Search results for: Robust Stability.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1856

Search results for: Robust Stability.

1136 Generational Differences in Perception of Affective Climate Antecedents

Authors: Waratta Authayarat, Hiroyuki Umemuro

Abstract:

This study aims to explore the differences and similarities in perceptions of affective climate antecedents at the workplace (intimacy, flexibility, employment stability, and team) among Japanese and Thai Generations X and Y. The samples in this study were Thai and Japanese workers who completed a work environment questionnaire and provided demographic information. Generational differences in perceptions (beliefs) of what factors contribute to affective climate were investigated using t-test analysis. Mean scores for each antecedent were ranked to determine how each generation in each group prioritized the importance of all affective climate antecedents. Japanese Generation Y perceived the importance of employment stability for affective climate of their workplaces to be significantly higher than did Japanese Generation X. Thai Generation Y considered flexibility with a higher priority than did Thai Generation X. Intimacy was perceived as highly important across generations and countries in regard to affective climate. Results suggest that managers should design workplaces for a mixture of diverse generations, resulting in a better affective climate. Differences in the importance of antecedents for affective climate among Generations X and Y in two countries were clarified. In addition, different preferences regarding work environment across Japanese Generations X and Y and Thai Generations X and Y were discussed.

Keywords: Affective Climate, Employee, Generational Differences, Workplace

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1135 The Variable Step-Size Gauss-Seidel Pseudo Affine Projection Algorithm

Authors: F. Albu, C. Paleologu

Abstract:

In this paper, a new pseudo affine projection (AP) algorithm based on Gauss-Seidel (GS) iterations is proposed for acoustic echo cancellation (AEC). It is shown that the algorithm is robust against near-end signal variations (including double-talk).

Keywords: pseudo affine projection algorithm, acoustic echo cancellation, double-talk.

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1134 Automatic Distance Compensation for Robust Voice-based Human-Computer Interaction

Authors: Randy Gomez, Keisuke Nakamura, Kazuhiro Nakadai

Abstract:

Distant-talking voice-based HCI system suffers from performance degradation due to mismatch between the acoustic speech (runtime) and the acoustic model (training). Mismatch is caused by the change in the power of the speech signal as observed at the microphones. This change is greatly influenced by the change in distance, affecting speech dynamics inside the room before reaching the microphones. Moreover, as the speech signal is reflected, its acoustical characteristic is also altered by the room properties. In general, power mismatch due to distance is a complex problem. This paper presents a novel approach in dealing with distance-induced mismatch by intelligently sensing instantaneous voice power variation and compensating model parameters. First, the distant-talking speech signal is processed through microphone array processing, and the corresponding distance information is extracted. Distance-sensitive Gaussian Mixture Models (GMMs), pre-trained to capture both speech power and room property are used to predict the optimal distance of the speech source. Consequently, pre-computed statistic priors corresponding to the optimal distance is selected to correct the statistics of the generic model which was frozen during training. Thus, model combinatorics are post-conditioned to match the power of instantaneous speech acoustics at runtime. This results to an improved likelihood in predicting the correct speech command at farther distances. We experiment using real data recorded inside two rooms. Experimental evaluation shows voice recognition performance using our method is more robust to the change in distance compared to the conventional approach. In our experiment, under the most acoustically challenging environment (i.e., Room 2: 2.5 meters), our method achieved 24.2% improvement in recognition performance against the best-performing conventional method.

Keywords: Human Machine Interaction, Human Computer Interaction, Voice Recognition, Acoustic Model Compensation, Acoustic Speech Enhancement.

