Search results for: generalized Lundberg equation.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1447

Search results for: generalized Lundberg equation.

667 Mathematical Modeling of the Influence of Hydrothermal Processes in the Water Reservoir

Authors: Alibek Issakhov

Abstract:

In this paper presents the mathematical model of hydrothermal processes in thermal power plant with different wind direction scenarios in the water reservoir, which is solved by the Navier - Stokes and temperature equations for an incompressible fluid in a stratified medium. Numerical algorithm based on the method of splitting by physical parameters. Three dimensional Poisson equation is solved with Fourier method by combination of tridiagonal matrix method (Thomas algorithm).

Keywords: thermal power plant, hydrothermal process, large eddy simulation, water reservoir

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666 Estimating Correlation Dimension on Japanese Candlestick, Application to FOREX Time Series

Authors: S. Mahmoodzadeh, J. Shahrabi, M. A. Torkamani, J. Sabaghzadeh Ghomi

Abstract:

Recognizing behavioral patterns of financial markets is essential for traders. Japanese candlestick chart is a common tool to visualize and analyze such patterns in an economic time series. Since the world was introduced to Japanese candlestick charting, traders saw how combining this tool with intelligent technical approaches creates a powerful formula for the savvy investors. This paper propose a generalization to box counting method of Grassberger-Procaccia, which is based on computing the correlation dimension of Japanese candlesticks instead commonly used 'close' points. The results of this method applied on several foreign exchange rates vs. IRR (Iranian Rial). Satisfactorily show lower chaotic dimension of Japanese candlesticks series than regular Grassberger-Procaccia method applied merely on close points of these same candles. This means there is some valuable information inside candlesticks.

Keywords: Chaos, Japanese candlestick, generalized box counting, strange attractor.

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665 Effects of Mold Surface Roughness on Compressible Flow of Micro-Injection Molding

Authors: Nguyen Q. M. P., Chen X., Lam Y. C., Yue C. Y.

Abstract:

Polymer melt compressibility and mold surface roughness, which are generally ignored during the filling stage of the conventional injection molding, may become increasingly significant in micro injection molding where the parts become smaller. By employing the 2.5D generalized Hele-Shaw model, we presented here the effects of polymer compressibility and mold surface roughness on mold-filling in a micro-thickness cavity. To elucidate the effects of surface roughness, numerical investigations were conducted using a cavity flat plate which has two halves with different surface roughness. This allows the comparison of flow field on two different halves under identical processing conditions but with different roughness. Results show that polymer compressibility and mold surface roughness have effects on mold filling in micro injection molding. There is in shrinkage reduction as the density is increased due to polymer melt compressibility during the filling stage.

Keywords: Compressible flow, Micro-injection molding, Polymer, Surface roughness

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664 A Class of Recurrent Sequences Exhibiting Some Exciting Properties of Balancing Numbers

Authors: G.K.Panda, S.S.Rout

Abstract:

The balancing numbers are natural numbers n satisfying the Diophantine equation 1 + 2 + 3 + · · · + (n - 1) = (n + 1) + (n + 2) + · · · + (n + r); r is the balancer corresponding to the balancing number n.The nth balancing number is denoted by Bn and the sequence {Bn}1 n=1 satisfies the recurrence relation Bn+1 = 6Bn-Bn-1. The balancing numbers posses some curious properties, some like Fibonacci numbers and some others are more interesting. This paper is a study of recurrent sequence {xn}1 n=1 satisfying the recurrence relation xn+1 = Axn - Bxn-1 and possessing some curious properties like the balancing numbers.

Keywords: Recurrent sequences, Balancing numbers, Lucas balancing numbers, Binet form.

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663 Noise Performance of Millimeter-wave Silicon Based Mixed Tunneling Avalanche Transit Time(MITATT) Diode

Authors: Aritra Acharyya, Moumita Mukherjee, J. P. Banerjee

Abstract:

A generalized method for small-signal simulation of avalanche noise in Mixed Tunneling Avalanche Transit Time (MITATT) device is presented in this paper where the effect of series resistance is taken into account. The method is applied to a millimeter-wave Double Drift Region (DDR) MITATT device based on Silicon to obtain noise spectral density and noise measure as a function of frequency for different values of series resistance. It is found that noise measure of the device at the operating frequency (122 GHz) with input power density of 1010 Watt/m2 is about 35 dB for hypothetical parasitic series resistance of zero ohm (estimated junction temperature = 500 K). Results show that the noise measure increases as the value of parasitic resistance increases.

