Search results for: Mihailov Stability Criterion
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1553

Search results for: Mihailov Stability Criterion

923 Feature Subset Selection approach based on Maximizing Margin of Support Vector Classifier

Authors: Khin May Win, Nan Sai Moon Kham

Abstract:

Identification of cancer genes that might anticipate the clinical behaviors from different types of cancer disease is challenging due to the huge number of genes and small number of patients samples. The new method is being proposed based on supervised learning of classification like support vector machines (SVMs).A new solution is described by the introduction of the Maximized Margin (MM) in the subset criterion, which permits to get near the least generalization error rate. In class prediction problem, gene selection is essential to improve the accuracy and to identify genes for cancer disease. The performance of the new method was evaluated with real-world data experiment. It can give the better accuracy for classification.

Keywords: Microarray data, feature selection, recursive featureelimination, support vector machines.

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922 Gaits Stability Analysis for a Pneumatic Quadruped Robot Using Reinforcement Learning

Authors: Soofiyan Atar, Adil Shaikh, Sahil Rajpurkar, Pragnesh Bhalala, Aniket Desai, Irfan Siddavatam

Abstract:

Deep reinforcement learning (deep RL) algorithms leverage the symbolic power of complex controllers by automating it by mapping sensory inputs to low-level actions. Deep RL eliminates the complex robot dynamics with minimal engineering. Deep RL provides high-risk involvement by directly implementing it in real-world scenarios and also high sensitivity towards hyperparameters. Tuning of hyperparameters on a pneumatic quadruped robot becomes very expensive through trial-and-error learning. This paper presents an automated learning control for a pneumatic quadruped robot using sample efficient deep Q learning, enabling minimal tuning and very few trials to learn the neural network. Long training hours may degrade the pneumatic cylinder due to jerk actions originated through stochastic weights. We applied this method to the pneumatic quadruped robot, which resulted in a hopping gait. In our process, we eliminated the use of a simulator and acquired a stable gait. This approach evolves so that the resultant gait matures more sturdy towards any stochastic changes in the environment. We further show that our algorithm performed very well as compared to programmed gait using robot dynamics.

Keywords: model-based reinforcement learning, gait stability, supervised learning, pneumatic quadruped

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921 A Computational Cost-Effective Clustering Algorithm in Multidimensional Space Using the Manhattan Metric: Application to the Global Terrorism Database

Authors: Semeh Ben Salem, Sami Naouali, Moetez Sallami

Abstract:

The increasing amount of collected data has limited the performance of the current analyzing algorithms. Thus, developing new cost-effective algorithms in terms of complexity, scalability, and accuracy raised significant interests. In this paper, a modified effective k-means based algorithm is developed and experimented. The new algorithm aims to reduce the computational load without significantly affecting the quality of the clusterings. The algorithm uses the City Block distance and a new stop criterion to guarantee the convergence. Conducted experiments on a real data set show its high performance when compared with the original k-means version.

Keywords: Pattern recognition, partitional clustering, K-means clustering, Manhattan distance, terrorism data analysis.

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920 A Novel Single-Wavelength All-Optical Flip-Flop Employing Single SOA-MZI

Authors: H. Kaatuzian, M. Sedghi, S. Khatami

Abstract:

In this paper, by exploiting a single semiconductor optical amplifier-Mach Zehnder Interferometer (SOA-MZI), an integratable all-optical flip-flop (AOFF) is proposed. It is composed of a SOA-MZI with a bidirectional coupler at the output. Output signals of both bar and crossbar of the SOA-MZI is fed back to SOAs located in the arms of the Mach-Zehnder Interferometer (MZI). The injected photon-rates to the SOAs are modulated by feedback signals in order to form optical flip-flop. According to numerical analysis, Gaussian optical pulses with the energy of 15.2 fJ and 20 ps duration with the full width at half-maximum criterion, can switch the states of the SR-AOFF. Also simulation results show that the SR-AOFF has the contrast ratio of 8.5 dB between two states with the transition time of nearly 20 ps.

Keywords: All Optical, Flip-Flop, Mach-Zehnder Interferometer (MZI), Semiconductor Optical Amplifier (SOA).

