Search results for: uncertainty estimation

Authors: Chaw Su Mon

Abstract:

Abstract— The paper presents a preliminary study on modeling and estimation of basic wind speed ( extreme wind gusts ) for the consideration of vulnerability and design of building in Ayeyarwady Region. The establishment of appropriate design wind speeds is a critical step towards the calculation of design wind loads for structures. In this paper the extreme value analysis of this prediction work is based on the anemometer data (1970-2009) maintained by the department of meteorology and hydrology of Pathein. Statistical and probabilistic approaches are used to derive formulas for estimating 3-second gusts from recorded data (10-minute sustained mean wind speeds).

Keywords: Basic Wind Speed, Building, Gusts, Statistical and probabilistic approaches

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Authors: Muzaffer Borekci, Murat S. Kirçil

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Predicting the collapse potential of a structure during earthquakes is an important issue in earthquake engineering. Many researchers proposed different methods to assess the collapse potential of structures under the effect of strong ground motions. However most of them did not consider degradation and softening effect in hysteretic behavior. In this study, collapse potential of SDOF systems caused by dynamic instability with stiffness and strength degradation has been investigated. An equation was proposed for the estimation of collapse period of SDOF system which is a limit value of period for dynamic instability. If period of the considered SDOF system is shorter than the collapse period then the relevant system exhibits dynamic instability and collapse occurs.

Keywords: Collapse, degradation, dynamic instability, seismic response.

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Authors: Shazia Javed, Noor Atinah Ahmad

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The householder RLS (HRLS) algorithm is an O(N2) algorithm which recursively updates an arbitrary square-root of the input data correlation matrix and naturally provides the LS weight vector. A data dependent householder matrix is applied for such an update. In this paper a recursive estimate of the eigenvalue spread and misalignment of the algorithm is presented at a very low computational cost. Misalignment is found to be highly sensitive to the eigenvalue spread of input signals, output noise of the system and exponential window. Simulation results show noticeable degradation in the misalignment by increase in eigenvalue spread as well as system-s output noise, while exponential window was kept constant.

Keywords: HRLS algorithm, eigenvalue spread, misalignment.

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Authors: H. Ifassiouen, H. Medromi, N. E. Radhy

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In this paper, we present the recently implemented approach allowing dynamics systems to plan its actions, taking into account the environment perception changes, and to control their execution when uncertainty and incomplete knowledge are the major characteristics of the situated environment [1],[2],[3],[4]. The control distributed architecture has three modules and the approach is related to hierarchical planning: the plan produced by the planner is further refined at the control layer that in turn supervises its execution by a functional level. We propose a new intelligent distributed architecture constituted by: Multi-Agent subsystem of the sensor, of the interpretation and representation of environment [9], of the dynamic localization and of the action. We tested this distributed architecture with dynamic system in the known environment. The autonomous for Rotor Mini Rotorcraft task is described by the primitive actions. The distributed controlbased on multi-agent system is in charge of achieving each task in the best possible way taking into account the context and sensory feedback.

Keywords: Autonomous four rotors helicopter, Control system, Hierarchical planning, Intelligent Distributed Architecture.

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Authors: R.K. Behera, S.Behera

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In a wind power generator using doubly fed induction generator (DFIG), the three-phase pulse width modulation (PWM) voltage source converter (VSC) is used as grid side converter (GSC) and rotor side converter (RSC). The standard linear control laws proposed for GSC provides not only instablity against comparatively large-signal disturbances, but also the problem of stability due to uncertainty of load and variations in parameters. In this paper, a nonlinear controller is designed for grid side converter (GSC) of a DFIG for wind power application. The nonlinear controller is designed based on the input-output feedback linearization control method. The resulting closed-loop system ensures a sufficient stability region, make robust to variations in circuit parameters and also exhibits good transient response. Computer simulations and experimental results are presented to confirm the effectiveness of the proposed control strategy.

Keywords: Doubly fed Induction Generator, grid side converter, machine side converter, dc link, feedback linearization.

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Authors: Yuzhi Cai

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In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.

Keywords: Exchange rate, quantile regression, combining forecasts.

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Authors: Walid Aydi, Nouri Masmoudi, Lotfi Kamoun

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Images of human iris contain specular highlights due to the reflective properties of the cornea. This corneal reflection causes many errors not only in iris and pupil center estimation but also to locate iris and pupil boundaries especially for methods that use active contour. Each iris recognition system has four steps: Segmentation, Normalization, Encoding and Matching. In order to address the corneal reflection, a novel reflection removal method is proposed in this paper. Comparative experiments of two existing methods for reflection removal method are evaluated on CASIA iris image databases V3. The experimental results reveal that the proposed algorithm provides higher performance in reflection removal.