Keywords: Noise Analysis, Silicon MITATT, Admittancecharacteristics, Noise spectral density.

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662 Some Third Order Methods for Solving Systems of Nonlinear Equations

Authors: Janak Raj Sharma, Rajni Sharma

Abstract:

Based on Traub-s methods for solving nonlinear equation f(x) = 0, we develop two families of third-order methods for solving system of nonlinear equations F(x) = 0. The families include well-known existing methods as special cases. The stability is corroborated by numerical results. Comparison with well-known methods shows that the present methods are robust. These higher order methods may be very useful in the numerical applications requiring high precision in their computations because these methods yield a clear reduction in number of iterations.

Keywords: Nonlinear equations and systems, Newton's method, fixed point iteration, order of convergence.

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661 Implementation of SU-MIMO and MU-MIMOGTD-System under Imperfect CSI Knowledge

Authors: Parit Kanjanavirojkul, Kiatwarakorn Keeratishananond, Prapun Suksompong

Abstract:

We study the performance of compressed beamforming weights feedback technique in generalized triangular decomposition (GTD) based MIMO system. GTD is a beamforming technique that enjoys QoS flexibility. The technique, however, will perform at its optimum only when the full knowledge of channel state information (CSI) is available at the transmitter. This would be impossible in the real system, where there are channel estimation error and limited feedback. We suggest a way to implement the quantized beamforming weights feedback, which can significantly reduce the feedback data, on GTD-based MIMO system and investigate the performance of the system. Interestingly, we found that compressed beamforming weights feedback does not degrade the BER performance of the system at low input power, while the channel estimation error and quantization do. For comparison, GTD is more sensitive to compression and quantization, while SVD is more sensitive to the channel estimation error. We also explore the performance of GTDbased MU-MIMO system, and find that the BER performance starts to degrade largely at around -20 dB channel estimation error.

Keywords: MIMO, MU-MIMO, GTD, Imperfect CSI.

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660 Consolidating Service Engineering Ontologies Building Service Ontology from SOA Modeling Language (SoaML)

Authors: Purnomo Yustianto, Robin Doss, Suhardi, Novianto Budi Kurniawan

Abstract:

As a term for characterizing a process of devising a service system, the term ‘service engineering’ is still regarded as an ‘open’ research challenge due to unspecified details and conflicting perspectives. This paper presents consolidated service engineering ontologies in collecting, specifying and defining relationship between components pertinent within the context of service engineering. The ontologies are built by way of literature surveys from the collected conceptual works by collating various concepts into an integrated ontology. Two ontologies are produced: general service ontology and software service ontology. The software-service ontology is drawn from the informatics domain, while the generalized ontology of a service system is built from both a business management and the information system perspective. The produced ontologies are verified by exercising conceptual operationalizations of the ontologies in adopting several service orientation features and service system patterns. The proposed ontologies are demonstrated to be sufficient to serve as a basis for a service engineering framework.

Keywords: Engineering, ontology, service, SoaML.

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659 Spatio-Temporal Analysis and Mapping of Malaria in Thailand

Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit

Abstract:

This paper proposes a GLMM with spatial and temporal effects for malaria data in Thailand. A Bayesian method is used for parameter estimation via Gibbs sampling MCMC. A conditional autoregressive (CAR) model is assumed to present the spatial effects. The temporal correlation is presented through the covariance matrix of the random effects. The malaria quarterly data have been extracted from the Bureau of Epidemiology, Ministry of Public Health of Thailand. The factors considered are rainfall and temperature. The result shows that rainfall and temperature are positively related to the malaria morbidity rate. The posterior means of the estimated morbidity rates are used to construct the malaria maps. The top 5 highest morbidity rates (per 100,000 population) are in Trat (Q3, 111.70), Chiang Mai (Q3, 104.70), Narathiwat (Q4, 97.69), Chiang Mai (Q2, 88.51), and Chanthaburi (Q3, 86.82). According to the DIC criterion, the proposed model has a better performance than the GLMM with spatial effects but without temporal terms.

