Search results for: Integral Squared Error.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1617

Search results for: Integral Squared Error.

927 Synchronization Between Two Chaotic Systems: Numerical and Circuit Simulation

Authors: J. H. Park, T. H. Lee, S. M. Lee, H. Y. Jung

Abstract:

In this paper, a generalized synchronization scheme, which is called function synchronization, for chaotic systems is studied. Based on Lyapunov method and active control method, we design the synchronization controller for the system such that the error dynamics between master and slave chaotic systems is asymptotically stable. For verification of our theory, computer and circuit simulations for a specific chaotic system is conducted.

Keywords: Chaotic systems, synchronization, Lyapunov method, simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1654
926 Information Filtering using Index Word Selection based on the Topics

Authors: Takeru YOKOI, Hidekazu YANAGIMOTO, Sigeru OMATU

Abstract:

We have proposed an information filtering system using index word selection from a document set based on the topics included in a set of documents. This method narrows down the particularly characteristic words in a document set and the topics are obtained by Sparse Non-negative Matrix Factorization. In information filtering, a document is often represented with the vector in which the elements correspond to the weight of the index words, and the dimension of the vector becomes larger as the number of documents is increased. Therefore, it is possible that useless words as index words for the information filtering are included. In order to address the problem, the dimension needs to be reduced. Our proposal reduces the dimension by selecting index words based on the topics included in a document set. We have applied the Sparse Non-negative Matrix Factorization to the document set to obtain these topics. The filtering is carried out based on a centroid of the learning document set. The centroid is regarded as the user-s interest. In addition, the centroid is represented with a document vector whose elements consist of the weight of the selected index words. Using the English test collection MEDLINE, thus, we confirm the effectiveness of our proposal. Hence, our proposed selection can confirm the improvement of the recommendation accuracy from the other previous methods when selecting the appropriate number of index words. In addition, we discussed the selected index words by our proposal and we found our proposal was able to select the index words covered some minor topics included in the document set.

Keywords: Information Filtering, Sparse NMF, Index wordSelection, User Profile, Chi-squared Measure

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1432
925 Development of Extended Trapezoidal Method for Numerical Solution of Volterra Integro-Differential Equations

Authors: Fuziyah Ishak, Siti Norazura Ahmad

Abstract:

Volterra integro-differential equations appear in many models for real life phenomena. Since analytical solutions for this type of differential equations are hard and at times impossible to attain, engineers and scientists resort to numerical solutions that can be made as accurately as possible. Conventionally, numerical methods for ordinary differential equations are adapted to solve Volterra integro-differential equations. In this paper, numerical solution for solving Volterra integro-differential equation using extended trapezoidal method is described. Formulae for the integral and differential parts of the equation are presented. Numerical results show that the extended method is suitable for solving first order Volterra integro-differential equations.

Keywords: Accuracy, extended trapezoidal method, numerical solution, Volterra integro-differential equations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1618
924 The Fluid Limit of the Critical Processor Sharing Tandem Queue

Authors: Amal Ezzidani, Abdelghani Ben Tahar, Mohamed Hanini

Abstract:

A sequence of finite tandem queue is considered for this study. Each one has a single server, which operates under the egalitarian processor sharing discipline. External customers arrive at each queue according to a renewal input process and having a general service times distribution. Upon completing service, customers leave the current queue and enter to the next. Under mild assumptions, including critical data, we prove the existence and the uniqueness of the fluid solution. For asymptotic behavior, we provide necessary and sufficient conditions for the invariant state and the convergence to this invariant state. In the end, we establish the convergence of a correctly normalized state process to a fluid limit characterized by a system of algebraic and integral equations.

Keywords: Fluid Limit, fluid model, measure valued process, processor sharing, tandem queue.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 449
923 A Protocol for Applied Consumer Behavior Research in Academia

Authors: A. Otjen, S. Keller

Abstract:

A Montana university has used applied consumer research in experiential learning with non-profit clients for over a decade. Through trial and error, a successful protocol has been established from problem statement through formative research to integrated marketing campaign execution. In this paper, we describe the protocol and its applications. Analysis was completed to determine the effectiveness of the campaigns and the results of how pre- and post-consumer research mark societal change because of media.

