Search results for: neural network modeling

Authors: MohammadReza EffatParvar, Akbar Bemana, Mehdi EffatParvar

Abstract:

Scheduling algorithms are used in operating systems to optimize the usage of processors. One of the most efficient algorithms for scheduling is Multi-Layer Feedback Queue (MLFQ) algorithm which uses several queues with different quanta. The most important weakness of this method is the inability to define the optimized the number of the queues and quantum of each queue. This weakness has been improved in IMLFQ scheduling algorithm. Number of the queues and quantum of each queue affect the response time directly. In this paper, we review the IMLFQ algorithm for solving these problems and minimizing the response time. In this algorithm Recurrent Neural Network has been utilized to find both the number of queues and the optimized quantum of each queue. Also in order to prevent any probable faults in processes' response time computation, a new fault tolerant approach has been presented. In this approach we use combinational software redundancy to prevent the any probable faults. The experimental results show that using the IMLFQ algorithm results in better response time in comparison with other scheduling algorithms also by using fault tolerant mechanism we improve IMLFQ performance.

Keywords: IMLFQ, Fault Tolerant, Scheduling, Queue, Recurrent Neural Network.

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Authors: Ong Sing Goh, C. Ardil, Chun Che Fung, Kok Wai Wong, Arnold Depickere

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In this paper, we proposed a new framework to incorporate an intelligent agent software robot into a crisis communication portal (CCNet) in order to send alert news to subscribed users via email and other mobile services such as Short Message Service (SMS), Multimedia Messaging Service (MMS) and General Packet Radio Services (GPRS). The content on the mobile services can be delivered either through mobile phone or Personal Digital Assistance (PDA). This research has shown that with our proposed framework, the embodied conversation agents system can handle questions intelligently with our multilayer architecture. At the same time, the extended framework can take care of delivery content through a more humanoid interface on mobile devices.

Keywords: Crisis Communication Network (CCNet), EmbodiedConversational Agents (ECAs), Mobile Services, ArtificialIntelligence Neural-network Identity (AINI)

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Authors: P. Cermak

Abstract:

This paper shows possibility of extraction Social, Group and Individual Mind from Multiple Agents Rule Bases. Types those Rule bases are selected as two fuzzy systems, namely Mambdani and Takagi-Sugeno fuzzy system. Their rule bases are describing (modeling) agent behavior. Modifying of agent behavior in the time varying environment will be provided by learning fuzzyneural networks and optimization of their parameters with using genetic algorithms in development system FUZNET. Finally, extraction Social, Group and Individual Mind from Multiple Agents Rule Bases are provided by Cognitive analysis and Matching criterion.

Keywords: Mind, Multi-agent system, Cognitive analysis, Fuzzy system, Neural network, Genetic algorithm, Rule base.

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Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

Abstract:

Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: Conditional Generative Adversarial Net, market and credit risk management, neural network, time series.

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

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

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

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Authors: Katalina Grigorova, Kaloyan Mironov

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The paper focuses on the benefits of business process modeling. Although this discipline is developing for many years, there is still necessity of creating new opportunities to meet the ever increasing users’ needs. Because one of these needs is related to the conversion of business process models from one standard to another, the authors have developed a converter between BPMN and EPC standards using workflow patterns as intermediate tool. Nowadays there are too many systems for business process modeling. The variety of output formats is almost the same as the systems themselves. This diversity additionally hampers the conversion of the models. The presented study is aimed at discussing problems due to differences in the output formats of various modeling environments.

Keywords: Business process modeling, business process modeling standards, workflow patterns, converting models.

