Search results for: Exponential autoregressive model
7535 Exponential State Estimation for Neural Networks with Leakage, Discrete and Distributed Delays
Authors: Liyuan Wang, Shouming Zhong
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In this paper, the design problem of state estimator for neural networks with the mixed time-varying delays are investigated by constructing appropriate Lyapunov-Krasovskii functionals and using some effective mathematical techniques. In order to derive several conditions to guarantee the estimation error systems to be globally exponential stable, we transform the considered systems into the neural-type time-delay systems. Then with a set of linear inequalities(LMIs), we can obtain the stable criteria. Finally, three numerical examples are given to show the effectiveness and less conservatism of the proposed criterion.
Keywords: State estimator, Neural networks, Globally exponential stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16657534 Exponential Stability Analysis for Switched Cellular Neural Networks with Time-varying Delays and Impulsive Effects
Authors: Zixin Liu, Fangwei Chen
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In this Letter, a class of impulsive switched cellular neural networks with time-varying delays is investigated. At the same time, parametric uncertainties assumed to be norm bounded are considered. By dividing the network state variables into subgroups according to the characters of the neural networks, some sufficient conditions guaranteeing exponential stability for all admissible parametric uncertainties are derived via constructing appropriate Lyapunov functional. One numerical example is provided to illustrate the validity of the main results obtained in this paper.
Keywords: Switched systems, exponential stability, cellular neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14187533 Multiple Mental Thought Parametric Classification: A New Approach for Individual Identification
Authors: Ramaswamy Palaniappan
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This paper reports a new approach on identifying the individuality of persons by using parametric classification of multiple mental thoughts. In the approach, electroencephalogram (EEG) signals were recorded when the subjects were thinking of one or more (up to five) mental thoughts. Autoregressive features were computed from these EEG signals and classified by Linear Discriminant classifier. The results here indicate that near perfect identification of 400 test EEG patterns from four subjects was possible, thereby opening up a new avenue in biometrics.Keywords: Autoregressive, Biometrics, Electroencephalogram, Linear discrimination, Mental thoughts.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13987532 Speech Enhancement Using Kalman Filter in Communication
Authors: Eng. Alaa K. Satti Salih
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Revolutions Applications such as telecommunications, hands-free communications, recording, etc. which need at least one microphone, the signal is usually infected by noise and echo. The important application is the speech enhancement, which is done to remove suppressed noises and echoes taken by a microphone, beside preferred speech. Accordingly, the microphone signal has to be cleaned using digital signal processing DSP tools before it is played out, transmitted, or stored. Engineers have so far tried different approaches to improving the speech by get back the desired speech signal from the noisy observations. Especially Mobile communication, so in this paper will do reconstruction of the speech signal, observed in additive background noise, using the Kalman filter technique to estimate the parameters of the Autoregressive Process (AR) in the state space model and the output speech signal obtained by the MATLAB. The accurate estimation by Kalman filter on speech would enhance and reduce the noise then compare and discuss the results between actual values and estimated values which produce the reconstructed signals.
Keywords: Autoregressive Process, Kalman filter, Matlab and Noise speech.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 40257531 Delay-range-Dependent Exponential Synchronization of Lur-e Systems with Markovian Switching
Authors: Xia Zhou, Shouming Zhong
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The problem of delay-range-dependent exponential synchronization is investigated for Lur-e master-slave systems with delay feedback control and Markovian switching. Using Lyapunov- Krasovskii functional and nonsingular M-matrix method, novel delayrange- dependent exponential synchronization in mean square criterions are established. The systems discussed in this paper is advanced system, and takes all the features of interval systems, Itˆo equations, Markovian switching, time-varying delay, as well as the environmental noise, into account. Finally, an example is given to show the validity of the main result.