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919 Effect of Installation of Long Cylindrical External Store on Performance, Stability, Control and Handling Qualities of Light Transport Aircraft

Authors: Ambuj Srivastava, Narender Singh

Abstract:

This paper presents the effect of installation of cylindrical external store on the performance, stability, control and handling qualities of light transport category aircraft. A pair of long cylindrical store was installed symmetrically on either side of the fuselage (port and starboard) ahead of the wing and below the fuselage bottom surface running below pilot and co-pilot window. The cylindrical store was installed as hanging from aircraft surface through specially designed brackets. The adjoining structure was sufficiently reinforced for bearing aerodynamic loads. The length to diameter ratio of long cylindrical store was ~20. Based on academic studies and flow simulation analysis, a considerable detrimental effect on single engine second segment climb performance was found which was later validated through extensive flight testing exercise. The methodology of progressive flight envelope opening was adopted. The certification was sought from Regional airworthiness authorities and for according approval.

Keywords: Second segment climb, maximum operating speed, cruise performance, single engine and twin engine, minimum control speed, and additional trim required.

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918 Measuring Relative Efficiency of Korean Construction Company using DEA/Window

Authors: Jung-Lo Park, Sung-Sik Kim, Sun-Young Choi, Ju-Hyung Kim, Jae-Jun Kim

Abstract:

Sub-prime mortgage crisis which began in the US is regarded as the most economic crisis since the Great Depression in the early 20th century. Especially, hidden problems on efficient operation of a business were disclosed at a time and many financial institutions went bankrupt and filed for court receivership. The collapses of physical market lead to bankruptcy of manufacturing and construction businesses. This study is to analyze dynamic efficiency of construction businesses during the five years at the turn of the global financial crisis. By discovering the trend and stability of efficiency of a construction business, this study-s objective is to improve management efficiency of a construction business in the ever-changing construction market. Variables were selected by analyzing corporate information on top 20 construction businesses in Korea and analyzed for static efficiency in 2008 and dynamic efficiency between 2006 and 2010. Unlike other studies, this study succeeded in deducing efficiency trend and stability of a construction business for five years by using the DEA/Window model. Using the analysis result, efficient and inefficient companies could be figured out. In addition, relative efficiency among DMU was measured by comparing the relationship between input and output variables of construction businesses. This study can be used as a literature to improve management efficiency for companies with low efficiency based on efficiency analysis of construction businesses.

Keywords: Construction Company, DEA, DEA/Window, Efficiency Analysis

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917 Enhanced Character Based Algorithm for Small Parsimony

Authors: Parvinder Singh Sandhu, Sumeet Kaur Sehra, Karmjit Kaur

Abstract:

Phylogenetic tree is a graphical representation of the evolutionary relationship among three or more genes or organisms. These trees show relatedness of data sets, species or genes divergence time and nature of their common ancestors. Quality of a phylogenetic tree requires parsimony criterion. Various approaches have been proposed for constructing most parsimonious trees. This paper is concerned about calculating and optimizing the changes of state that are needed called Small Parsimony Algorithms. This paper has proposed enhanced small parsimony algorithm to give better score based on number of evolutionary changes needed to produce the observed sequence changes tree and also give the ancestor of the given input.

Keywords: Phylogenetic Analysis, Small Parsimony, EnhancedFitch Algorithm, Enhanced Sakoff Algorithm.

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916 Effects of Cerium Oxide Nanoparticle Addition in Diesel and Diesel-Biodiesel Blends on the Performance Characteristics of a CI Engine

Authors: Abbas Alli Taghipoor Bafghi, Hosein Bakhoda, Fateme Khodaei Chegeni

Abstract:

An experimental investigation is carried out to establish the performance characteristics of a compression ignition engine while using cerium oxide nanoparticles as additive in neat diesel and diesel-biodiesel blends. In the first phase of the experiments, stability of neat diesel and diesel-biodiesel fuel blends with the addition of cerium oxide nanoparticles is analyzed. After series of experiments, it is found that the blends subjected to high speed blending followed by ultrasonic bath stabilization improves the stability. In the second phase, performance characteristics are studied using the stable fuel blends in a single cylinder four stroke engine coupled with an electrical dynamometer and a data acquisition system. The cerium oxide acts as an oxygen donating catalyst and provides oxygen for combustion. The activation energy of cerium oxide acts to burn off carbon deposits within the engine cylinder at the wall temperature and prevents the deposition of non-polar compounds on the cylinder wall results reduction in HC emissions. The tests revealed that cerium oxide nanoparticles can be used as additive in diesel and diesel-biodiesel blends to improve complete combustion of the fuel significantly.