Keywords: iris, pupil, specular highlights, reflection removal

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Authors: Vivekanandan C., Prabhakar .R., Prema D.

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This paper presents the application of discrete-time variable structure control with sliding mode based on the 'reaching law' method for robust control of a 'simple inverted pendulum on moving cart' - a standard nonlinear benchmark system. The controllers designed using the above techniques are completely insensitive to parametric uncertainty and external disturbance. The controller design is carried out using pole placement technique to find state feedback gain matrix , which decides the dynamic behavior of the system during sliding mode. This is followed by feedback gain realization using the control law which is synthesized from 'Gao-s reaching law'. The model of a single inverted pendulum and the discrete variable structure control controller are developed, simulated in MATLAB-SIMULINK and results are presented. The response of this simulation is compared with that of the discrete linear quadratic regulator (DLQR) and the advantages of sliding mode controller over DLQR are also presented

Keywords: Inverted pendulum, Variable Structure, Sliding mode control, Discrete-time systems, Nonlinear systems.

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Authors: J- L. Siméon

Abstract:

This paper reviews recent studies and particularly the effects of Climate Change in the North Tropical Atlantic by studying atmospheric conditions that prevailed in 2005 ; Coral Bleaching HotSpot and Hurricane Katrina. In the aim to better understand and estimate the impact of the physical phenomenon, i.e. Thermal Oceanic HotSpot (TOHS), isotopic studies of δ18O and δ13C on marine animals from Guadeloupe (French Caribbean Island) were carried out. Recorded measures show Sea Surface Temperature (SST) up to 35°C in August which is much higher than data recorded by NOAA satellites 32°C. After having reviewed the process that led to the creation of Hurricane Katrina which hit New Orleans in August 29, 2005, it will be shown that the climatic conditions in the Caribbean from August to October 2005 have influenced Katrina evolution. This TOHS is a combined effect of various phenomenon which represent an additional factor to estimate future climate changes.

Keywords: Climate Change, Thermal Ocean HotSpot, Isotope, Hurricane, Connection, Uncertainty, Sea, Science.

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Authors: I. Abasi, L. Fata, M. Sadeghi, S. Banihashemi, A. Mohammadee

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Background: Dimensional and transdiagnostic approaches as a result of high comorbidity among mental disorders have captured researchers and clinicians interests for exploring the latent factors to development and maintenance of some psychological disorders. The goal of present study is comparing some of these common factors between generalized anxiety disorder and unipolar mood disorder. Methods: 27 patients with generalized anxiety disorder, 29 patients with depression disorder were recruited by using SCID-I and 69 non-clinical populations were selected by using GHQ cut off point. MANCOVA was used for analyzing data. Results: The results show that worry, rumination, intolerance of uncertainty, maladaptive metacognitive beliefs, and experiential avoidance were all significantly different between GAD and unipolar mood disorder groups. However, there weren’t any significant differences in difficulties in emotion regulation and neuroticism between GAD and unipolar mood disorder groups. Discussion: Results indicate that although there are some transdiagnostic and common factors in GAD and unipolar mood disorder, there may be some specific vulnerability factors for each disorder. Further study is needed for answering these questions.

Keywords: Depression, emotion regulation, generalized anxiety disorder, transdiagnostic.

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Authors: Gheorghe Galben, Daniel N. Aloi

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Recently, the Spherical Motion Models (SMM-s) have been introduced [1]. These new models have been developed for 3D local landmark-base Autonomous Navigation (AN). This paper is revealing new arguments and experimental results to support the SMM-s characteristics. The accuracy and the robustness in performing a specific task are the main concerns of the new investigations. To analyze their performances of the SMM-s, the most powerful tools of estimation theory, the extended Kalman filter (EKF) and unscented Kalman filter (UKF), which give the best estimations in noisy environments, have been employed. The Monte Carlo validation implementations used to test the stability and robustness of the models have been employed as well.

Keywords: Autonomous navigation, extended kalman filter, unscented kalman filter, localization algorithms.

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Authors: LI qiu-min, TIAN yi-xiang, ZHANG gao-xun

Abstract:

GMDH algorithm can well describe the internal structure of objects. In the process of modeling, automatic screening of model structure and variables ensure the convergence rate.This paper studied a new GMDH model based on polynomial spline  stimation. The polynomial spline function was used to instead of the transfer function of GMDH to characterize the relationship between the input variables and output variables. It has proved that the algorithm has the optimal convergence rate under some conditions. The empirical results show that the algorithm can well forecast Consumer Price Index (CPI).