Keywords: Synchronization, delay-range-dependent, Markov chain, generalized Itō's formula, brownian motion, M-matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15687530 Development of a Catchment Water Quality Model for Continuous Simulations of Pollutants Build-up and Wash-off
Authors: Iqbal Hossain, Dr. Monzur Imteaz, Dr. Shirley Gato-Trinidad, Prof. Abdallah Shanableh
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Estimation of runoff water quality parameters is required to determine appropriate water quality management options. Various models are used to estimate runoff water quality parameters. However, most models provide event-based estimates of water quality parameters for specific sites. The work presented in this paper describes the development of a model that continuously simulates the accumulation and wash-off of water quality pollutants in a catchment. The model allows estimation of pollutants build-up during dry periods and pollutants wash-off during storm events. The model was developed by integrating two individual models; rainfall-runoff model, and catchment water quality model. The rainfall-runoff model is based on the time-area runoff estimation method. The model allows users to estimate the time of concentration using a range of established methods. The model also allows estimation of the continuing runoff losses using any of the available estimation methods (i.e., constant, linearly varying or exponentially varying). Pollutants build-up in a catchment was represented by one of three pre-defined functions; power, exponential, or saturation. Similarly, pollutants wash-off was represented by one of three different functions; power, rating-curve, or exponential. The developed runoff water quality model was set-up to simulate the build-up and wash-off of total suspended solids (TSS), total phosphorus (TP) and total nitrogen (TN). The application of the model was demonstrated using available runoff and TSS field data from road and roof surfaces in the Gold Coast, Australia. The model provided excellent representation of the field data demonstrating the simplicity yet effectiveness of the proposed model.
Keywords: Catchment, continuous pollutants build-up, pollutants wash-off, runoff, runoff water quality model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31367529 Existence and Global Exponential Stability of Periodic Solutions of Cellular Neural Networks with Distributed Delays and Impulses on Time Scales
Authors: Daiming Wang
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In this paper, by using Mawhin-s continuation theorem of coincidence degree and a method based on delay differential inequality, some sufficient conditions are obtained for the existence and global exponential stability of periodic solutions of cellular neural networks with distributed delays and impulses on time scales. The results of this paper generalized previously known results.
Keywords: Periodic solutions, global exponential stability, coincidence degree, M-matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14657528 Motor Imaginary Signal Classification Using Adaptive Recursive Bandpass Filter and Adaptive Autoregressive Models for Brain Machine Interface Designs
Authors: Vickneswaran Jeyabalan, Andrews Samraj, Loo Chu Kiong
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The noteworthy point in the advancement of Brain Machine Interface (BMI) research is the ability to accurately extract features of the brain signals and to classify them into targeted control action with the easiest procedures since the expected beneficiaries are of disabled. In this paper, a new feature extraction method using the combination of adaptive band pass filters and adaptive autoregressive (AAR) modelling is proposed and applied to the classification of right and left motor imagery signals extracted from the brain. The introduction of the adaptive bandpass filter improves the characterization process of the autocorrelation functions of the AAR models, as it enhances and strengthens the EEG signal, which is noisy and stochastic in nature. The experimental results on the Graz BCI data set have shown that by implementing the proposed feature extraction method, a LDA and SVM classifier outperforms other AAR approaches of the BCI 2003 competition in terms of the mutual information, the competition criterion, or misclassification rate.
Keywords: Adaptive autoregressive, adaptive bandpass filter, brain machine Interface, EEG, motor imaginary.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29037527 Globally Exponential Stability and Dissipativity Analysis of Static Neural Networks with Time Delay
Authors: Lijiang Xiang, Shouming Zhong, Yucai Ding
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The problems of globally exponential stability and dissipativity analysis for static neural networks (NNs) with time delay is investigated in this paper. Some delay-dependent stability criteria are established for static NNs with time delay using the delay partitioning technique. In terms of this criteria, the delay-dependent sufficient condition is given to guarantee the dissipativity of static NNs with time delay. All the given results in this paper are not only dependent upon the time delay but also upon the number of delay partitions. Two numerical examples are used to show the effectiveness of the proposed methods.
Keywords: Globally exponential stability, Dissipativity, Static neural networks, Time delay.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15387526 Investigation of the Effects of Sampling Frequency on the THD of 3-Phase Inverters Using Space Vector Modulation
Authors: Khattab Ibrahim Al Qaisi, Nicholas Bowring
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This paper presents the simulation results of the effects of sampling frequency on the total harmonic distortion (THD) of three-phase inverters using the space vector pulse width modulation (SVPWM) and space vector control (SVC) algorithms. The relationship between the variables was studied using curve fitting techniques, and it has been shown that, for 50 Hz inverters, there is an exponential relation between the sampling frequency and THD up to around 8500 Hz, beyond which the performance of the model becomes irregular, and there is an negative exponential relation between the sampling frequency and the marginal improvement to the THD. It has also been found that the performance of SVPWM is better than that of SVC with the same sampling frequency in most frequency range, including the range where the performance of the former is irregular.