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1133 Stability of Fractional Differential Equation

Authors: Rabha W. Ibrahim

Abstract:

We study a Dirichlet boundary value problem for Lane-Emden equation involving two fractional orders. Lane-Emden equation has been widely used to describe a variety of phenomena in physics and astrophysics, including aspects of stellar structure, the thermal history of a spherical cloud of gas, isothermal gas spheres,and thermionic currents. However, ordinary Lane-Emden equation does not provide the correct description of the dynamics for systems in complex media. In order to overcome this problem and describe dynamical processes in a fractalmedium, numerous generalizations of Lane-Emden equation have been proposed. One such generalization replaces the ordinary derivative by a fractional derivative in the Lane-Emden equation. This gives rise to the fractional Lane-Emden equation with a single index. Recently, a new type of Lane-Emden equation with two different fractional orders has been introduced which provides a more flexible model for fractal processes as compared with the usual one characterized by a single index. The contraction mapping principle and Krasnoselskiis fixed point theorem are applied to prove the existence of solutions of the problem in a Banach space. Ulam-Hyers stability for iterative Cauchy fractional differential equation is defined and studied.

Keywords: Fractional calculus, fractional differential equation, Lane-Emden equation, Riemann-Liouville fractional operators, Volterra integral equation.

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1132 Preparation and in vivo Assessment of Nystatin-Loaded Solid Lipid Nanoparticles for Topical Delivery against Cutaneous Candidiasis

Authors: Rawia M. Khalil, Ahmed A. Abd El Rahman, Mahfouz A. Kassem, Mohamed S. El Ridi, Mona M. Abou Samra, Ghada E. A. Awad, Soheir S. Mansy

Abstract:

Solid lipid nanoparticles (SLNs) have gained great attention for the topical treatment of skin associated fungal infection as they facilitate the skin penetration of loaded drugs. Our work deals with the preparation of nystatin loaded solid lipid nanoparticles (NystSLNs) using the hot homogenization and ultrasonication method. The prepared NystSLNs were characterized in terms of entrapment efficiency, particle size, zeta potential, transmission electron microscopy, differential scanning calorimetry, rheological behavior and in vitro drug release. A stability study for 6 months was performed. A microbiological study was conducted in male rats infected with Candida albicans, by counting the colonies and examining the histopathological changes induced on the skin of infected rats. The results showed that SLNs dispersions are spherical in shape with particle size ranging from 83.26±11.33 to 955.04±1.09 nm. The entrapment efficiencies are ranging from 19.73±1.21 to 72.46±0.66% with zeta potential ranging from -18.9 to -38.8 mV and shear-thinning rheological Behavior. The stability studies done for 6 months showed that nystatin (Nyst) is a good candidate for topical SLN formulations. A least number of colony forming unit/ ml (cfu/ml) was recorded for the selected NystSLN compared to the drug solution and the commercial Nystatin® cream present in the market. It can be fulfilled from this work that SLNs provide a good skin targeting effect and may represent promising carrier for topical delivery of Nyst offering the sustained release and maintaining the localized effect, resulting in an effective treatment of cutaneous fungal infection.

Keywords: Candida infections, Hot homogenization, Nystatin, Solid lipid nanoparticles, Stability, Topical delivery.

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1131 Lead-Free Inorganic Cesium Tin-Germanium Triiodide Perovskites for Photovoltaic Application

Authors: Seyedeh Mozhgan Seyed-Talebi, Javad Beheshtian

Abstract:

The toxicity of lead associated with the lifecycle of perovskite solar cells (PSCs( is a serious concern which may prove to be a major hurdle in the path toward their commercialization. The current proposed lead-free PSCs including Ag(I), Bi(III), Sb(III), Ti(IV), Ge(II), and Sn(II) low-toxicity cations are still plagued with the critical issues of poor stability and low efficiency. This is mainly because of their chemical stability. In the present research, utilization of all inorganic CsSnGeI3 based materials offers the advantages to enhance resistance of device to degradation, reduce the cost of cells, and minimize the carrier recombination. The presence of inorganic halide perovskite improves the photovoltaic parameters of PCSs via improved surface coverage and stability. The inverted structure of simulated devices using a 1D simulator like solar cell capacitance simulator (SCAPS) version 3308 involves TCOHTL/Perovskite/ETL/Au contact layer. PEDOT:PSS, PCBM, and CsSnGeI3 used as hole transporting layer (HTL), electron transporting layer (ETL), and perovskite absorber layer in the inverted structure for the first time. The holes are injected from highly stable and air tolerant Sn0.5Ge0.5I3 perovskite composition to HTM and electrons from the perovskite to ETL. Simulation results revealed a great dependence of power conversion efficiency (PCE) on the thickness and defect density of perovskite layer. Here the effect of an increase in operating temperature from 300 K to 400 K on the performance of CsSnGeI3 based perovskite devices is investigated. Comparison between simulated CsSnGeI3 based PCSs and similar real testified devices with spiro-OMeTAD as HTL showed that the extraction of carriers at the interfaces of perovskite absorber depends on the energy level mismatches between perovskite and HTL/ETL. We believe that optimization results reported here represent a critical avenue for fabricating the stable, low-cost, efficient, and eco-friendly all-inorganic Cs-Sn-Ge based lead-free perovskite devices.