Keywords: spline, GMDH, nonparametric, bias, forecast.

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Authors: Hossein Riazoshams, Midi Habshah, Jr., Mohamad Bakri Adam

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The detection of outliers is very essential because of their responsibility for producing huge interpretative problem in linear as well as in nonlinear regression analysis. Much work has been accomplished on the identification of outlier in linear regression, but not in nonlinear regression. In this article we propose several outlier detection techniques for nonlinear regression. The main idea is to use the linear approximation of a nonlinear model and consider the gradient as the design matrix. Subsequently, the detection techniques are formulated. Six detection measures are developed that combined with three estimation techniques such as the Least-Squares, M and MM-estimators. The study shows that among the six measures, only the studentized residual and Cook Distance which combined with the MM estimator, consistently capable of identifying the correct outliers.

Keywords: Nonlinear Regression, outliers, Gradient, LeastSquare, M-estimate, MM-estimate.

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Authors: Oleksandr Poliakov, Genadiy Olinichenko, Yevgen Pashkov, Vadym Kramar, Mykhaylo Kalinin

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For maintenance of a spine stability during the postoperative period a transpedicular fixing of its elements is often used. Usually the transpedicular systems are formed of rods which as a result form a design of the frame type, fastening by screws to vertebras. Such design should be rigid and perceive loadings operating from the spine without essential deformations. From the perfection point of view of known designs their stress whole, and each of elements, in particular is of interest. In this study the modeling of the transpedicular screw is performed and estimation of its deformations taking into account interaction with a vertebra body having variable structure is made.

Keywords: Spine, screw, stress-strain state, transpedicular fixation system, vertebra

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Authors: J.S.C. Prentice

Abstract:

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe an effective local error control algorithm for RK5GL3, which uses local extrapolation with an eighth-order Runge-Kutta method in tandem with RK5GL3, and a Hermite interpolating polynomial for solution estimation at the Gauss-Legendre quadrature nodes.

Keywords: RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, Hermite interpolating polynomial, initial value problem, local error.

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Authors: Firas M. Tuaimah, Huda M. Abdul Abbas

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Accurate Short Term Load Forecasting (STLF) is essential for a variety of decision making processes. However, forecasting accuracy can drop due to the presence of uncertainty in the operation of energy systems or unexpected behavior of exogenous variables. Interval Type 2 Fuzzy Logic System (IT2 FLS), with additional degrees of freedom, gives an excellent tool for handling uncertainties and it improved the prediction accuracy. The training data used in this study covers the period from January 1, 2012 to February 1, 2012 for winter season and the period from July 1, 2012 to August 1, 2012 for summer season. The actual load forecasting period starts from January 22, till 28, 2012 for winter model and from July 22 till 28, 2012 for summer model. The real data for Iraqi power system which belongs to the Ministry of Electricity.

Keywords: Short term load forecasting, prediction interval, type 2 fuzzy logic systems.

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Authors: Jawad H AlKhateeb, Jianmin Jiang, Jinchang Ren, Stan S Ipson

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Efficient preprocessing is very essential for automatic recognition of handwritten documents. In this paper, techniques on segmenting words in handwritten Arabic text are presented. Firstly, connected components (ccs) are extracted, and distances among different components are analyzed. The statistical distribution of this distance is then obtained to determine an optimal threshold for words segmentation. Meanwhile, an improved projection based method is also employed for baseline detection. The proposed method has been successfully tested on IFN/ENIT database consisting of 26459 Arabic words handwritten by 411 different writers, and the results were promising and very encouraging in more accurate detection of the baseline and segmentation of words for further recognition.

Keywords: Arabic OCR, off-line recognition, Baseline estimation, Word segmentation.

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Authors: Ravi Shah, V. L. Manekar, R. A. Christian, N. J. Mistry

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There are two types of drought as conceptual drought and operational drought. The three parameters as the beginning, the end and the degree of severity of the drought can be identifying in operational drought by average precipitation in the whole region. One of the methods classified to measure drought is Reconnaissance Drought Index (RDI). Evapotranspiration is calculated using Penman-Monteith method by analyzing thirty nine years prolong climatic data. The evapotranspiration is then utilized in RDI to classify normalized and standardized RDI. These RDI classifications led to what kind of drought faced in Bhavnagar region on 12 month time scale basis. The comparison between actual drought conditions and RDI method used to find out drought are also illustrated. It can be concluded that the index results of drought in a particular year are same in both methods but having different index values where as severity remain same.