Keywords: SVPWM, THD, DC-AC Inverter, Sampling Frequency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29777525 Existence and Globally Exponential Stability of Equilibrium for BAM Neural Networks with Mixed Delays and Impulses
Authors: Xiaomei Wang, Shouming Zhong
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In this paper, a class of generalized bi-directional associative memory (BAM) neural networks with mixed delays is investigated. On the basis of Lyapunov stability theory and contraction mapping theorem, some new sufficient conditions are established for the existence and uniqueness and globally exponential stability of equilibrium, which generalize and improve the previously known results. One example is given to show the feasibility and effectiveness of our results.
Keywords: Bi-directional associative memory (BAM) neural networks, mixed delays, Lyapunov stability theory, contraction mapping theorem, existence, equilibrium, globally exponential stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14837524 Optimal Design for SARMA(P,Q)L Process of EWMA Control Chart
Authors: Y. Areepong
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The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL0). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL1) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL0) and (ARL1) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL1).
Keywords: Average Run Length1, Optimal parameters, Exponentially Weighted Moving Average (EWMA) control chart.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19847523 Predicting DHF Incidence in Northern Thailand using Time Series Analysis Technique
Authors: S. Wongkoon, M. Pollar, M. Jaroensutasinee, K. Jaroensutasinee
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This study aimed at developing a forecasting model on the number of Dengue Haemorrhagic Fever (DHF) incidence in Northern Thailand using time series analysis. We developed Seasonal Autoregressive Integrated Moving Average (SARIMA) models on the data collected between 2003-2006 and then validated the models using the data collected between January-September 2007. The results showed that the regressive forecast curves were consistent with the pattern of actual values. The most suitable model was the SARIMA(2,0,1)(0,2,0)12 model with a Akaike Information Criterion (AIC) of 12.2931 and a Mean Absolute Percent Error (MAPE) of 8.91713. The SARIMA(2,0,1)(0,2,0)12 model fitting was adequate for the data with the Portmanteau statistic Q20 = 8.98644 ( x20,95= 27.5871, P>0.05). This indicated that there was no significant autocorrelation between residuals at different lag times in the SARIMA(2,0,1)(0,2,0)12 model.
Keywords: Dengue, SARIMA, Time Series Analysis, Northern Thailand.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19907522 Change Point Analysis in Average Ozone Layer Temperature Using Exponential Lomax Distribution
Authors: Amjad Abdullah, Amjad Yahya, Bushra Aljohani, Amani S. Alghamdi
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Change point detection is an important part of data analysis. The presence of a change point refers to a significant change in the behavior of a time series. In this article, we examine the detection of multiple change points of parameters of the exponential Lomax distribution, which is broad and flexible compared with other distributions while fitting data. We used the Schwarz information criterion and binary segmentation to detect multiple change points in publicly available data on the average temperature in the ozone layer. The change points were successfully located.
Keywords: Binary segmentation, change point, exponential Lomax distribution, information criterion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3437521 Forecasting Tala-AUD and Tala-USD Exchange Rates with ANN
Authors: Shamsuddin Ahmed, M. G. M. Khan, Biman Prasad, Avlin Prasad
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The focus of this paper is to construct daily time series exchange rate forecast models of Samoan Tala/USD and Tala/AUD during the year 2008 to 2012 with neural network The performance of the models was measured by using varies error functions such as Root Square mean error (RSME), Mean absolute error (MAE), and Mean absolute percentage error (MAPE). Our empirical findings suggest that AR (1) model is an effective tool to forecast the Tala/USD and Tala/AUD.Keywords: Neural Network Forecasting Model, Autoregressive time series, Exchange rate, Tala/AUD, winters model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24347520 Moment Generating Functions of Observed Gaps between Hypopnea Using Saddlepoint Approximations
Authors: Nur Zakiah Mohd Saat, Abdul Aziz Jemain
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Saddlepoint approximations is one of the tools to obtain an expressions for densities and distribution functions. We approximate the densities of the observed gaps between the hypopnea events using the Huzurbazar saddlepoint approximation. We demonstrate the density of a maximum likelihood estimator in exponential families.Keywords: Exponential, maximum likehood estimators, observed gap, Saddlepoint approximations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12997519 Order Statistics-based “Anti-Bayesian“ Parametric Classification for Asymmetric Distributions in the Exponential Family
Authors: A. Thomas, B. John Oommen
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Although the field of parametric Pattern Recognition (PR) has been thoroughly studied for over five decades, the use of the Order Statistics (OS) of the distributions to achieve this has not been reported. The pioneering work on using OS for classification was presented in [1] for the Uniform distribution, where it was shown that optimal PR can be achieved in a counter-intuitive manner, diametrically opposed to the Bayesian paradigm, i.e., by comparing the testing sample to a few samples distant from the mean. This must be contrasted with the Bayesian paradigm in which, if we are allowed to compare the testing sample with only a single point in the feature space from each class, the optimal strategy would be to achieve this based on the (Mahalanobis) distance from the corresponding central points, for example, the means. In [2], we showed that the results could be extended for a few symmetric distributions within the exponential family. In this paper, we attempt to extend these results significantly by considering asymmetric distributions within the exponential family, for some of which even the closed form expressions of the cumulative distribution functions are not available. These distributions include the Rayleigh, Gamma and certain Beta distributions. As in [1] and [2], the new scheme, referred to as Classification by Moments of Order Statistics (CMOS), attains an accuracy very close to the optimal Bayes’ bound, as has been shown both theoretically and by rigorous experimental testing.