Keywords: Marketing, experiential learning, consumer behavior, community partner.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 143
922 Sprayer Boom Active Suspension Using Intelligent Active Force Control

Authors: M. Tahmasebi, R.A. Rahman, M. Mailah, M. Gohari

Abstract:

The control of sprayer boom undesired vibrations pose a great challenge to investigators due to various disturbances and conditions. Sprayer boom movements lead to reduce of spread efficiency and crop yield. This paper describes the design of a novel control method for an active suspension system applying proportional-integral-derivative (PID) controller with an active force control (AFC) scheme integration of an iterative learning algorithm employed to a sprayer boom. The iterative learning as an intelligent method is principally used as a method to calculate the best value of the estimated inertia of the sprayer boom needed for the AFC loop. Results show that the proposed AFC-based scheme performs much better than the standard PID control technique. Also, this shows that the system is more robust and accurate.

Keywords: Active force control, sprayer boom, active suspension, iterative learning.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2269
921 A Comparison of Signal Processing Techniques for the Extraction of Breathing Rate from the Photoplethysmogram

Authors: Susannah G. Fleming Lionel Tarassenko

Abstract:

The photoplethysmogram (PPG) is the pulsatile waveform produced by the pulse oximeter, which is widely used for monitoring arterial oxygen saturation in patients. Various methods for extracting the breathing rate from the PPG waveform have been compared using a consistent data set, and a novel technique using autoregressive modelling is presented. This novel technique is shown to outperform the existing techniques, with a mean error in breathing rate of 0.04 breaths per minute.

Keywords: Autoregressive modelling, breathing rate, photoplethysmogram, pulse oximetry.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3280
920 Auto Tuning of PID Controller for MIMO Processes

Authors: M. J. Lengare, R. H. Chile, L. M. Waghmare, Bhavesh Parmar

Abstract:

One of the most basic functions of control engineers is tuning of controllers. There are always several process loops in the plant necessitate of tuning. The auto tuned Proportional Integral Derivative (PID) Controllers are designed for applications where large load changes are expected or the need for extreme accuracy and fast response time exists. The algorithm presented in this paper is used for the tuning PID controller to obtain its parameters with a minimum computing complexity. It requires continuous analysis of variation in few parameters, and let the program to do the plant test and calculate the controller parameters to adjust and optimize the variables for the best performance. The algorithm developed needs less time as compared to a normal step response test for continuous tuning of the PID through gain scheduling.

Keywords: Auto tuning; gain scheduling; MIMO Processes; Optimization; PID controller; Process Control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2972
919 Corporate Governance, Shareholder Monitoring and Cost of Debt in Malaysia

Authors: Zulkufly Ramly

Abstract:

This paper attempts to investigate the effect of corporate governance and shareholder monitoring mechanisms on cost of debt of Malaysian listed firms. We assess the quality of corporate governance using comprehensive corporate governance index, which consists of 139 items in six broad categories. We classify shareholder monitoring mechanisms into concentrated ownership, family, insider and government ownerships. Using panel sample from 2003 to 2007, regression results show that high corporate governance quality and concentrated ownership lower firm cost of debt. Debt issuers consider board structure and procedures, board compensation practices, accountability and audit, transparency and social and environmental activities as integral components of a good corporate governance framework.

Keywords: Corporate governance index, cost of debt, ownership structure, Malaysia.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3475
918 Measures and Influence of a Baw Filter on Digital Radio-Communications Signals

Authors: A. Diet, M. Villegas, G. Baudoin

Abstract:

This work concerns the measurements of a Bulk Acoustic Waves (BAW) emission filter S parameters and compare with prototypes simulated types. Thanks to HP-ADS, a co-simulation of filters- characteristics in a digital radio-communication chain is performed. Four cases of modulation schemes are studied in order to illustrate the impact of the spectral occupation of the modulated signal. Results of simulations and co-simulation are given in terms of Error Vector Measurements to be useful for a general sensibility analysis of 4th/3rd Generation (G.) emitters (wideband QAM and OFDM signals)

Keywords: RF architectures, BAW filters.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2749
917 Communities of Interest: Three Unique Case Studies in Wider University and School Partnerships in Australia

Authors: M. Zeegers, D. Barron

Abstract:

In this paper we canvass three case studies of unique research partnerships between universities and schools in the wider community. In doing so, we consider those areas of indeterminate zones of professional practice explored by academics in their research activities within the wider community. We discuss three cases: an artist-in-residence program designed to engage primary school children with new understandings about local Indigenous Australian issues in their pedagogical and physical landscapes; an assessment of pedagogical concerns in relation to the use of physical space in classrooms; and the pedagogical underpinnings of a costumed museum school program. In doing so, we engage issues of research as playing an integral part in the development, implementation and maintenance of academic engagements with wider community issues.