Keywords: Diesel engine, cerium oxide, diesel-biodiesel blends, nanoparticles.

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915 A Fuzzy Linear Regression Model Based on Dissemblance Index

Authors: Shih-Pin Chen, Shih-Syuan You

Abstract:

Fuzzy regression models are useful for investigating the relationship between explanatory variables and responses in fuzzy environments. To overcome the deficiencies of previous models and increase the explanatory power of fuzzy data, the graded mean integration (GMI) representation is applied to determine representative crisp regression coefficients. A fuzzy regression model is constructed based on the modified dissemblance index (MDI), which can precisely measure the actual total error. Compared with previous studies based on the proposed MDI and distance criterion, the results from commonly used test examples show that the proposed fuzzy linear regression model has higher explanatory power and forecasting accuracy.

Keywords: Dissemblance index, fuzzy linear regression, graded mean integration, mathematical programming.

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914 Automatic Generation Control Design Based on Full State Vector Feedback for a Multi-Area Energy System Connected via Parallel AC/DC Lines

Authors: Gulshan Sharma

Abstract:

This article presents the design of optimal automatic generation control (AGC) based on full state feedback control for a multi-area interconnected power system. An extra high voltage AC transmission line in parallel with a high voltage DC link is considered as an area interconnection between the areas. The optimal AGC are designed and implemented in the wake of 1% load perturbation in one of the areas and the system dynamic response plots for various system states are obtained to investigate the system dynamic performance. The pattern of closed-loop eigenvalues are also determined to analyze the system stability. From the investigations carried out in the work, it is revealed that the dynamic performance of the system under consideration has an appreciable improvement when a high voltage DC line is paralleled with an extra high voltage AC line as an interconnection between the areas. The investigation of closed-loop eigenvalues reveals that the system stability is ensured in all case studies carried out with the designed optimal AGC.

Keywords: Automatic generation control, area control error, DC link, optimal AGC regulator, closed-loop eigenvalues.

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913 Application of Pattern Search Method to Power System Security Constrained Economic Dispatch

Authors: A. K. Al-Othman, K. M. EL-Nagger

Abstract:

Direct search methods are evolutionary algorithms used to solve optimization problems. (DS) methods do not require any information about the gradient of the objective function at hand while searching for an optimum solution. One of such methods is Pattern Search (PS) algorithm. This paper presents a new approach based on a constrained pattern search algorithm to solve a security constrained power system economic dispatch problem (SCED). Operation of power systems demands a high degree of security to keep the system satisfactorily operating when subjected to disturbances, while and at the same time it is required to pay attention to the economic aspects. Pattern recognition technique is used first to assess dynamic security. Linear classifiers that determine the stability of electric power system are presented and added to other system stability and operational constraints. The problem is formulated as a constrained optimization problem in a way that insures a secure-economic system operation. Pattern search method is then applied to solve the constrained optimization formulation. In particular, the method is tested using one system. Simulation results of the proposed approach are compared with those reported in literature. The outcome is very encouraging and proves that pattern search (PS) is very applicable for solving security constrained power system economic dispatch problem (SCED).

Keywords: Security Constrained Economic Dispatch, Direct Search method, optimization.

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912 A Robust Approach to the Load Frequency Control Problem with Speed Regulation Uncertainty

Authors: S. Z. Sayed Hassen

Abstract:

The load frequency control problem of power systems has attracted a lot of attention from engineers and researchers over the years. Increasing and quickly changing load demand, coupled with the inclusion of more generators with high variability (solar and wind power generators) on the network are making power systems more difficult to regulate. Frequency changes are unavoidable but regulatory authorities require that these changes remain within a certain bound. Engineers are required to perform the tricky task of adjusting the control system to maintain the frequency within tolerated bounds. It is well known that to minimize frequency variations, a large proportional feedback gain (speed regulation constant) is desirable. However, this improvement in performance using proportional feedback comes about at the expense of a reduced stability margin and also allows some steady-state error. A conventional PI controller is then included as a secondary control loop to drive the steadystate error to zero. In this paper, we propose a robust controller to replace the conventional PI controller which guarantees performance and stability of the power system over the range of variation of the speed regulation constant. Simulation results are shown to validate the superiority of the proposed approach on a simple single-area power system model.