Keywords: Classification using Order Statistics (OS), Exponential family, Moments of OS
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15307518 On the Efficiency and Robustness of Commingle Wiener and Lévy Driven Processes for Vasciek Model
Authors: Rasaki O. Olanrewaju
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The driven processes of Wiener and Lévy are known self-standing Gaussian-Markov processes for fitting non-linear dynamical Vasciek model. In this paper, a coincidental Gaussian density stationarity condition and autocorrelation function of the two driven processes were established. This led to the conflation of Wiener and Lévy processes so as to investigate the efficiency of estimates incorporated into the one-dimensional Vasciek model that was estimated via the Maximum Likelihood (ML) technique. The conditional laws of drift, diffusion and stationarity process was ascertained for the individual Wiener and Lévy processes as well as the commingle of the two processes for a fixed effect and Autoregressive like Vasciek model when subjected to financial series; exchange rate of Naira-CFA Franc. In addition, the model performance error of the sub-merged driven process was miniature compared to the self-standing driven process of Wiener and Lévy.Keywords: Wiener process, Lévy process, Vasciek model, drift, diffusion, Gaussian density stationary.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6677517 Effects of Hidden Unit Sizes and Autoregressive Features in Mental Task Classification
Authors: Ramaswamy Palaniappan, Nai-Jen Huan
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18037516 Nonlinear Dynamic Analysis of Base-Isolated Structures Using a Partitioned Solution Approach and an Exponential Model
Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino
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The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.
Keywords: Base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15837515 Application of Adaptive Network-Based Fuzzy Inference System in Macroeconomic Variables Forecasting
Authors: Ε. Giovanis
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In this paper we apply an Adaptive Network-Based Fuzzy Inference System (ANFIS) with one input, the dependent variable with one lag, for the forecasting of four macroeconomic variables of US economy, the Gross Domestic Product, the inflation rate, six monthly treasury bills interest rates and unemployment rate. We compare the forecasting performance of ANFIS with those of the widely used linear autoregressive and nonlinear smoothing transition autoregressive (STAR) models. The results are greatly in favour of ANFIS indicating that is an effective tool for macroeconomic forecasting used in academic research and in research and application by the governmental and other institutionsKeywords: Linear models, Macroeconomics, Neuro-Fuzzy, Non-Linear models
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17937514 Almost Periodic Solution for an Impulsive Neural Networks with Distributed Delays
Authors: Lili Wang
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16157513 Currency Exchange Rate Forecasts Using Quantile Regression
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17777512 Rheodynamic Lubrication of a Rectangular Squeeze Film Bearing with an Exponential Curvature Variation using Bingham Lubricants
Authors: K. P. Vishwanath, A. Kandasamy
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The present work deals with analyses of the effects of bearing curvature and non-Newtonian characteristics on the load capacity of an exponential rectangular squeeze film bearing using Bingham fluids as lubricants. Bingham fluids are characterized by an yield value and hence the formation of a “rigid" core in the region between the plates is justified. The flow is confined to the region between the core and the plates. The shape of the core has been identified through numerical means. Further, numerical solutions for the pressure distribution and load carrying capacity of the bearing for various values of Bingham number and curvature parameter have been obtained. The effects of bearing curvature and non-Newtonian characteristics of the lubricant on the bearing performances have been discussed.Keywords: rheodynamic lubrication, yield stress, non-Newtonianfluid, Bingham fluid, exponential squeeze film.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16237511 A Hybrid Model of ARIMA and Multiple Polynomial Regression for Uncertainties Modeling of a Serial Production Line
Authors: Amir Azizi, Amir Yazid b. Ali, Loh Wei Ping, Mohsen Mohammadzadeh