Keywords: communities of interest, universities, schools, partnerships

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1374
916 Performance Evaluation and Cost Analysis of Standby Systems

Authors: M. A. Hajeeh

Abstract:

Pumping systems are an integral part of water desalination plants, their effective functioning is vital for the operation of a plant. In this research work, the reliability and availability of pressurized pumps in a reverse osmosis desalination plant are studied with the objective of finding configurations that provides optimal performance. Six configurations of a series system with different number of warm and cold standby components were examined. Closed form expressions for the mean time to failure (MTTF) and the long run availability are derived and compared under the assumption that the time between failures and repair times of the primary and standby components are exponentially distributed. Moreover, a cost/ benefit analysis is conducted in order to identify a configuration with the best performance and least cost. It is concluded that configurations with cold standby components are preferable especially when the pumps are of the size.

Keywords: Availability, Cost/ benefit, Mean time to failure, Pumps.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1694
915 Watermark-based Counter for Restricting Digital Audio Consumption

Authors: Mikko Löytynoja, Nedeljko Cvejic, Tapio Seppänen

Abstract:

In this paper we introduce three watermarking methods that can be used to count the number of times that a user has played some content. The proposed methods are tested with audio content in our experimental system using the most common signal processing attacks. The test results show that the watermarking methods used enable the watermark to be extracted under the most common attacks with a low bit error rate.

Keywords: Digital rights management, restricted usage, content protection, spread spectrum, audio watermarking.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1440
914 GPI Observer-based Tracking Control and Synchronization of Chaotic Systems

Authors: Dangjun Zhao, Yongji Wang, Lei Liu

Abstract:

Based on general proportional integral (GPI) observers and sliding mode control technique, a robust control method is proposed for the master-slave synchronization of chaotic systems in the presence of parameter uncertainty and with partially measurable output signal. By using GPI observer, the master dynamics are reconstructed by the observations from a measurable output under the differential algebraic framework. Driven by the signals provided by GPI observer, a sliding mode control technique is used for the tracking control and synchronization of the master-slave dynamics. The convincing numerical results reveal the proposed method is effective, and successfully accommodate the system uncertainties, disturbances, and noisy corruptions.

Keywords: GPI observer, sliding mode control, master-slave synchronization, chaotic systems.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1965
913 A Source Point Distribution Scheme for Wave-Body Interaction Problem

Authors: Aichun Feng, Zhi-Min Chen, Jing Tang Xing

Abstract:

A two-dimensional linear wave-body interaction problem can be solved using a desingularized integral method by placing free surface Rankine sources over calm water surface and satisfying boundary conditions at prescribed collocation points on the calm water surface. A new free-surface Rankine source distribution scheme, determined by the intersection points of free surface and body surface, is developed to reduce numerical computation cost. Associated with this, a new treatment is given to the intersection point. The present scheme results are in good agreement with traditional numerical results and measurements.

Keywords: Source point distribution, panel method, Rankine source, desingularized algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1742
912 Transient Analysis of a Single-Server Queue with Batch Arrivals Using Modeling and Functions Akin to the Modified Bessel Functions

Authors: Vitalice K. Oduol

Abstract:

The paper considers a single-server queue with fixedsize batch Poisson arrivals and exponential service times, a model that is useful for a buffer that accepts messages arriving as fixed size batches of packets and releases them one packet at time. Transient performance measures for queues have long been recognized as being complementary to the steady-state analysis. The focus of the paper is on the use of the functions that arise in the analysis of the transient behaviour of the queuing system. The paper exploits practical modelling to obtain a solution to the integral equation encountered in the analysis. Results obtained indicate that under heavy load conditions, there is significant disparity in the statistics between the transient and steady state values.

Keywords: batch arrivals, modelling, single-server queue, time-varying probabilities, transient analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1502
911 Dual Construction of Stern-based Signature Scheme

Authors: Pierre-Louis Cayrel, Sidi Mohamed El Yousfi Alaoui

Abstract:

In this paper, we propose a dual version of the first threshold ring signature scheme based on error-correcting code proposed by Aguilar et. al in [1]. Our scheme uses an improvement of Véron zero-knowledge identification scheme, which provide smaller public and private key sizes and better computation complexity than the Stern one. This scheme is secure in the random oracle model.