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Authors: F. Rahnamay Roodposhti, M. Falah Shams, H. Kordlouie

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The aim of the article is extending and developing econometrics and network structure based methods which are able to distinguish price manipulation in Tehran stock exchange. The principal goal of the present study is to offer model for approximating price manipulation in Tehran stock exchange. In order to do so by applying separation method a sample consisting of 397 companies accepted at Tehran stock exchange were selected and information related to their price and volume of trades during years 2001 until 2009 were collected and then through performing runs test, skewness test and duration correlative test the selected companies were divided into 2 sets of manipulated and non manipulated companies. In the next stage by investigating cumulative return process and volume of trades in manipulated companies, the date of starting price manipulation was specified and in this way the logit model, artificial neural network, multiple discriminant analysis and by using information related to size of company, clarity of information, ratio of P/E and liquidity of stock one year prior price manipulation; a model for forecasting price manipulation of stocks of companies present in Tehran stock exchange were designed. At the end the power of forecasting models were studied by using data of test set. Whereas the power of forecasting logit model for test set was 92.1%, for artificial neural network was 94.1% and multi audit analysis model was 90.2%; therefore all of the 3 aforesaid models has high power to forecast price manipulation and there is no considerable difference among forecasting power of these 3 models.

Keywords: Price Manipulation, Liquidity, Size of Company, Floating Stock, Information Clarity

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Authors: R. Arulmurugan, P. Sengottuvelan

Abstract:

Object detection using Wavelet Neural Network (WNN) plays a major contribution in the analysis of image processing. Existing cluster-based algorithm for co-saliency object detection performs the work on the multiple images. The co-saliency detection results are not desirable to handle the multi scale image objects in WNN. Existing Super Resolution (SR) scheme for landmark images identifies the corresponding regions in the images and reduces the mismatching rate. But the Structure-aware matching criterion is not paying attention to detect multiple regions in SR images and fail to enhance the result percentage of object detection. To detect the objects in the high-resolution remote sensing images, Tagged Grid Matching (TGM) technique is proposed in this paper. TGM technique consists of the three main components such as object determination, object searching and object verification in WNN. Initially, object determination in TGM technique specifies the position and size of objects in the current image. The specification of the position and size using the hierarchical grid easily determines the multiple objects. Second component, object searching in TGM technique is carried out using the cross-point searching. The cross out searching point of the objects is selected to faster the searching process and reduces the detection time. Final component performs the object verification process in TGM technique for identifying (i.e.,) detecting the dissimilarity of objects in the current frame. The verification process matches the search result grid points with the stored grid points to easily detect the objects using the Gabor wavelet Transform. The implementation of TGM technique offers a significant improvement on the multi-object detection rate, processing time, precision factor and detection accuracy level.

Keywords: Object Detection, Cross-point Searching, Wavelet Neural Network, Object Determination, Gabor Wavelet Transform, Tagged Grid Matching.

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Authors: M. Zeydan, G. Toğa

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This study deals with a multi-criteria optimization problem which has been transformed into a single objective optimization problem using Response Surface Methodology (RSM), Artificial Neural Network (ANN) and Grey Relational Analyses (GRA) approach. Grey-RSM and Grey-ANN are hybrid techniques which can be used for solving multi-criteria optimization problem. There have been two main purposes of this research as follows. 1. To determine optimum and robust fiber dyeing process conditions by using RSM and ANN based on GRA, 2. To obtain the best suitable model by comparing models developed by different methodologies. The design variables for fiber dyeing process in textile are temperature, time, softener, anti-static, material quantity, pH, retarder, and dispergator. The quality characteristics to be evaluated are nominal color consistency of fiber, maximum strength of fiber, minimum color of dyeing solution. GRA-RSM with exact level value, GRA-RSM with interval level value and GRA-ANN models were compared based on GRA output value and MSE (Mean Square Error) performance measurement of outputs with each other. As a result, GRA-ANN with interval value model seems to be suitable reducing the variation of dyeing process for GRA output value of the model.

Keywords: Artificial Neural Network, Grey Relational Analysis, Optimization, Response Surface Methodology

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Authors: Sorin Valcan, Mihail Găianu

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Labeling is a very costly and time consuming process which aims to generate datasets for training neural networks in several functionalities and projects. For driver monitoring system projects, the need of labeled images has a significant impact on the budget and distribution of effort. This paper presents the modifications done to a ground truth data generation algorithm for 2D eyes location on infrared images with drivers in order to improve the quality of the data and performance of the trained neural networks. The algorithm restrictions become tougher which makes it more accurate but also less constant. The resulting dataset becomes smaller and shall not be altered by any kind of manual labels adjustment before being used in the neural networks training process. These changes resulted in a much better performance of the trained neural networks.