Keywords: Hole transporting layer, lead-free, perovskite Solar cell, SCAPS-1D, Sn-Ge based material.

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1130 Hierarchical Clustering Algorithms in Data Mining

Authors: Z. Abdullah, A. R. Hamdan

Abstract:

Clustering is a process of grouping objects and data into groups of clusters to ensure that data objects from the same cluster are identical to each other. Clustering algorithms in one of the area in data mining and it can be classified into partition, hierarchical, density based and grid based. Therefore, in this paper we do survey and review four major hierarchical clustering algorithms called CURE, ROCK, CHAMELEON and BIRCH. The obtained state of the art of these algorithms will help in eliminating the current problems as well as deriving more robust and scalable algorithms for clustering.

Keywords: Clustering, method, algorithm, hierarchical, survey.

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1129 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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1128 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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1127 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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1126 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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1125 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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1124 Combining Bagging and Additive Regression

Authors: Sotiris B. Kotsiantis

Abstract:

Bagging and boosting are among the most popular re-sampling ensemble methods that generate and combine a diversity of regression models using the same learning algorithm as base-learner. Boosting algorithms are considered stronger than bagging on noise-free data. However, there are strong empirical indications that bagging is much more robust than boosting in noisy settings. For this reason, in this work we built an ensemble using an averaging methodology of bagging and boosting ensembles with 10 sub-learners in each one. We performed a comparison with simple bagging and boosting ensembles with 25 sub-learners on standard benchmark datasets and the proposed ensemble gave better accuracy.

Keywords: Regressors, statistical learning.

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1123 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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1122 Digital Image Watermarking in the Wavelet Transform Domain

Authors: Kamran Hameed, Adeel Mumtaz, S.A.M. Gilani

Abstract:

In this paper, we start by first characterizing the most important and distinguishing features of wavelet-based watermarking schemes. We studied the overwhelming amount of algorithms proposed in the literature. Application scenario, copyright protection is considered and building on the experience that was gained, implemented two distinguishing watermarking schemes. Detailed comparison and obtained results are presented and discussed. We concluded that Joo-s [1] technique is more robust for standard noise attacks than Dote-s [2] technique.

Keywords: Digital image, Copyright protection, Watermarking, Wavelet transform.

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1121 Designing Intelligent Adaptive Controller for Nonlinear Pendulum Dynamical System

Authors: R. Ghasemi, M. R. Rahimi Khoygani

Abstract:

This paper proposes the designing direct adaptive neural controller to apply for a class of a nonlinear pendulum dynamic system. The radial basis function (RBF) neural adaptive controller is robust in presence of external and internal uncertainties. Both the effectiveness of the controller and robustness against disturbances are importance of this paper. The simulation results show the promising performance of the proposed controller.

Keywords: Adaptive Neural Controller, Nonlinear Dynamical, Neural Network, RBF, Driven Pendulum, Position Control.

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1120 A Type-2 Fuzzy Adaptive Controller of a Class of Nonlinear System

Authors: A. El Ougli, I. Lagrat, I. Boumhidi

Abstract:

In this paper we propose a robust adaptive fuzzy controller for a class of nonlinear system with unknown dynamic. The method is based on type-2 fuzzy logic system to approximate unknown non-linear function. The design of the on-line adaptive scheme of the proposed controller is based on Lyapunov technique. Simulation results are given to illustrate the effectiveness of the proposed approach.