Keywords: Bayesian method, generalized linear mixed model (GLMM), malaria, spatial effects, temporal correlation.

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658 Motion Planning and Control of a Swarm of Boids in a 3-Dimensional Space

Authors: Bibhya Sharma, Jito Vanualailai, Jai Raj

Abstract:

In this paper, we propose a solution to the motion planning and control problem for a swarm of three-dimensional boids. The swarm exhibit collective emergent behaviors within the vicinity of the workspace. The capability of biological systems to autonomously maneuver, track and pursue evasive targets in a cluttered environment is vastly superior to any engineered system. It is considered an emergent behavior arising from simple rules that are followed by individuals and may not involve any central coordination. A generalized, yet scalable algorithm for attraction to the centroid and inter-individual swarm avoidance is proposed. We present a set of new continuous time-invariant velocity control laws, formulated via the Lyapunov-based control scheme for target attraction and collision avoidance. The controllers provide a collision-free trajectory. The control laws proposed in this paper also ensures practical stability of the system. The effectiveness of the control laws is demonstrated via computer simulations.

Keywords: Swarm, Practical stability, Motion planning.

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657 An Efficient Adaptive Thresholding Technique for Wavelet Based Image Denoising

Authors: D.Gnanadurai, V.Sadasivam

Abstract:

This frame work describes a computationally more efficient and adaptive threshold estimation method for image denoising in the wavelet domain based on Generalized Gaussian Distribution (GGD) modeling of subband coefficients. In this proposed method, the choice of the threshold estimation is carried out by analysing the statistical parameters of the wavelet subband coefficients like standard deviation, arithmetic mean and geometrical mean. The noisy image is first decomposed into many levels to obtain different frequency bands. Then soft thresholding method is used to remove the noisy coefficients, by fixing the optimum thresholding value by the proposed method. Experimental results on several test images by using this method show that this method yields significantly superior image quality and better Peak Signal to Noise Ratio (PSNR). Here, to prove the efficiency of this method in image denoising, we have compared this with various denoising methods like wiener filter, Average filter, VisuShrink and BayesShrink.

Keywords: Wavelet Transform, Gaussian Noise, ImageDenoising, Filter Banks and Thresholding.

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656 Structural and Electronic Characterization of Supported Ni and Au Catalysts used in Environment Protection Determined by XRD,XAS and XPS methods

Authors: N. Aldea, V. Rednic, F. Matei, Tiandou Hu, M. Neumann

Abstract:

The nickel and gold nanoclusters as supported catalysts were analyzed by XAS, XRD and XPS in order to determine their local, global and electronic structure. The present study has pointed out a strong deformation of the local structure of the metal, due to its interaction with oxide supports. The average particle size, the mean squares of the microstrain, the particle size distribution and microstrain functions of the supported Ni and Au catalysts were determined by XRD method using Generalized Fermi Function for the X-ray line profiles approximation. Based on EXAFS analysis we consider that the local structure of the investigated systems is strongly distorted concerning the atomic number pairs. Metal-support interaction is confirmed by the shape changes of the probability densities of electron transitions: Ni K edge (1s → continuum and 2p), Au LIII-edge (2p3/2 → continuum, 6s, 6d5/2 and 6d3/2). XPS investigations confirm the metal-support interaction at their interface.

Keywords: local and global structure, metal-support interaction, supported metal catalysts, synchrotron radiation, X-ray absorptionspectroscopy, X-ray diffraction, X-ray photoelectron spectroscopy.

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655 Zero Inflated Models for Overdispersed Count Data

Authors: Y. N. Phang, E. F. Loh

Abstract:

The zero inflated models are usually used in modeling count data with excess zeros where the existence of the excess zeros could be structural zeros or zeros which occur by chance. These type of data are commonly found in various disciplines such as finance, insurance, biomedical, econometrical, ecology, and health sciences which involve sex and health dental epidemiology. The most popular zero inflated models used by many researchers are zero inflated Poisson and zero inflated negative binomial models. In addition, zero inflated generalized Poisson and zero inflated double Poisson models are also discussed and found in some literature. Recently zero inflated inverse trinomial model and zero inflated strict arcsine models are advocated and proven to serve as alternative models in modeling overdispersed count data caused by excessive zeros and unobserved heterogeneity. The purpose of this paper is to review some related literature and provide a variety of examples from different disciplines in the application of zero inflated models. Different model selection methods used in model comparison are discussed.