Keywords: Labeling automation, infrared camera, driver monitoring, eye detection, Convolutional Neural Networks.

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Authors: K. Ranjani, M. Raja, B. Anitha

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In this paper, ANN controller for maximum power point tracking of photovoltaic (PV) systems is proposed and PV modeling is discussed. Maximum power point tracking (MPPT) methods are used to maximize the PV array output power by tracking continuously the maximum power point. ANN controller with hill-climbing algorithm offers fast and accurate converging to the maximum operating point during steady-state and varying weather conditions compared to conventional hill-climbing. The proposed algorithm gives a good maximum power operation of the PV system. Simulation results obtained are presented and compared with the conventional hill-climbing algorithm. Simulation results show the effectiveness of the proposed technique.

Keywords: Artificial neural network (ANN), hill-climbing, maximum power-point tracking (MPPT), photovoltaic.

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Authors: Firas Gerges, Frank Y. Shih

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Malignant Melanoma, known simply as Melanoma, is a type of skin cancer that appears as a mole on the skin. It is critical to detect this cancer at an early stage because it can spread across the body and may lead to the patient death. When detected early, Melanoma is curable. In this paper we propose a deep learning model (Convolutional Neural Networks) in order to automatically classify skin lesion images as Malignant or Benign. Images underwent certain pre-processing steps to diminish the effect of the normal skin region on the model. The result of the proposed model showed a significant improvement over previous work, achieving an accuracy of 97%.

Keywords: Deep learning, skin cancer, image processing, melanoma.

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Authors: Valeri A. Makarov, Nazareth P. Castellanos

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Statistical analysis of electrophysiological recordings obtained under, e.g. tactile, stimulation frequently suggests participation in the network dynamics of experimentally unobserved “hidden" neurons. Such interneurons making synapses to experimentally recorded neurons may strongly alter their dynamical responses to the stimuli. We propose a mathematical method that formalizes this possibility and provides an algorithm for inferring on the presence and dynamics of hidden neurons based on fitting of the experimental data to spike trains generated by the network model. The model makes use of Integrate and Fire neurons “chemically" coupled through exponentially decaying synaptic currents. We test the method on simulated data and also provide an example of its application to the experimental recording from the Dorsal Column Nuclei neurons of the rat under tactile stimulation of a hind limb.

Keywords: Integrate and fire neuron, neural network models, spike trains.

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Authors: Zixin Liu, Jian Yu, Daoyun Xu

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This paper aims to establish a delayed dynamical relationship between payoffs of players in a zero-sum game. By introducing Markovian chain and time delay in the network model, a delayed game network model with sector bounds and slope bounds restriction nonlinear function is first proposed. As a result, a direct dynamical relationship between payoffs of players in a zero-sum game can be illustrated through a delayed singular system. Combined with Finsler-s Lemma and Lyapunov stable theory, a sufficient condition guaranteeing the unique existence and stability of zero-sum game-s Nash equilibrium is derived. One numerical example is presented to illustrate the validity of the main result.

Keywords: Game networks, zero-sum game, delayed singular system, nonlinear perturbation, time delay.

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Authors: Kavita Burse, Manish Manoria, Vishnu P. S. Kirar

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The back propagation algorithm calculates the weight changes of artificial neural networks, and a common approach is to use a training algorithm consisting of a learning rate and a momentum factor. The major drawbacks of above learning algorithm are the problems of local minima and slow convergence speeds. The addition of an extra term, called a proportional factor reduces the convergence of the back propagation algorithm. We have applied the three term back propagation to multiplicative neural network learning. The algorithm is tested on XOR and parity problem and compared with the standard back propagation training algorithm.

Keywords: Three term back propagation, multiplicative neuralnetwork, proportional factor, local minima.

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Authors: Liping Zhang, Kelin Li

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In this paper, a class of impulsive BAM fuzzy cellular neural networks with time delays in the leakage terms is formulated and investigated. By establishing a delay differential inequality and M-matrix theory, some sufficient conditions ensuring the existence, uniqueness and global exponential stability of equilibrium point for impulsive BAM fuzzy cellular neural networks with time delays in the leakage terms are obtained. In particular, a precise estimate of the exponential convergence rate is also provided, which depends on system parameters and impulsive perturbation intention. It is believed that these results are significant and useful for the design and applications of BAM fuzzy cellular neural networks. An example is given to show the effectiveness of the results obtained here.