Keywords: Drought, Drought index, Reconnaissance Drought Index (RDI), Precipitation.

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Authors: Xing Xiong, Byung-Jae Choi

Abstract:

It is important for an autonomous mobile robot to know where it is in any time in an indoor environment. In this paper, we design a relative self-localization algorithm. The algorithm compare the interest point in two images and compute the relative displacement and orientation to determent the posture. Firstly, we use the SURF algorithm to extract the interest points of the ceiling. Second, in order to reduce amount of calculation, a replacement SURF is used to extract orientation and description of the interest points. At last, according to the transformation of the interest points in two images, the relative self-localization of the mobile robot will be estimated greatly.

Keywords: Relative Self-Localization Posture, SURF, Natural Landmark, Interest Point.

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Authors: Karolína Vozková, Matěj Kuc

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This paper deals with the impact of decrease in interest rates on the performance of commercial and cooperative banks in the Eurozone measured by net interest margin. The analysis was performed on balanced dataset of 268 commercial and 726 cooperative banks spanning the 2008-2015 period. We employed Fixed Effects estimation panel method. As expected, we found a negative relationship between market rates and net interest margin. Our results suggest that the impact of negative interest income differs across individual banking business models. More precisely, those cooperative banks were much more hit by the decrease of market interest rates which might be due to their ownership structure and more restrictive business regulation.

Keywords: Cooperative banks, performance, negative interest rates, risk management.

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Authors: Tulika Bhattacharjee, A. K.Chakraborty

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Due to the deregulation of the Electric Supply Industry and the resulting emergence of electricity market, the volumes of power purchases are on the rise all over the world. In a bid to meet the customer-s demand in a reliable and yet economic manner, utilities purchase power from the energy market over and above its own production. This paper aims at developing an optimal power purchase model with two objectives viz economy and environment ,taking various functional operating constraints such as branch flow limits, load bus voltage magnitudes limits, unit capacity constraints and security constraints into consideration.The price of purchased power being an uncertain variable is modeled using fuzzy logic. DEMO (Differential Evolution For Multi-objective Optimization) is used to obtain the pareto-optimal solution set of the multi-objective problem formulated. Fuzzy set theory has been employed to extract the best compromise non-dominated solution. The results obtained on IEEE 30 bus system are presented and compared with that of NSGAII.

Keywords: Deregulation, Differential Evolution, Multi objective Optimization, Pareto Optimal Set, Optimal Power Flow

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Authors: R. Abbasnia, F. Mohajeri Nav, S. Zahedifar, A. Tajik

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Recent years, adaptive pushover methods have been developed for seismic analysis of structures. Herein, the accuracy of the displacement-based adaptive pushover (DAP) method, which is introduced by Antoniou and Pinho [2004], is evaluated for Irregular buildings. The results are compared to the force-based procedure. Both concrete and steel frame structures, asymmetric in plan and elevation are analyzed and also torsional effects are taking into the account. These analyses are performed using both near fault and far fault records. In order to verify the results, the Incremental Dynamic Analysis (IDA) is performed.

Keywords: Pushover Analysis, DAP, IDA, Torsion.

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Authors: Razan Salem

Abstract:

Men and women have different approaches towards investing, both in terms of strategies and risk attitudes. This study aims to focus mainly on investigating the financial risk behaviors of Arab women investors and to examine the financial risk tolerance levels of Arab women relative to Arab men investors. Using survey data on 547 Arab men and women investors, the results of Wilcoxon Signed-Rank (One-Sample) test Mann-Whitney U test reveal that Arab women are risk-averse investors and have lower financial risk tolerance levels relative to Arab men. Such findings can be explained by the fact of women's nature and lower investment literacy levels. Further, the current political uncertainty in the Arab region may be considered as another explanation of Arab women’s risk aversion behavior. The study's findings support the existing literature by validating the stereotype of “women are more risk-averse than men” in the Arab region. Overall, when it comes to investment and financial behaviors, women around the world behave similarly.

Keywords: Arab region, financial risk behavior, gender differences, women investors.