Keywords: Fuzzy set type-2, Adaptive fuzzy control, Nonlinear system.

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1119 Semi-Blind Two-Dimensional Code Acquisition in CDMA Communications

Authors: Rui Wu, Tapani Ristaniemi

Abstract:

In this paper, we propose a new algorithm for joint time-delay and direction-of-arrival (DOA) estimation, here called two-dimensional code acquisition, in an asynchronous directsequence code-division multiple-access (DS-CDMA) array system. This algorithm depends on eigenvector-eigenvalue decomposition of sample correlation matrix, and requires to know desired user-s training sequence. The performance of the algorithm is analyzed both analytically and numerically in uncorrelated and coherent multipath environment. Numerical examples show that the algorithm is robust with unknown number of coherent signals.

Keywords: Two-Dimensional Code Acquisition, EV-t, DSCDMA

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1118 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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1117 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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1116 A Study of Two Disease Models: With and Without Incubation Period

Authors: H. C. Chinwenyi, H. D. Ibrahim, J. O. Adekunle

Abstract:

The incubation period is defined as the time from infection with a microorganism to development of symptoms. In this research, two disease models: one with incubation period and another without incubation period were studied. The study involves the use of a  mathematical model with a single incubation period. The test for the existence and stability of the disease free and the endemic equilibrium states for both models were carried out. The fourth order Runge-Kutta method was used to solve both models numerically. Finally, a computer program in MATLAB was developed to run the numerical experiments. From the results, we are able to show that the endemic equilibrium state of the model with incubation period is locally asymptotically stable whereas the endemic equilibrium state of the model without incubation period is unstable under certain conditions on the given model parameters. It was also established that the disease free equilibrium states of the model with and without incubation period are locally asymptotically stable. Furthermore, results from numerical experiments using empirical data obtained from Nigeria Centre for Disease Control (NCDC) showed that the overall population of the infected people for the model with incubation period is higher than that without incubation period. We also established from the results obtained that as the transmission rate from susceptible to infected population increases, the peak values of the infected population for the model with incubation period decrease and are always less than those for the model without incubation period.

Keywords: Asymptotic stability, incubation period, Routh-Hurwitz criterion, Runge Kutta method.

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1115 Designing Back-stepping Sliding Mode Controller for a Class of 4Y Octorotor

Authors: I. Khabbazi, R. Ghasemi

Abstract:

This paper presents a combination of both robust nonlinear controller and nonlinear controller for a class of nonlinear 4Y Octorotor UAV using Back-stepping and sliding mode controller. The robustness against internal and external disturbance and decoupling control are the merits of the proposed paper. The proposed controller decouples the Octorotor dynamical system. The controller is then applied to a 4Y Octortor UAV and its feature will be shown.

Keywords: Backstepping, Decoupling, Octorotor UAV, sliding mode.

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1114 An Asymptotic Formula for Pricing an American Exchange Option

Authors: Hsuan-Ku Liu

Abstract:

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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1113 Characteristic Function in Estimation of Probability Distribution Moments

Authors: Vladimir S. Timofeev

Abstract:

In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: Characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation.

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1112 Blind Low Frequency Watermarking Method

Authors: Dimitar Taskovski, Sofija Bogdanova, Momcilo Bogdanov

Abstract:

We present a low frequency watermarking method adaptive to image content. The image content is analyzed and properties of HVS are exploited to generate a visual mask of the same size as the approximation image. Using this mask we embed the watermark in the approximation image without degrading the image quality. Watermark detection is performed without using the original image. Experimental results show that the proposed watermarking method is robust against most common image processing operations, which can be easily implemented and usually do not degrade the image quality.

Keywords: Blind, digital watermarking, low frequency, visualmask.