Keywords: Global exponential stability, bidirectional associative memory, fuzzy cellular neural networks, leakage delays, impulses.

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Authors: Jamuna Bhandari

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String matching also known as pattern matching is one of primary concept for network security. In this area the effectiveness and efficiency of string matching algorithms is important for applications in network security such as network intrusion detection, virus detection, signature matching and web content filtering system. This paper presents brief review on some of string matching techniques used for network security.

Keywords: Filtering, honeypot, network telescope, pattern, string, signature.

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Authors: Gitanjali Devi, Kandarpa Kumar Sarma, Pranayee Datta, Anjana Kakoti Mahanta

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Artificial Neural Network (ANN)s can be modeled for High Energy Particle analysis with special emphasis on shower core location. The work describes the use of an ANN based system which has been configured to predict locations of cores of showers in the range 1010.5 to 1020.5 eV. The system receives density values as inputs and generates coordinates of shower events recorded for values captured by 20 core positions and 80 detectors in an area of 100 meters. Twenty ANNs are trained for the purpose and the positions of shower events optimized by using cooperative ANN learning. The results derived with variations of input upto 50% show success rates in the range of 90s.

Keywords: EAS, Shower, Core, ANN, Location.

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Authors: Sutthawee Suwannarat, Thanate Khaorapapong, Mitchai Chongcheawchamnan

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In this paper, an ultrasonic technique is proposed to predict oil content in a fresh palm fruit. This is accomplished by measuring the attenuation based on ultrasonic transmission mode. Several palm fruit samples with known oil content by Soxhlet extraction (ISO9001:2008) were tested with our ultrasonic measurement. Amplitude attenuation data results for all palm samples were collected. The Feedforward Neural Networks (FNNs) are applied to predict the oil content for the samples. The Root Mean Square Error (RMSE) and Mean Absolute Error (MAE) of the FNN model for predicting oil content percentage are 7.6186 and 5.2287 with the correlation coefficient (R) of 0.9193.

Keywords: Non-destructive, ultrasonic testing, oil content, fresh palm fruit, neural network.

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Authors: Rakesh Kumar, Piush Verma, Yaduvir Singh

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A mobile ad hoc network (MANET) is a self configuring network, without any centralized control. The topology of this network is not always defined. The main objective of this paper is to introduce the fundamental concepts of MANETs to the researchers and practitioners, who are involved in the work in the area of modeling and simulation of MANETs. This paper begins with an overview of mobile ad hoc networks. Then it proceeds with the overview of routing protocols used in the MANETS, their properties and simulation methods. A brief tabular comparison between the routing protocols is also given in this paper considering different routing protocol parameters. This paper introduces a new routing scheme developed by the use of evolutionary algorithms (EA) and analytical hierarchy process (AHP) which will be used for getting the optimized output of MANET. In this paper cryptographic technique, ceaser cipher is also employed for making the optimized route secure.

Keywords: AHP, AODV, Cryptography, EA, MANET, Optimized output.

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Authors: Mohammad Al-Fayoumi, Soumya Banerjee, Jr., P. K. Mahanti

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A social network is a set of people or organization or other social entities connected by some form of relationships. Analysis of social network broadly elaborates visual and mathematical representation of that relationship. Web can also be considered as a social network. This paper presents an innovative approach to analyze a social network using a variant of existing ant colony optimization algorithm called as Clever Ant Colony Metaphor. Experiments are performed and interesting findings and observations have been inferred based on the proposed model.

Keywords: Social Network, Ant Colony, Maximum Clique, Sub graph, Clever Ant colony.