Keywords: Overdispersed count data, model selection methods, likelihood ratio, AIC, BIC.

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654 Calculation of the Thermal Stresses in an Elastoplastic Plate Heated by Local Heat Source

Authors: M. Khaing, A. V. Tkacheva

Abstract:

The work is devoted to solving the problem of temperature stresses, caused by the heating point of the round plate. The plate is made of elastoplastic material, so the Prandtl-Reis model is used. A piecewise-linear condition of the Ishlinsky-Ivlev flow is taken as the loading surface, in which the yield stress depends on the temperature. Piecewise-linear conditions (Treska or Ishlinsky-Ivlev), in contrast to the Mises condition, make it possible to obtain solutions of the equilibrium equation in an analytical form. In the problem under consideration, using the conditions of Tresca, it is impossible to obtain a solution. This is due to the fact that the equation of equilibrium ceases to be satisfied when the two Tresca conditions are fulfilled at once. Using the conditions of plastic flow Ishlinsky-Ivlev allows one to solve the problem. At the same time, there are also no solutions on the edge of the Ishlinsky-Ivlev hexagon in the plane-stressed state. Therefore, the authors of the article propose to jump from the edge to the edge of the mine edge, which gives an opportunity to obtain an analytical solution. At the same time, there is also no solution on the edge of the Ishlinsky-Ivlev hexagon in a plane stressed state; therefore, in this paper, the authors of the article propose to jump from the side to the side of the mine edge, which gives an opportunity to receive an analytical solution. The paper compares solutions of the problem of plate thermal deformation. One of the solutions was obtained under the condition that the elastic moduli (Young's modulus, Poisson's ratio) which depend on temperature. The yield point is assumed to be parabolically temperature dependent. The main results of the comparisons are that the region of irreversible deformation is larger in the calculations obtained for solving the problem with constant elastic moduli. There is no repeated plastic flow in the solution of the problem with elastic moduli depending on temperature. The absolute value of the irreversible deformations is higher for the solution of the problem in which the elastic moduli are constant; there are also insignificant differences in the distribution of the residual stresses.

Keywords: Temperature stresses, elasticity, plasticity, Ishlinsky-Ivlev condition, plate, annular heating, elastic moduli.

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653 Combing LCIA and Fuzzy Risk Assessment for Environmental Impact Assessment

Authors: Kevin Fong-Rey Liu, Cheng-Wu Chen, Ken Yeh, Han-Hsi Liang

Abstract:

Environmental impact assessment (EIA) is a procedure tool of environmental management for identifying, predicting, evaluating and mitigating the adverse effects of development proposals. EIA reports usually analyze how the amounts or concentrations of pollutants obey the relevant standards. Actually, many analytical tools can deepen the analysis of environmental impacts in EIA reports, such as life cycle assessment (LCA) and environmental risk assessment (ERA). Life cycle impact assessment (LCIA) is one of steps in LCA to introduce the causal relationships among environmental hazards and damage. Incorporating the LCIA concept into ERA as an integrated tool for EIA can extend the focus of the regulatory compliance of environmental impacts to determine of the significance of environmental impacts. Sometimes, when using integrated tools, it is necessary to consider fuzzy situations due to insufficient information; therefore, ERA should be generalized to fuzzy risk assessment (FRA). Finally, the use of the proposed methodology is demonstrated through the study case of the expansion plan of the world-s largest plastics processing factory.