Keywords: Robust control, power system, integral action, minimax LQG control.

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911 A Soft Set based Group Decision Making Method with Criteria Weight

Authors: Samsiah Abdul Razak, Daud Mohamad

Abstract:

Molodstov-s soft sets theory was originally proposed as general mathematical tool for dealing with uncertainty problems. The matrix form has been introduced in soft set and some of its properties have been discussed. However, the formulation of soft matrix in group decision making problem only with equal importance weights of criteria, which does not show the true opinion of decision maker on each criteria. The aim of this paper is to propose a method for solving group decision making problem incorporating the importance of criteria by using soft matrices in a more objective manner. The weight of each criterion is calculated by using the Analytic Hierarchy Process (AHP) method. An example of house selection process is given to illustrate the effectiveness of the proposed method.

Keywords: Soft set, Soft Matrix, Soft max-min decision making (SMmDM), Analytic hierarchy process (AHP)

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910 Modeling Erosion Control in Oil Production Wells

Authors: Kenneth I.Eshiet, Yong Sheng

Abstract:

The sand production problem has led researchers into making various attempts to understand the phenomenon. The generally accepted concept is that the occurrence of sanding is due to the in-situ stress conditions and the induced changes in stress that results in the failure of the reservoir sandstone during hydrocarbon production from wellbores. By using a hypothetical cased (perforated) well, an approach to the problem is presented here by using Finite Element numerical modelling techniques. In addition to the examination of the erosion problem, the influence of certain key parameters is studied in order to ascertain their effect on the failure and subsequent erosion process. The major variables investigated include: drawdown, perforation depth, and the erosion criterion. Also included is the determination of the optimal mud pressure for given operational and reservoir conditions. The improved understanding between parameters enables the choice of optimal values to minimize sanding during oil production.

Keywords: Equivalent Plastic Strain, Erosion, Hydrocarbon Production.

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909 Useful Lifetime Prediction of Chevron Rubber Spring for Railway Vehicle

Authors: Chang Su Woo, Hyun Sung Park

Abstract:

Useful lifetime evaluation of chevron rubber spring was very important in design procedure to assure the safety and reliability. It is, therefore, necessary to establish a suitable criterion for the replacement period of chevron rubber spring. In this study, we performed characteristic analysis and useful lifetime prediction of chevron rubber spring. Rubber material coefficient was obtained by curve fittings of uniaxial tension equibiaxial tension and pure shear test. Computer simulation was executed to predict and evaluate the load capacity and stiffness for chevron rubber spring. In order to useful lifetime prediction of rubber material, we carried out the compression set with heat aging test in an oven at the temperature ranging from 50°C to 100°C during a period 180 days. By using the Arrhenius plot, several useful lifetime prediction equations for rubber material was proposed.

Keywords: Chevron rubber spring, material coefficient, finite element analysis, useful lifetime prediction.

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908 Evolutionary Techniques for Model Order Reduction of Large Scale Linear Systems

Authors: S. Panda, J. S. Yadav, N. P. Patidar, C. Ardil

Abstract:

Recently, genetic algorithms (GA) and particle swarm optimization (PSO) technique have attracted considerable attention among various modern heuristic optimization techniques. The GA has been popular in academia and the industry mainly because of its intuitiveness, ease of implementation, and the ability to effectively solve highly non-linear, mixed integer optimization problems that are typical of complex engineering systems. PSO technique is a relatively recent heuristic search method whose mechanics are inspired by the swarming or collaborative behavior of biological populations. In this paper both PSO and GA optimization are employed for finding stable reduced order models of single-input- single-output large-scale linear systems. Both the techniques guarantee stability of reduced order model if the original high order model is stable. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example from literature and the results are compared with recently published conventional model reduction technique.

Keywords: Genetic Algorithm, Particle Swarm Optimization, Order Reduction, Stability, Transfer Function, Integral Squared Error.