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Authors: Ramaswamy Palaniappan, Nai-Jen Huan

Abstract:

Classification of electroencephalogram (EEG) signals extracted during mental tasks is a technique that is actively pursued for Brain Computer Interfaces (BCI) designs. In this paper, we compared the classification performances of univariateautoregressive (AR) and multivariate autoregressive (MAR) models for representing EEG signals that were extracted during different mental tasks. Multilayer Perceptron (MLP) neural network (NN) trained by the backpropagation (BP) algorithm was used to classify these features into the different categories representing the mental tasks. Classification performances were also compared across different mental task combinations and 2 sets of hidden units (HU): 2 to 10 HU in steps of 2 and 20 to 100 HU in steps of 20. Five different mental tasks from 4 subjects were used in the experimental study and combinations of 2 different mental tasks were studied for each subject. Three different feature extraction methods with 6th order were used to extract features from these EEG signals: AR coefficients computed with Burg-s algorithm (ARBG), AR coefficients computed with stepwise least square algorithm (ARLS) and MAR coefficients computed with stepwise least square algorithm. The best results were obtained with 20 to 100 HU using ARBG. It is concluded that i) it is important to choose the suitable mental tasks for different individuals for a successful BCI design, ii) higher HU are more suitable and iii) ARBG is the most suitable feature extraction method.

Keywords: Autoregressive, Brain-Computer Interface, Electroencephalogram, Neural Network.

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Authors: Ziaddin Daie Koozekanani, Mina Zolfy Lighvan

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One of the most challengeable issues in ESL (Electronic System Level) design is the lack of a general modeling scheme for on chip communication architecture. In this paper some of the mostly used methodologies for modeling and representation of on chip communication are investigated. Our goal is studying the existing methods to extract the requirements of a general representation scheme for communication architecture synthesis. The next step, will be introducing a modeling and representation method for being used in automatically synthesis process of on chip communication architecture.

Keywords: Communication architecture, System on Chip, Communication Modeling and Representation

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Authors: Lili Wang

Abstract:

By using the estimation of the Cauchy matrix of linear impulsive differential equations and Banach fixed point theorem as well as Gronwall-Bellman’s inequality, some sufficient conditions are obtained for the existence and exponential stability of almost periodic solution for an impulsive neural networks with distributed delays. An example is presented to illustrate the feasibility and  effectiveness of the results.

Keywords: Almost periodic solution, Exponential stability, Neural networks, Impulses.

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Authors: M. Sedighizadeh, A. Rezazadeh

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A self tuning PID control strategy using reinforcement learning is proposed in this paper to deal with the control of wind energy conversion systems (WECS). Actor-Critic learning is used to tune PID parameters in an adaptive way by taking advantage of the model-free and on-line learning properties of reinforcement learning effectively. In order to reduce the demand of storage space and to improve the learning efficiency, a single RBF neural network is used to approximate the policy function of Actor and the value function of Critic simultaneously. The inputs of RBF network are the system error, as well as the first and the second-order differences of error. The Actor can realize the mapping from the system state to PID parameters, while the Critic evaluates the outputs of the Actor and produces TD error. Based on TD error performance index and gradient descent method, the updating rules of RBF kernel function and network weights were given. Simulation results show that the proposed controller is efficient for WECS and it is perfectly adaptable and strongly robust, which is better than that of a conventional PID controller.

Keywords: Wind energy conversion systems, reinforcementlearning; Actor-Critic learning; adaptive PID control; RBF network.

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Authors: Charles D. Otine, Samuel B. Kucel, Lena Trojer

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Selecting the data modeling technique for an information system is determined by the objective of the resultant data model. Dimensional modeling is the preferred modeling technique for data destined for data warehouses and data mining, presenting data models that ease analysis and queries which are in contrast with entity relationship modeling. The establishment of data warehouses as components of information system landscapes in many organizations has subsequently led to the development of dimensional modeling. This has been significantly more developed and reported for the commercial database management systems as compared to the open sources thereby making it less affordable for those in resource constrained settings. This paper presents dimensional modeling of HIV patient information using open source modeling tools. It aims to take advantage of the fact that the most affected regions by the HIV virus are also heavily resource constrained (sub-Saharan Africa) whereas having large quantities of HIV data. Two HIV data source systems were studied to identify appropriate dimensions and facts these were then modeled using two open source dimensional modeling tools. Use of open source would reduce the software costs for dimensional modeling and in turn make data warehousing and data mining more feasible even for those in resource constrained settings but with data available.