Keywords: Stern algorithm, Véron algorithm, threshold ring signature, post-quantum cryptography.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1776
910 Wasting Human and Computer Resources

Authors: Mária Csernoch, Piroska Biró

Abstract:

The legends about “user-friendly” and “easy-to-use” birotical tools (computer-related office tools) have been spreading and misleading end-users. This approach has led us to the extremely high number of incorrect documents, causing serious financial losses in the creating, modifying, and retrieving processes. Our research proved that there are at least two sources of this underachievement: (1) The lack of the definition of the correctly edited, formatted documents. Consequently, end-users do not know whether their methods and results are correct or not. They are not aware of their ignorance. They are so ignorant that their ignorance does not allow them to realize their lack of knowledge. (2) The end-users’ problem solving methods. We have found that in non-traditional programming environments end-users apply, almost exclusively, surface approach metacognitive methods to carry out their computer related activities, which are proved less effective than deep approach methods. Based on these findings we have developed deep approach methods which are based on and adapted from traditional programming languages. In this study, we focus on the most popular type of birotical documents, the text based documents. We have provided the definition of the correctly edited text, and based on this definition, adapted the debugging method known in programming. According to the method, before the realization of text editing, a thorough debugging of already existing texts and the categorization of errors are carried out. With this method in advance to real text editing users learn the requirements of text based documents and also of the correctly formatted text. The method has been proved much more effective than the previously applied surface approach methods. The advantages of the method are that the real text handling requires much less human and computer sources than clicking aimlessly in the GUI (Graphical User Interface), and the data retrieval is much more effective than from error-prone documents.

Keywords: Deep approach metacognitive methods, error-prone birotical documents, financial losses, human and computer resources.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1889
909 Black Box Model and Evolutionary Fuzzy Control Methods of Coupled-Tank System

Authors: S. Yaman, S. Rostami

Abstract:

In this study, a black box modeling of the coupled-tank system is obtained by using fuzzy sets. The derived model is tested via adaptive neuro fuzzy inference system (ANFIS). In order to achieve a better control performance, the parameters of three different controller types, classical proportional integral controller (PID), fuzzy PID and function tuner method, are tuned by one of the evolutionary computation method, genetic algorithm. All tuned controllers are applied to the fuzzy model of the coupled-tank experimental setup and analyzed under the different reference input values. According to the results, it is seen that function tuner method demonstrates better robust control performance and guarantees the closed loop stability.

Keywords: Function tuner method, fuzzy modeling, fuzzy PID controller, genetic algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1624
908 Coupled Galerkin-DQ Approach for the Transient Analysis of Dam-Reservoir Interaction

Authors: S. A. Eftekhari

Abstract:

In this paper, a numerical algorithm using a coupled Galerkin-Differential Quadrature (DQ) method is proposed for the solution of dam-reservoir interaction problem. The governing differential equation of motion of the dam structure is discretized by the Galerkin method and the DQM is used to discretize the fluid domain. The resulting systems of ordinary differential equations are then solved by the Newmark time integration scheme. The mixed scheme combines the simplicity of the Galerkin method and high accuracy and efficiency of the DQ method. Its accuracy and efficiency are demonstrated by comparing the calculated results with those of the existing literature. It is shown that highly accurate results can be obtained using a small number of Galerkin terms and DQM sampling points. The technique presented in this investigation is general and can be used to solve various fluid-structure interaction problems.

Keywords: Dam-reservoir system, Differential quadrature method, Fluid-structure interaction, Galerkin method, Integral quadrature method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1847
907 Variable Step-Size APA with Decorrelation of AR Input Process

Authors: Jae Wook Shin, Ju-man Song, Hyun-Taek Choi, Poo Gyeon Park

Abstract:

This paper introduces a new variable step-size APA with decorrelation of AR input process is based on the MSD analysis. To achieve a fast convergence rate and a small steady-state estimation error, he proposed algorithm uses variable step size that is determined by minimising the MSD. In addition, experimental results show that the proposed algorithm is achieved better performance than the other algorithms.