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907 Self-Tuning Power System Stabilizer Based on Recursive Least Square Identification and Linear Quadratic Regulator

Authors: J. Ritonja

Abstract:

Available commercial applications of power system stabilizers assure optimal damping of synchronous generator’s oscillations only in a small part of operating range. Parameters of the power system stabilizer are usually tuned for the selected operating point. Extensive variations of the synchronous generator’s operation result in changed dynamic characteristics. This is the reason that the power system stabilizer tuned for the nominal operating point does not satisfy preferred damping in the overall operation area. The small-signal stability and the transient stability of the synchronous generators have represented an attractive problem for testing different concepts of the modern control theory. Of all the methods, the adaptive control has proved to be the most suitable for the design of the power system stabilizers. The adaptive control has been used in order to assure the optimal damping through the entire synchronous generator’s operating range. The use of the adaptive control is possible because the loading variations and consequently the variations of the synchronous generator’s dynamic characteristics are, in most cases, essentially slower than the adaptation mechanism. The paper shows the development and the application of the self-tuning power system stabilizer based on recursive least square identification method and linear quadratic regulator. Identification method is used to calculate the parameters of the Heffron-Phillips model of the synchronous generator. On the basis of the calculated parameters of the synchronous generator’s mathematical model, the synthesis of the linear quadratic regulator is carried-out. The identification and the synthesis are implemented on-line. In this way, the self-tuning power system stabilizer adapts to the different operating conditions. A purpose of this paper is to contribute to development of the more effective power system stabilizers, which would replace currently used linear stabilizers. The presented self-tuning power system stabilizer makes the tuning of the controller parameters easier and assures damping improvement in the complete operating range. The results of simulations and experiments show essential improvement of the synchronous generator’s damping and power system stability.

Keywords: Adaptive control, linear quadratic regulator, power system stabilizer, recursive least square identification.

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906 MIBiClus: Mutual Information based Biclustering Algorithm

Authors: Neelima Gupta, Seema Aggarwal

Abstract:

Most of the biclustering/projected clustering algorithms are based either on the Euclidean distance or correlation coefficient which capture only linear relationships. However, in many applications, like gene expression data and word-document data, non linear relationships may exist between the objects. Mutual Information between two variables provides a more general criterion to investigate dependencies amongst variables. In this paper, we improve upon our previous algorithm that uses mutual information for biclustering in terms of computation time and also the type of clusters identified. The algorithm is able to find biclusters with mixed relationships and is faster than the previous one. To the best of our knowledge, none of the other existing algorithms for biclustering have used mutual information as a similarity measure. We present the experimental results on synthetic data as well as on the yeast expression data. Biclusters on the yeast data were found to be biologically and statistically significant using GO Tool Box and FuncAssociate.

Keywords: Biclustering, mutual information.

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905 Optimization of Lakes Aeration Process

Authors: Mohamed Abdelwahed

Abstract:

The aeration process via injectors is used to combat the lack of oxygen in lakes due to eutrophication. A 3D numerical simulation of the resulting flow using a simplified model is presented. In order to generate the best dynamic in the fluid with respect to the aeration purpose, the optimization of the injectors location is considered. We propose to adapt to this problem the topological sensitivity analysis method which gives the variation of a criterion with respect to the creation of a small hole in the domain. The main idea is to derive the topological sensitivity analysis of the physical model with respect to the insertion of an injector in the fluid flow domain. We propose in this work a topological optimization algorithm based on the studied asymptotic expansion. Finally we present some numerical results, showing the efficiency of our approach

Keywords: Quasi Stokes equations, Numerical simulation, topological optimization, sensitivity analysis.

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904 A New Routing Algorithm: MIRAD

Authors: Amir Gholami Pastaki, Ali Reza Sahab, Seyed Mehdi Sadeghi

Abstract:

LSP routing is among the prominent issues in MPLS networks traffic engineering. The objective of this routing is to increase number of the accepted requests while guaranteeing the quality of service (QoS). Requested bandwidth is the most important QoS criterion that is considered in literatures, and a various number of heuristic algorithms have been presented with that regards. Many of these algorithms prevent flows through bottlenecks of the network in order to perform load balancing, which impedes optimum operation of the network. Here, a modern routing algorithm is proposed as MIRAD: having a little information of the network topology, links residual bandwidth, and any knowledge of the prospective requests it provides every request with a maximum bandwidth as well as minimum end-to-end delay via uniform load distribution across the network. Simulation results of the proposed algorithm show a better efficiency in comparison with similar algorithms.

