple People

Authors: Yunyoung Nam, Junghun Ryu, Yoo-Joo Choi, We-Duke Cho

Abstract:

This paper presents a novel approach for representing the spatio-temporal topology of the camera network with overlapping and non-overlapping fields of view (FOVs). The topology is determined by tracking moving objects and establishing object correspondence across multiple cameras. To track people successfully in multiple camera views, we used the Merge-Split (MS) approach for object occlusion in a single camera and the grid-based approach for extracting the accurate object feature. In addition, we considered the appearance of people and the transition time between entry and exit zones for tracking objects across blind regions of multiple cameras with non-overlapping FOVs. The main contribution of this paper is to estimate transition times between various entry and exit zones, and to graphically represent the camera topology as an undirected weighted graph using the transition probabilities.

Keywords: Surveillance, multiple camera, people tracking, topology.

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223 Frequency-Variation Based Method for Parameter Estimation of Transistor Amplifier

Authors: Akash Rathee, Harish Parthasarathy

Abstract:

In this paper, a frequency-variation based method has been proposed for transistor parameter estimation in a commonemitter transistor amplifier circuit. We design an algorithm to estimate the transistor parameters, based on noisy measurements of the output voltage when the input voltage is a sine wave of variable frequency and constant amplitude. The common emitter amplifier circuit has been modelled using the transistor Ebers-Moll equations and the perturbation technique has been used for separating the linear and nonlinear parts of the Ebers-Moll equations. This model of the amplifier has been used to determine the amplitude of the output sinusoid as a function of the frequency and the parameter vector. Then, applying the proposed method to the frequency components, the transistor parameters have been estimated. As compared to the conventional time-domain least squares method, the proposed method requires much less data storage and it results in more accurate parameter estimation, as it exploits the information in the time and frequency domain, simultaneously. The proposed method can be utilized for parameter estimation of an analog device in its operating range of frequencies, as it uses data collected from different frequencies output signals for parameter estimation.

Keywords: Perturbation Technique, Parameter estimation, frequency-variation based method.

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222 Design of Gain Scheduled Fuzzy PID Controller

Authors: Leehter Yao, Chin-Chin Lin

Abstract:

An adaptive fuzzy PID controller with gain scheduling is proposed in this paper. The structure of the proposed gain scheduled fuzzy PID (GS_FPID) controller consists of both fuzzy PI-like controller and fuzzy PD-like controller. Both of fuzzy PI-like and PD-like controllers are weighted through adaptive gain scheduling, which are also determined by fuzzy logic inference. A modified genetic algorithm called accumulated genetic algorithm is designed to learn the parameters of fuzzy inference system. In order to learn the number of fuzzy rules required for the TSK model, the fuzzy rules are learned in an accumulated way. In other words, the parameters learned in the previous rules are accumulated and updated along with the parameters in the current rule. It will be shown that the proposed GS_FPID controllers learned by the accumulated GA perform well for not only the regular linear systems but also the higher order and time-delayed systems.

Keywords: Gain scheduling, fuzzy PID controller, adaptive control, genetic algorithm.

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221 Investigating the Dynamics of Knowledge Acquisition in Learning Using Differential Equations

Authors: Gilbert Makanda, Roelf Sypkens

Abstract:

A mathematical model for knowledge acquisition in teaching and learning is proposed. In this study we adopt the mathematical model that is normally used for disease modelling into teaching and learning. We derive mathematical conditions which facilitate knowledge acquisition. This study compares the effects of dropping out of the course at early stages with later stages of learning. The study also investigates effect of individual interaction and learning from other sources to facilitate learning. The study fits actual data to a general mathematical model using Matlab ODE45 and lsqnonlin to obtain a unique mathematical model that can be used to predict knowledge acquisition. The data used in this study was obtained from the tutorial test results for mathematics 2 students from the Central University of Technology, Free State, South Africa in the department of Mathematical and Physical Sciences. The study confirms already known results that increasing dropout rates and forgetting taught concepts reduce the population of knowledgeable students. Increasing teaching contacts and access to other learning materials facilitate knowledge acquisition. The effect of increasing dropout rates is more enhanced in the later stages of learning than earlier stages. The study opens up a new direction in further investigations in teaching and learning using differential equations.