Keywords: Fuzzy risk analysis, life cycle impact assessment, fuzzy logic, environmental impact assessment

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652 Removal of Methylene Blue from Aqueous Solution by Using Gypsum as a Low Cost Adsorbent

Authors: Muhammad A.Rauf, I.Shehadeh, Amal Ahmed, Ahmed Al-Zamly

Abstract:

Removal of Methylene Blue (MB) from aqueous solution by adsorbing it on Gypsum was investigated by batch method. The studies were conducted at 25°C and included the effects of pH and initial concentration of Methylene Blue. The adsorption data was analyzed by using the Langmuir, Freundlich and Tempkin isotherm models. The maximum monolayer adsorption capacity was found to be 36 mg of the dye per gram of gypsum. The data were also analyzed in terms of their kinetic behavior and was found to obey the pseudo second order equation.

Keywords: Adsorption, Dye, Gypsum, Kinetics, Methylene Blue.

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651 Modal Propagation Properties of Elliptical Core Optical Fibers Considering Stress-Optic Effects

Authors: M. Shah Alam, Sarkar Rahat M. Anwar

Abstract:

The effect of thermally induced stress on the modal properties of highly elliptical core optical fibers is studied in this work using a finite element method. The stress analysis is carried out and anisotropic refractive index change is calculated using both the conventional plane strain approximation and the generalized plane strain approach. After considering the stress optical effect, the modal analysis of the fiber is performed to obtain the solutions of fundamental and higher order modes. The modal effective index, modal birefringence, group effective index, group birefringence, and dispersion of different modes of the fiber are presented. For propagation properties, it can be seen that the results depend much on the approach of stress analysis.

Keywords: Birefringence, dispersion, elliptical core fiber, optical mode analysis, stress-optic effect, stress analysis.

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650 Generalized π-Armendariz Authentication Cryptosystem

Authors: Areej M. Abduldaim, Nadia M. G. Al-Saidi

Abstract:

Algebra is one of the important fields of mathematics. It concerns with the study and manipulation of mathematical symbols. It also concerns with the study of abstractions such as groups, rings, and fields. Due to the development of these abstractions, it is extended to consider other structures, such as vectors, matrices, and polynomials, which are non-numerical objects. Computer algebra is the implementation of algebraic methods as algorithms and computer programs. Recently, many algebraic cryptosystem protocols are based on non-commutative algebraic structures, such as authentication, key exchange, and encryption-decryption processes are adopted. Cryptography is the science that aimed at sending the information through public channels in such a way that only an authorized recipient can read it. Ring theory is the most attractive category of algebra in the area of cryptography. In this paper, we employ the algebraic structure called skew -Armendariz rings to design a neoteric algorithm for zero knowledge proof. The proposed protocol is established and illustrated through numerical example, and its soundness and completeness are proved.

Keywords: Cryptosystem, identification, skew π-Armendariz rings, skew polynomial rings, zero knowledge protocol.

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649 Micropolar Fluids Effects on the Dynamic Characteristics of Four-lobe Journal Bearing

Authors: B. Chetti

Abstract:

Dynamic characteristics of a four-lobe journal bearing of micropolar fluids are presented. Lubricating oil containing additives and contaminants is modelled as micropolar fluid. The modified Reynolds equation is obtained using the micropolar lubrication theory and solving it by using finite difference technique. The dynamic characteristics in terms of stiffness, damping coefficients, the critical mass and whirl ratio are determined for various values of size of material characteristic length and the coupling number. The results show compared with Newtonian fluids, that micropolar fluid exhibits better stability.

Keywords: Four-lobe bearings, dynamic characteristics, stabilityanalysis, micropolar fluid

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648 Method of Moments Applied to a Cuboidal Cavity Resonator: Effect of Gravitational Field Produced by a Black Hole

Authors: Arti Vaish, Harish Parthasarathy

Abstract:

This paper deals with the formulation of Maxwell-s equations in a cavity resonator in the presence of the gravitational field produced by a blackhole. The metric of space-time due to the blackhole is the Schwarzchild metric. Conventionally, this is expressed in spherical polar coordinates. In order to adapt this metric to our problem, we have considered this metric in a small region close to the blackhole and expressed this metric in a cartesian system locally.

Keywords: Method of moments, General theory of relativity, Electromagnetism, Metric tensor, schwarzchild metric, Wave Equation.