Keywords: adaptive filter, affine projection algorithm, variable step size.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1869
906 BER Performance of UWB Modulations through S-V Channel Model

Authors: Risanuri Hidayat

Abstract:

BER analysis of Impulse Radio Ultra Wideband (IRUWB) pulse modulations over S-V channel model is proposed in this paper. The UWB pulse is Gaussian monocycle pulse modulated using Pulse Amplitude Modulation (PAM) and Pulse Position Modulation (PPM). The channel model is generated from a modified S-V model. Bit-error rate (BER) is measured over several of bit rates. The result shows that all modulation are appropriate for both LOS and NLOS channel, but PAM gives better performance in bit rates and SNR. Moreover, as standard of speed has been given for UWB, the communication is appropriate with high bit rates in LOS channel.

Keywords: IR-UWB, S-V Channel Model, LOS NLOS, PAM, PPM

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2322
905 Variable Regularization Parameter Normalized Least Mean Square Adaptive Filter

Authors: Young-Seok Choi

Abstract:

We present a normalized LMS (NLMS) algorithm with robust regularization. Unlike conventional NLMS with the fixed regularization parameter, the proposed approach dynamically updates the regularization parameter. By exploiting a gradient descent direction, we derive a computationally efficient and robust update scheme for the regularization parameter. In simulation, we demonstrate the proposed algorithm outperforms conventional NLMS algorithms in terms of convergence rate and misadjustment error.

Keywords: Regularization, normalized LMS, system identification, robustness.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1853
904 Analyzing the Impact of Spatio-Temporal Climate Variations on the Rice Crop Calendar in Pakistan

Authors: Muhammad Imran, Iqra Basit, Mobushir Riaz Khan, Sajid Rasheed Ahmad

Abstract:

The present study investigates the space-time impact of climate change on the rice crop calendar in tropical Gujranwala, Pakistan. The climate change impact was quantified through the climatic variables, whereas the existing calendar of the rice crop was compared with the phonological stages of the crop, depicted through the time series of the Normalized Difference Vegetation Index (NDVI) derived from Landsat data for the decade 2005-2015. Local maxima were applied on the time series of NDVI to compute the rice phonological stages. Panel models with fixed and cross-section fixed effects were used to establish the relation between the climatic parameters and the time-series of NDVI across villages and across rice growing periods. Results show that the climatic parameters have significant impact on the rice crop calendar. Moreover, the fixed effect model is a significant improvement over cross-sectional fixed effect models (R-squared equal to 0.673 vs. 0.0338). We conclude that high inter-annual variability of climatic variables cause high variability of NDVI, and thus, a shift in the rice crop calendar. Moreover, inter-annual (temporal) variability of the rice crop calendar is high compared to the inter-village (spatial) variability. We suggest the local rice farmers to adapt this change in the rice crop calendar.

Keywords: Landsat NDVI, panel models, temperature, rainfall.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 886
903 Analysis and Simulation of Automotive Interleaved Buck Converter

Authors: Mohamed. A. Shrud, Ahmad H. Kharaz, Ahmed. S. Ashur, Ahmed Faris, Mustafa Benamar

Abstract:

This paper will focus on modeling, analysis and simulation of a 42V/14V dc/dc converter based architecture. This architecture is considered to be technically a viable solution for automotive dual-voltage power system for passenger car in the near further. An interleaved dc/dc converter system is chosen for the automotive converter topology due to its advantages regarding filter reduction, dynamic response, and power management. Presented herein, is a model based on one kilowatt interleaved six-phase buck converter designed to operate in a Discontinuous Conduction Mode (DCM). The control strategy of the converter is based on a voltagemode- controlled Pulse Width Modulation (PWM) with a Proportional-Integral-Derivative (PID). The effectiveness of the interleaved step-down converter is verified through simulation results using control-oriented simulator, MatLab/Simulink.

Keywords: Automotive, dc-to-dc power modules, design, interleaved, Matlab\Simulink and PID control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4203
902 Bootstrap and MLS Methods-based Individual Bioequivalence Assessment

Authors: Kongsheng Zhang, Li Ge

Abstract:

It is a one-sided hypothesis testing process for assessing bioequivalence. Bootstrap and modified large-sample(MLS) methods are considered to study individual bioequivalence(IBE), type I error and power of hypothesis tests are simulated and compared with FDA(2001). The results show that modified large-sample method is equivalent to the method of FDA(2001) .