Keywords: Differential equations, knowledge acquisition, least squares nonlinear, dynamical systems.

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220 Comparative Studies of Support Vector Regression between Reproducing Kernel and Gaussian Kernel

Authors: Wei Zhang, Su-Yan Tang, Yi-Fan Zhu, Wei-Ping Wang

Abstract:

Support vector regression (SVR) has been regarded as a state-of-the-art method for approximation and regression. The importance of kernel function, which is so-called admissible support vector kernel (SV kernel) in SVR, has motivated many studies on its composition. The Gaussian kernel (RBF) is regarded as a “best" choice of SV kernel used by non-expert in SVR, whereas there is no evidence, except for its superior performance on some practical applications, to prove the statement. Its well-known that reproducing kernel (R.K) is also a SV kernel which possesses many important properties, e.g. positive definiteness, reproducing property and composing complex R.K by simpler ones. However, there are a limited number of R.Ks with explicit forms and consequently few quantitative comparison studies in practice. In this paper, two R.Ks, i.e. SV kernels, composed by the sum and product of a translation invariant kernel in a Sobolev space are proposed. An exploratory study on the performance of SVR based general R.K is presented through a systematic comparison to that of RBF using multiple criteria and synthetic problems. The results show that the R.K is an equivalent or even better SV kernel than RBF for the problems with more input variables (more than 5, especially more than 10) and higher nonlinearity.

Keywords: admissible support vector kernel, reproducing kernel, reproducing kernel Hilbert space, support vector regression.

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219 A Particle Swarm Optimization Approach for the Earliness-Tardiness No-Wait Flowshop Scheduling Problem

Authors: Sedighe Arabameri, Nasser Salmasi

Abstract:

In this researcha particle swarm optimization (PSO) algorithm is proposedfor no-wait flowshopsequence dependent setuptime scheduling problem with weighted earliness-tardiness penalties as the criterion (|, |Σ   " ).The smallestposition value (SPV) rule is applied to convert the continuous value of position vector of particles in PSO to job permutations.A timing algorithm is generated to find the optimal schedule and calculate the objective function value of a given sequence in PSO algorithm. Twodifferent neighborhood structures are applied to improve the solution quality of PSO algorithm.The first one is based on variable neighborhood search (VNS) and the second one is a simple one with invariable structure. In order to compare the performance of two neighborhood structures, random test problems are generated and solved by both neighborhood approaches.Computational results show that the VNS algorithmhas better performance than the other one especially for the large sized problems.

Keywords: minimization of summation of weighed earliness and tardiness, no-wait flowshop scheduling, particle swarm optimization, sequence dependent setup times

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218 Frame Texture Classification Method (FTCM) Applied on Mammograms for Detection of Abnormalities

Authors: Kjersti Engan, Karl Skretting, Jostein Herredsvela, Thor Ole Gulsrud

Abstract:

Texture classification is an important image processing task with a broad application range. Many different techniques for texture classification have been explored. Using sparse approximation as a feature extraction method for texture classification is a relatively new approach, and Skretting et al. recently presented the Frame Texture Classification Method (FTCM), showing very good results on classical texture images. As an extension of that work the FTCM is here tested on a real world application as detection of abnormalities in mammograms. Some extensions to the original FTCM that are useful in some applications are implemented; two different smoothing techniques and a vector augmentation technique. Both detection of microcalcifications (as a primary detection technique and as a last stage of a detection scheme), and soft tissue lesions in mammograms are explored. All the results are interesting, and especially the results using FTCM on regions of interest as the last stage in a detection scheme for microcalcifications are promising.

Keywords: detection, mammogram, texture classification, dictionary learning, FTCM

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