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647 Ignition Analysis in Supersonic Turbulent Mixing Layer

Authors: A. M. Tahsini

Abstract:

Numerical study of two dimensional supersonic hydrogen-air mixing layer is performed to investigate the effect of turbulence and chemical additive on ignition distance. Chemical reaction is treated using detail kinetics. Advection upstream splitting method is used to calculate the fluxes and one equation turbulence model is chosen here to simulate the considered problem. Hydrogen peroxide is used as an additive and the results show that inflow turbulence and chemical additive may drastically decrease the ignition delay in supersonic combustion.

Keywords: Ignition, Mixing layer, Numerical simulation, Supersonic combustion, Turbulence

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646 An Iterative Method for the Least-squares Symmetric Solution of AXB+CYD=F and its Application

Authors: Minghui Wang

Abstract:

Based on the classical algorithm LSQR for solving (unconstrained) LS problem, an iterative method is proposed for the least-squares like-minimum-norm symmetric solution of AXB+CYD=E. As the application of this algorithm, an iterative method for the least-squares like-minimum-norm biymmetric solution of AXB=E is also obtained. Numerical results are reported that show the efficiency of the proposed methods.

Keywords: Matrix equation, bisymmetric matrix, least squares problem, like-minimum norm, iterative algorithm.

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645 Propagation of Nonlinear Surface Waves in Relativistically Degenerate Quantum Plasma Half-Space

Authors: Swarniv Chandra, Parthasona Maji, Basudev Ghosh

Abstract:

The nonlinear self-interaction of an electrostatic surface wave on a semibounded quantum plasma with relativistic degeneracy is investigated by using quantum hydrodynamic (QHD) model and the Poisson’s equation with appropriate boundary conditions. It is shown that a part of the second harmonic generated through self-interaction does not have a true surface wave character but propagates obliquely away from the plasma-vacuum interface into the bulk of plasma.

Keywords: Harmonic Generation, Quantum Plasma, Quantum Hydrodynamic Model, Relativistic Degeneracy, Surface waves.

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644 Computation of Global Voltage Stability Margin in a Practical Power Network Incorporating FACTS in the OPF Frame Work

Authors: P. Nagendra, S. Halder nee Dey, S. Paul, T. Datta

Abstract:

This paper presents a methodology to assess the voltage stability status combined with optimal power flow technique using an instantaneous two-bus equivalent model of power system incorporating static var compensator (SVC) and thyristor controlled series compensator (TCSC) controllers. There by, a generalized global voltage stability indicator being developed has been applied to a robust practical Indian Eastern Grid 203-bus system. Simulation results have proved that the proposed methodology is promising to assess voltage stability of any power system at any operating point in global scenario. Voltage stability augmentation with the application of SVC at the weakest bus and TCSC at critical line connected to the weakest bus is compared with the system having no compensation. In the proposed network equivalent model the generators have been modeled more accurately considering economic criteria.

Keywords: Equivalent two-bus model, global voltage security indicator, optimal power flow, SVC, TCSC.

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643 Positive Almost Periodic Solutions for Neural Multi-Delay Logarithmic Population Model

Authors: Zhouhong Li

Abstract:

In this paper, by applying Mawhin-s continuation theorem of coincidence degree theory, we study the existence of almost periodic solutions for neural multi-delay logarithmic population model and obtain one sufficient condition for the existence of positive almost periodic solution for the above equation. An example is employed to illustrate our result.

Keywords: Almost periodic solution, Multi-delay, Logarithmic population model, Coincidence degree.

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642 Identification of Aircraft Gas Turbine Engines Temperature Condition

Authors: Pashayev A., Askerov D., C. Ardil, Sadiqov R., Abdullayev P.

Abstract:

Groundlessness of application probability-statistic methods are especially shown at an early stage of the aviation GTE technical condition diagnosing, when the volume of the information has property of the fuzzy, limitations, uncertainty and efficiency of application of new technology Soft computing at these diagnosing stages by using the fuzzy logic and neural networks methods. It is made training with high accuracy of multiple linear and nonlinear models (the regression equations) received on the statistical fuzzy data basis. At the information sufficiency it is offered to use recurrent algorithm of aviation GTE technical condition identification on measurements of input and output parameters of the multiple linear and nonlinear generalized models at presence of noise measured (the new recursive least squares method (LSM)). As application of the given technique the estimation of the new operating aviation engine D30KU-154 technical condition at height H=10600 m was made.