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1111 Combining Bagging and Boosting

Authors: S. B. Kotsiantis, P. E. Pintelas

Abstract:

Bagging and boosting are among the most popular resampling ensemble methods that generate and combine a diversity of classifiers using the same learning algorithm for the base-classifiers. Boosting algorithms are considered stronger than bagging on noisefree data. However, there are strong empirical indications that bagging is much more robust than boosting in noisy settings. For this reason, in this work we built an ensemble using a voting methodology of bagging and boosting ensembles with 10 subclassifiers in each one. We performed a comparison with simple bagging and boosting ensembles with 25 sub-classifiers, as well as other well known combining methods, on standard benchmark datasets and the proposed technique was the most accurate.

Keywords: data mining, machine learning, pattern recognition.

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1110 A High Performance MPI for Parallel and Distributed Computing

Authors: Prabu D., Vanamala V., Sanjeeb Kumar Deka, Sridharan R., Prahlada Rao B. B., Mohanram N.

Abstract:

Message Passing Interface is widely used for Parallel and Distributed Computing. MPICH and LAM are popular open source MPIs available to the parallel computing community also there are commercial MPIs, which performs better than MPICH etc. In this paper, we discuss a commercial Message Passing Interface, CMPI (C-DAC Message Passing Interface). C-MPI is an optimized MPI for CLUMPS. It is found to be faster and more robust compared to MPICH. We have compared performance of C-MPI and MPICH on Gigabit Ethernet network.

Keywords: C-MPI, C-VIA, HPC, MPICH, P-COMS, PMB

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1109 Manifold Analysis by Topologically Constrained Isometric Embedding

Authors: Guy Rosman, Alexander M. Bronstein, Michael M. Bronstein, Ron Kimmel

Abstract:

We present a new algorithm for nonlinear dimensionality reduction that consistently uses global information, and that enables understanding the intrinsic geometry of non-convex manifolds. Compared to methods that consider only local information, our method appears to be more robust to noise. Unlike most methods that incorporate global information, the proposed approach automatically handles non-convexity of the data manifold. We demonstrate the performance of our algorithm and compare it to state-of-the-art methods on synthetic as well as real data.

Keywords: Dimensionality reduction, manifold learning, multidimensional scaling, geodesic distance, boundary detection.

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1108 Analysis of the Reasons behind the Deteriorated Standing of Engineering Companies during the Financial Crisis

Authors: Levan Sabauri

Abstract:

In this paper, we discuss the deteriorated standing of engineering companies, some of the reasons behind it and the problems facing engineering enterprises during the financial crisis. We show the part that financial analysis plays in the detection of the main factors affecting the standing of a company, classify internal problems and the reasons influencing efficiency thereof. The publication contains the analysis of municipal engineering companies in post-Soviet transitional economies. In the wake of the 2008 world financial crisis the issue became even more poignant. It should be said though that even before the problem had been no less acute for some post-Soviet states caught up in a lengthy transitional period. The paper highlights shortcomings in the management of transportation companies, with new, more appropriate methods suggested. In analyzing the financial stability of a company, three elements need to be considered: current assets, investment policy and structural management of the funding sources leveraging the stability, should be focused on. Inappropriate management of the three may create certain financial problems, with timely and accurate detection thereof being an issue in terms of improved standing of an enterprise. In this connection, the publication contains a diagram reflecting the reasons behind the deteriorated financial standing of a company, as well as a flow chart thereof. The main reasons behind low profitability are also discussed.

Keywords: Efficiency, financial management, financial analysis funding structure, financial sustainability, investment policy, profitability, solvency, working capital.

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1107 Sliding Mode Control with Fuzzy Boundary Layer to Air-Air Interception Problem

Authors: Mustafa Resa Becan

Abstract:

The performance of a type of fuzzy sliding mode control is researched by considering the nonlinear characteristic of a missile-target interception problem to obtain a robust interception process. The variable boundary layer by using fuzzy logic is proposed to reduce the chattering around the switching surface then is applied to the interception model which was derived. The performances of the sliding mode control with constant and fuzzy boundary layer are compared at the end of the study and the results are evaluated.

Keywords: Sliding mode control, fuzzy, boundary layer, interception problem.

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