Keywords: Individual bioequivalence, bootstrap, Bayesian bootstrap, modified large-sample.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1553
901 Detecting Financial Bubbles Using Gap between Common Stocks and Preferred Stocks

Authors: Changju Lee, Seungmo Ku, Sondo Kim, Woojin Chang

Abstract:

How to detecting financial bubble? Addressing this simple question has been the focus of a vast amount of empirical research spanning almost half a century. However, financial bubble is hard to observe and varying over the time; there needs to be more research on this area. In this paper, we used abnormal difference between common stocks price and those preferred stocks price to explain financial bubble. First, we proposed the ‘W-index’ which indicates spread between common stocks and those preferred stocks in stock market. Second, to prove that this ‘W-index’ is valid for measuring financial bubble, we showed that there is an inverse relationship between this ‘W-index’ and S&P500 rate of return. Specifically, our hypothesis is that when ‘W-index’ is comparably higher than other periods, financial bubbles are added up in stock market and vice versa; according to our hypothesis, if investors made long term investments when ‘W-index’ is high, they would have negative rate of return; however, if investors made long term investments when ‘W-index’ is low, they would have positive rate of return. By comparing correlation values and adjusted R-squared values of between W-index and S&P500 return, VIX index and S&P500 return, and TED index and S&P500 return, we showed only W-index has significant relationship between S&P500 rate of return. In addition, we figured out how long investors should hold their investment position regard the effect of financial bubble. Using this W-index, investors could measure financial bubble in the market and invest with low risk.

Keywords: Financial bubbles, detection, preferred stocks, pairs trading, future return, forecast.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1106
900 Hybrid Fuzzy Selecting-Control-by- Range Controllers of a Servopneumatic Fatigue System

Authors: Marco Soares dos Santos, Jorge Augusto Ferreira, Camila Nicola Boeri, Fernando Neto da Silva

Abstract:

The present paper proposes high performance nonlinear force controllers for a servopneumatic real-time fatigue test machine. A CompactRIO® controller was used, being fully programmed using LabVIEW language. Fuzzy logic control algorithms were evaluated to tune the integral and derivative components in the development of hybrid controllers, namely a FLC P and a hybrid FLC PID real-time-based controllers. Their behaviours were described by using state diagrams. The main contribution is to ensure a smooth transition between control states, avoiding discrete transitions in controller outputs. Steady-state errors lower than 1.5 N were reached, without retuning the controllers. Good results were also obtained for sinusoidal tracking tasks from 1/¤Ç to 8/¤Ç Hz.

Keywords: Hybrid Fuzzy Selecting, Control, Range Controllers, Servopneumatic Fatigue System.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1976
899 Role of Environmental Focus in Legal Protection and Efficient Management of Wetlands in the Republic of Kazakhstan

Authors: K. R. Balabiyev, A. O. Kaipbayeva

Abstract:

The article discusses the legal framework of the government’s environmental function and analyzes the role of the national policy in protection of wetlands. The problem is of interest for it deals with the most important branch of economy – utilization of Kazakhstan’s natural resources, protection of health and environmental wellbeing of the population. Development of a longterm environmental program addressing the protection of wetlands represents the final stage of the government’s environmental policy, and is a relatively new function for the public administration system. It appeared due to the environmental measures that require immediate decisions to be taken. It is an integral part of the effort in the field of management of state-owned natural resource, as well as of the measures aimed at efficient management of natural resources to avoid their early depletion or contamination.

Keywords: Environmental focus, government’s environmental function, protection of wetlands.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1543
898 Evaluating the Feasibility of Magnetic Induction to Cross an Air-Water Boundary

Authors: Mark Watson, J.-F. Bousquet, Adam Forget

Abstract:

A magnetic induction based underwater communication link is evaluated using an analytical model and a custom Finite-Difference Time-Domain (FDTD) simulation tool. The analytical model is based on the Sommerfeld integral, and a full-wave simulation tool evaluates Maxwell’s equations using the FDTD method in cylindrical coordinates. The analytical model and FDTD simulation tool are then compared and used to predict the system performance for various transmitter depths and optimum frequencies of operation. To this end, the system bandwidth, signal to noise ratio, and the magnitude of the induced voltage are used to estimate the expected channel capacity. The models show that in seawater, a relatively low-power and small coils may be capable of obtaining a throughput of 40 to 300 kbps, for the case where a transmitter is at depths of 1 to 3 m and a receiver is at a height of 1 m.

Keywords: Magnetic Induction, FDTD, Underwater Communication, Sommerfeld.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 534