Keywords: new generation networks, QoS, traffic engineering, MPLS, QoS based routing, LSP

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903 Analysis and Measuring Surface Roughness of Nonwovens Using Machine Vision Method

Authors: Dariush Semnani, Javad Yekrang, Hossein Ghayoor

Abstract:

Concerning the measurement of friction properties of textiles and fabrics using Kawabata Evaluation System (KES), whose output is constrained to the surface friction factor of fabric, and no other data would be generated; this research has been conducted to gain information about surface roughness regarding its surface friction factor. To assess roughness properties of light nonwovens, a 3-dimensional model of a surface has been simulated with regular sinuous waves through it as an ideal surface. A new factor was defined, namely Surface Roughness Factor, through comparing roughness properties of simulated surface and real specimens. The relation between the proposed factor and friction factor of specimens has been analyzed by regression, and results showed a meaningful correlation between them. It can be inferred that the new presented factor can be used as an acceptable criterion for evaluating the roughness properties of light nonwoven fabrics.

Keywords: Surface roughness, Nonwoven, Machine vision, Image processing.

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902 Assessment of Health Risks to Ground Water Resources for the Emergency Supply of Population in Relation to the Content of Nitrates and Nitrites

Authors: Frantisek Bozek, Lenka Jesonkova, Jiri Dvorak, Milos Bozek, Eduard Bakos

Abstract:

The contents of nitrates and nitrites were monitored in 15 ground water resources of a selected region earmarked for the emergency supply of population. The resources have been selected on the basis of previous assessment of natural conditions and the exploitation of territory in the infiltration area as well as the surroundings of water resources. The health risk analysis carried out in relation to nitrates and nitrites, which were found to be the most serious water contaminants, proved, that 14 resources met the health standards in relation to the assessed criterion and could be included in crisis plans. Water quality of ground resources may be assessed in the same way with regard to other contaminants.

Keywords: Drinking water, health risks, methemoglobinemia, nitrates, nitrites, water pollution.

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901 Predicting DHF Incidence in Northern Thailand using Time Series Analysis Technique

Authors: S. Wongkoon, M. Pollar, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

This study aimed at developing a forecasting model on the number of Dengue Haemorrhagic Fever (DHF) incidence in Northern Thailand using time series analysis. We developed Seasonal Autoregressive Integrated Moving Average (SARIMA) models on the data collected between 2003-2006 and then validated the models using the data collected between January-September 2007. The results showed that the regressive forecast curves were consistent with the pattern of actual values. The most suitable model was the SARIMA(2,0,1)(0,2,0)12 model with a Akaike Information Criterion (AIC) of 12.2931 and a Mean Absolute Percent Error (MAPE) of 8.91713. The SARIMA(2,0,1)(0,2,0)12 model fitting was adequate for the data with the Portmanteau statistic Q20 = 8.98644 ( x20,95= 27.5871, P>0.05). This indicated that there was no significant autocorrelation between residuals at different lag times in the SARIMA(2,0,1)(0,2,0)12 model.

Keywords: Dengue, SARIMA, Time Series Analysis, Northern Thailand.

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900 Comprehensive Nonlinearity Simulation of Different Types and Modes of HEMTs with Respect to Biasing Conditions

Authors: M. M. Karkhanehchi, A. Ammani

Abstract:

A simple analytical model has been developed to optimize biasing conditions for obtaining maximum linearity among lattice-matched, pseudomorphic and metamorphic HEMT types as well as enhancement and depletion HEMT modes. A nonlinear current-voltage model has been simulated based on extracted data to study and select the most appropriate type and mode of HEMT in terms of a given gate-source biasing voltage within the device so as to employ the circuit for the highest possible output current or voltage linear swing. Simulation results can be used as a basis for the selection of optimum gate-source biasing voltage for a given type and mode of HEMT with regard to a circuit design. The consequences can also be a criterion for choosing the optimum type or mode of HEMT for a predetermined biasing condition.

Keywords: Biasing, characteristic, linearity, simulation.