Keywords: Identification of a technical condition, aviation gasturbine engine, fuzzy logic and neural networks.

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641 Identification of Aircraft Gas Turbine Engine's Temperature Condition

Authors: Pashayev A., Askerov D., C. Ardil, Sadiqov R., Abdullayev P.

Abstract:

Groundlessness of application probability-statistic methods are especially shown at an early stage of the aviation GTE technical condition diagnosing, when the volume of the information has property of the fuzzy, limitations, uncertainty and efficiency of application of new technology Soft computing at these diagnosing stages by using the fuzzy logic and neural networks methods. It is made training with high accuracy of multiple linear and nonlinear models (the regression equations) received on the statistical fuzzy data basis. At the information sufficiency it is offered to use recurrent algorithm of aviation GTE technical condition identification on measurements of input and output parameters of the multiple linear and nonlinear generalized models at presence of noise measured (the new recursive least squares method (LSM)). As application of the given technique the estimation of the new operating aviation engine D30KU-154 technical condition at height H=10600 m was made.

Keywords: Identification of a technical condition, aviation gasturbine engine, fuzzy logic and neural networks.

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640 Modelling Conditional Volatility of Saving Rate by a Time-Varying Parameter Model

Authors: Katleho D. Makatjane, Kalebe M. Kalebe

Abstract:

The present paper used time-varying parameters which are based on the score function of a probability density at time t to model volatility of saving rate. We used a scaled likelihood function to update the parameters of the model overtime. Our results revealed high diligence of time-varying since the location parameter is greater than zero. Furthermore, we discovered a leptokurtic condition on saving rate’s distribution. Kapetanios, Shin-Shell Nonlinear Augmented Dickey-Fuller (KSS-NADF) test showed that the saving rate has a nonlinear unit root; therefore, it can be modeled by a generalised autoregressive score (GAS) model. Additionally, value at risk (VaR) and conditional tail expectation (CTE) indicate that 99% of the time people in Lesotho are saving more than spending. This puts the economy in high risk of not expanding. Therefore, the monetary policy committee (MPC) of Lesotho should revise their monetary policies towards this high saving rates risk.

Keywords: Generalized autoregressive score, time-varying, saving rate, Lesotho.

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639 Determining Optimal Production Plan by Revised Surrogate Worth Trade-off Method

Authors: Tunjo Peric, Zoran Babic

Abstract:

The authors of this work indicate by means of a concrete example that it is possible to apply efficaciously the method of multiple criteria programming in dealing with the problem of determining the optimal production plan for a certain period of time. The work presents: (1) the selection of optimization criteria, (2) the setting of the problem of determining an optimal production plan, (3) the setting of the model of multiple criteria programming in finding a solution to a given problem, (4) the revised surrogate trade-off method, (5) generalized multicriteria model for solving production planning problem and problem of choosing technological variants in the metal manufacturing industry. In the final part of this work the authors reflect on the application of the method of multiple criteria programming while determining the optimal production plan in manufacturing enterprises.

Keywords: multi-criteria programming, production planning, technological variant, Surrogate Worth Trade-off Method.

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638 Efficient Detection Using Sequential Probability Ratio Test in Mobile Cognitive Radio Systems

Authors: Yeon-Jea Cho, Sang-Uk Park, Won-Chul Choi, Dong-Jo Park

Abstract:

This paper proposes a smart design strategy for a sequential detector to reliably detect the primary user-s signal, especially in fast fading environments. We study the computation of the log-likelihood ratio for coping with a fast changing received signal and noise sample variances, which are considered random variables. First, we analyze the detectability of the conventional generalized log-likelihood ratio (GLLR) scheme when considering fast changing statistics of unknown parameters caused by fast fading effects. Secondly, we propose an efficient sensing algorithm for performing the sequential probability ratio test in a robust and efficient manner when the channel statistics are unknown. Finally, the proposed scheme is compared to the conventional method with simulation results with respect to the average number of samples required to reach a detection decision.

Keywords: Cognitive radio, fast fading, sequential detection, spectrum sensing.

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