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Authors: Saeed AL-Rashdy, Qing Guo

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The IEEE802.16 standard which has emerged as Broadband Wireless Access (BWA) technology, promises to deliver high data rate over large areas to a large number of subscribers in the near future. This paper analyze the effect of overheads over capacity of downlink (DL) of orthogonal frequency division multiple access (OFDMA)–based on the IEEE802.16e mobile WiMAX system with and without overheads. The analysis focuses in particular on the impact of Adaptive Modulation and Coding (AMC) as well as deriving an algorithm to determine the maximum numbers of subscribers that each specific WiMAX sector may support. An analytical study of the WiMAX propagation channel by using Cost- 231 Hata Model is presented. Numerical results and discussion estimated by using Matlab to simulate the algorithm for different multi-users parameters.

Keywords: BWA, mobile WiMAX, capacity, AMC , overheads.

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Authors: A. Rouili

Abstract:

Cantilever L-shaped walls are known to be relatively economical as retaining solution. The design starts by proportioning the wall dimensions for which the stability is checked for. A ratio between the lengths of the base and the stem, falling between 0.5 to 0.7 ensure in most case the stability requirements, however, the displacement pattern of the wall in terms of rotations and translations, and the lateral pressure profile, do not have the same figure for all wall’s proportioning, as it is usually assumed. In the present work the results of a numerical analysis are presented, different wall geometries were considered. The results show that the proportioning governs the equilibrium between the instantaneous rotation and the translation of the wall-toe, also, the lateral pressure estimation based on the average value between the at-rest and the active pressure, recommended by most design standards, is found to be not applicable for all walls.

Keywords: Cantilever wall, proportioning, numerical analysis.

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Authors: T. Messikh, S. Mekhilef, N. A. Rahim

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This paper presents an effective technique for harmonic current mitigation using an adaptive notch filter (ANF) to estimate current harmonics. The proposed filter consists of multiple units of ANF connected in parallel structure; each unit is governed by two ordinary differential equations. The frequency estimation is carried out based on the output of these units. The simulation and experimental results show the ability of the proposed tracking scheme to accurately estimate harmonics. The proposed filter was implemented digitally in TMS320F2808 and used in the control of hybrid active power filter (HAPF). The theoretical expectations are verified and demonstrated experimentally.

Keywords: Adaptive notch filter, Active power filter, harmonic filtering, Time varying frequency.

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Authors: Gürol Önal, Ahmet Avcı

Abstract:

This paper presented the results of an experimental investigation into the axial fatigue behavior of a 5086 aluminum alloy which have several notch-aspect ratios a0/c0 and notch thickness ratio a/t with semi-elliptical surface cracks. Tests were conducted in la b air for stress levels of 50 % of their yield strength. Experiments were carried out for various notch to thickness ratios. Crack growth rates of test specimens both in surface and depth directions were determined by using die penetration method. Fuzzy Logic method was used to predict the deep direction crack growth because the dept of the crack is considerably difficult to measure.

Keywords: Axial fatigue, Crack growth rate, surface crack, Al-Mg alloy.

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Authors: Meemongkol A., Tipsuwanporn V., Numsomran A.

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The authors present optimization parameters of rotary positioner controller in hard disk drive servo track writing process using coefficient diagram method; CDM. Due to estimation parameters in PI Positioning Control System by expected ratio method cannot meet the required specification of response effectively, we suggest coefficient diagram method for defining controller parameters under the requirement of the system. Finally, the simulation results show that our proposed method can improve the problem in tuning parameter of rotary positioner controller. It is satisfied specification of performance of control system. Furthermore, it is very convenient as a fast adjustment damping ratio as well as a high speed response.

Keywords: Optimization Parameters, Rotary Positioner, CDM

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Authors: A. Maddi, A. Guessoum, D. Berkani

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The purpose of this paper is to provide a practical example to the Linear Quadratic Gaussian (LQG) controller. This method includes a description and some discussion of the discrete Kalman state estimator. One aspect of this optimality is that the estimator incorporates all information that can be provided to it. It processes all available measurements, regardless of their precision, to estimate the current value of the variables of interest, with use of knowledge of the system and measurement device dynamics, the statistical description of the system noises, measurement errors, and uncertainty in the dynamics models. Since the time of its introduction, the Kalman filter has been the subject of extensive research and application, particularly in the area of autonomous or assisted navigation. For example, to determine the velocity of an aircraft or sideslip angle, one could use a Doppler radar, the velocity indications of an inertial navigation system, or the relative wind information in the air data system. Rather than ignore any of these outputs, a Kalman filter could be built to combine all of this data and knowledge of the various systems- dynamics to generate an overall best estimate of velocity and sideslip angle.

Keywords: Aircraft motion, Kalman filter, LQG control, Lateral stability, State estimator.

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Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda

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The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.

Keywords: Poverty line, poor, risk of poverty, sample, Monte Carlo simulations.

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