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899 Simultaneous Term Structure Estimation of Hazard and Loss Given Default with a Statistical Model using Credit Rating and Financial Information

Authors: Tomohiro Ando, Satoshi Yamashita

Abstract:

The objective of this study is to propose a statistical modeling method which enables simultaneous term structure estimation of the risk-free interest rate, hazard and loss given default, incorporating the characteristics of the bond issuing company such as credit rating and financial information. A reduced form model is used for this purpose. Statistical techniques such as spline estimation and Bayesian information criterion are employed for parameter estimation and model selection. An empirical analysis is conducted using the information on the Japanese bond market data. Results of the empirical analysis confirm the usefulness of the proposed method.

Keywords: Empirical Bayes, Hazard term structure, Loss given default.

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898 Estimating an Optimal Neighborhood Size in the Spherical Self-Organizing Feature Map

Authors: Alexandros Leontitsis, Archana P. Sangole

Abstract:

This article presents a short discussion on optimum neighborhood size selection in a spherical selforganizing feature map (SOFM). A majority of the literature on the SOFMs have addressed the issue of selecting optimal learning parameters in the case of Cartesian topology SOFMs. However, the use of a Spherical SOFM suggested that the learning aspects of Cartesian topology SOFM are not directly translated. This article presents an approach on how to estimate the neighborhood size of a spherical SOFM based on the data. It adopts the L-curve criterion, previously suggested for choosing the regularization parameter on problems of linear equations where their right-hand-side is contaminated with noise. Simulation results are presented on two artificial 4D data sets of the coupled Hénon-Ikeda map.

Keywords: Parameter estimation, self-organizing feature maps, spherical topology.

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897 Extended Constraint Mask Based One-Bit Transform for Low-Complexity Fast Motion Estimation

Authors: Oğuzhan Urhan

Abstract:

In this paper, an improved motion estimation (ME) approach based on weighted constrained one-bit transform is proposed for block-based ME employed in video encoders. Binary ME approaches utilize low bit-depth representation of the original image frames with a Boolean exclusive-OR based hardware efficient matching criterion to decrease computational burden of the ME stage. Weighted constrained one-bit transform (WC‑1BT) based approach improves the performance of conventional C-1BT based ME employing 2-bit depth constraint mask instead of a 1-bit depth mask. In this work, the range of constraint mask is further extended to increase ME performance of WC-1BT approach. Experiments reveal that the proposed method provides better ME accuracy compared existing similar ME methods in the literature.

Keywords: Fast motion estimation, low-complexity motion estimation, video coding.

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896 Evaluation of Horizontal Seismic Hazard of Naghan, Iran

Authors: S. A. Razavian Amrei, G.Ghodrati Amiri, D. Rezaei

Abstract:

This paper presents probabilistic horizontal seismic hazard assessment of Naghan, Iran. It displays the probabilistic estimate of Peak Ground Horizontal Acceleration (PGHA) for the return period of 475, 950 and 2475 years. The output of the probabilistic seismic hazard analysis is based on peak ground acceleration (PGA), which is the most common criterion in designing of buildings. A catalogue of seismic events that includes both historical and instrumental events was developed and covers the period from 840 to 2009. The seismic sources that affect the hazard in Naghan were identified within the radius of 200 km and the recurrence relationships of these sources were generated by Kijko and Sellevoll. Finally Peak Ground Horizontal Acceleration (PGHA) has been prepared to indicate the earthquake hazard of Naghan for different hazard levels by using SEISRISK III software.

Keywords: Seismic Hazard Assessment, Seismicity Parameters, PGA, Naghan, Iran

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895 Equalization Algorithms for MIMO System

Authors: Said Elkassimi, Said Safi, B. Manaut

Abstract:

In recent years, multi-antenna techniques are being considered as a potential solution to increase the flow of future wireless communication systems. The objective of this article is to study the emission and reception system MIMO (Multiple Input Multiple Output), and present the different reception decoding techniques. First we will present the least complex technical, linear receivers such as the zero forcing equalizer (ZF) and minimum mean squared error (MMSE). Then a nonlinear technique called ordered successive cancellation of interferences (OSIC) and the optimal detector based on the maximum likelihood criterion (ML), finally, we simulate the associated decoding algorithms for MIMO system such as ZF, MMSE, OSIC and ML, thus a comparison of performance of these algorithms in MIMO context.

Keywords: Multiple Input Multiple Outputs (MIMO), ZF, MMSE, Ordered Interference Successive Cancellation (OSIC), ML, Interference Successive Cancellation (SIC).

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894 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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