Keywords: About Database, Data Mining, Data warehouse, Dimensional Modeling, Open Source.

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

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This paper is concerned with the delay-distributiondependent stability criteria for bidirectional associative memory (BAM) neural networks with time-varying delays. Based on the Lyapunov-Krasovskii functional and stochastic analysis approach, a delay-probability-distribution-dependent sufficient condition is derived to achieve the globally asymptotically mean square stable of the considered BAM neural networks. The criteria are formulated in terms of a set of linear matrix inequalities (LMIs), which can be checked efficiently by use of some standard numerical packages. Finally, a numerical example and its simulation is given to demonstrate the usefulness and effectiveness of the proposed results.

Keywords: BAM neural networks, Probabilistic time-varying delays, Stability criteria.

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Authors: Guang Zhou, Shouming Zhong

Abstract:

In this paper, we investigate the problem of the existence, uniqueness and global asymptotic stability of the equilibrium point for a class of neural networks, the neutral system has mixed time delays and parameter uncertainties. Under the assumption that the activation functions are globally Lipschitz continuous, we drive a new criterion for the robust stability of a class of neural networks with time delays by utilizing the Lyapunov stability theorems and the Homomorphic mapping theorem. Numerical examples are given to illustrate the effectiveness and the advantage of the proposed main results.

Keywords: Neural networks, Delayed systems, Lyapunov function, Stability analysis.

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Authors: Ahmet Kayabasi, Ali Akdagli

Abstract:

In this study, three robust predicting methods, namely artificial neural network (ANN), adaptive neuro fuzzy inference system (ANFIS) and support vector machine (SVM) were used for computing the resonant frequency of A-shaped compact microstrip antennas (ACMAs) operating at UHF band. Firstly, the resonant frequencies of 144 ACMAs with various dimensions and electrical parameters were simulated with the help of IE3D™ based on method of moment (MoM). The ANN, ANFIS and SVM models for computing the resonant frequency were then built by considering the simulation data. 124 simulated ACMAs were utilized for training and the remaining 20 ACMAs were used for testing the ANN, ANFIS and SVM models. The performance of the ANN, ANFIS and SVM models are compared in the training and test process. The average percentage errors (APE) regarding the computed resonant frequencies for training of the ANN, ANFIS and SVM were obtained as 0.457%, 0.399% and 0.600%, respectively. The constructed models were then tested and APE values as 0.601% for ANN, 0.744% for ANFIS and 0.623% for SVM were achieved. The results obtained here show that ANN, ANFIS and SVM methods can be successfully applied to compute the resonant frequency of ACMAs, since they are useful and versatile methods that yield accurate results.

Keywords: A-shaped compact microstrip antenna, Artificial Neural Network (ANN), adaptive Neuro-Fuzzy Inference System (ANFIS), Support Vector Machine (SVM).

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Authors: Mochammad Dewo, Sumarsono Sudarto

Abstract:

The Exponential Triple Smoothing Algorithm approach nowadays, which is used to anticipate the export value of Indonesia's two major commodities, coal and palm oil, has a Mean Percentage Absolute Error (MAPE) value of 30-50%, which may be considered as a "reasonable" forecasting mistake. Forecasting errors of more than 30% shall have a domino effect on industrial output, as extra production adds to raw material, manufacturing and storage expenses. Whereas, reaching an "excellent" classification with an error value of less than 10% will provide new investors and exporters with confidence in the commercial development of related sectors. Industrial growth will bring out a positive impact on economic development. It can be applied for other commodities if the forecast error is less than 10%. The purpose of this project is to create a forecasting technique that can produce precise forecasting results with an error of less than 10%. This research analyzes forecasting methods such as ARIMA (Autoregressive Integrated Moving Average), ANN (Artificial Neural Network) and LSTM (Long-Short Term Memory). By providing a MAPE of 1%, this study reveals that ANN is the most successful strategy for forecasting coal and palm oil commodities in Indonesia.

Keywords: ANN, Artificial Neural Network, ARIMA, Autoregressive Integrated Moving Average, export value, forecast, LSTM, Long Short Term Memory.

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