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Uncertainties of a serial production line affect on the production throughput. The uncertainties cannot be prevented in a real production line. However the uncertain conditions can be controlled by a robust prediction model. Thus, a hybrid model including autoregressive integrated moving average (ARIMA) and multiple polynomial regression, is proposed to model the nonlinear relationship of production uncertainties with throughput. The uncertainties under consideration of this study are demand, breaktime, scrap, and lead-time. The nonlinear relationship of production uncertainties with throughput are examined in the form of quadratic and cubic regression models, where the adjusted R-squared for quadratic and cubic regressions was 98.3% and 98.2%. We optimized the multiple quadratic regression (MQR) by considering the time series trend of the uncertainties using ARIMA model. Finally the hybrid model of ARIMA and MQR is formulated by better adjusted R-squared, which is 98.9%.Keywords: ARIMA, multiple polynomial regression, production throughput, uncertainties
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21997510 A Variable Structure MRAC for a Class of MIMO Systems
Authors: Ardeshir Karami Mohammadi
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A Variable Structure Model Reference Adaptive Controller using state variables is proposed for a class of multi input-multi output systems. Adaptation law is of variable structure type and switching functions is designed based on stability requirements. Global exponential stability is proved based on Lyapunov criterion. Transient behavior is analyzed using sliding mode control and shows perfect model following at a finite time.Keywords: Adaptive control, Model reference, Variablestructure, MIMO system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15807509 Time Series Forecasting Using a Hybrid RBF Neural Network and AR Model Based On Binomial Smoothing
Authors: Fengxia Zheng, Shouming Zhong
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ANNARIMA that combines both autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model is a valuable tool for modeling and forecasting nonlinear time series, yet the over-fitting problem is more likely to occur in neural network models. This paper provides a hybrid methodology that combines both radial basis function (RBF) neural network and auto regression (AR) model based on binomial smoothing (BS) technique which is efficient in data processing, which is called BSRBFAR. This method is examined by using the data of Canadian Lynx data. Empirical results indicate that the over-fitting problem can be eased using RBF neural network based on binomial smoothing which is called BS-RBF, and the hybrid model–BS-RBFAR can be an effective way to improve forecasting accuracy achieved by BSRBF used separately.
Keywords: Binomial smoothing (BS), hybrid, Canadian Lynx data, forecasting accuracy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36877508 Constitutive Equations for Human Saphenous Vein Coronary Artery Bypass Graft
Authors: Hynek Chlup, Lukas Horny, Rudolf Zitny, Svatava Konvickova, Tomas Adamek
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Coronary artery bypass grafts (CABG) are widely studied with respect to hemodynamic conditions which play important role in presence of a restenosis. However, papers which concern with constitutive modeling of CABG are lacking in the literature. The purpose of this study is to find a constitutive model for CABG tissue. A sample of the CABG obtained within an autopsy underwent an inflation–extension test. Displacements were recoredered by CCD cameras and subsequently evaluated by digital image correlation. Pressure – radius and axial force – elongation data were used to fit material model. The tissue was modeled as onelayered composite reinforced by two families of helical fibers. The material is assumed to be locally orthotropic, nonlinear, incompressible and hyperelastic. Material parameters are estimated for two strain energy functions (SEF). The first is classical exponential. The second SEF is logarithmic which allows interpretation by means of limiting (finite) strain extensibility. Presented material parameters are estimated by optimization based on radial and axial equilibrium equation in a thick-walled tube. Both material models fit experimental data successfully. The exponential model fits significantly better relationship between axial force and axial strain than logarithmic one.Keywords: Constitutive model, coronary artery bypass graft, digital image correlation, fiber reinforced composite, inflation test, saphenous vein.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16437507 Stability of Discrete Linear Systems with Periodic Coefficients under Parametric Perturbations
Authors: Adam Czornik, Aleksander Nawrat
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This paper studies the problem of exponential stability of perturbed discrete linear systems with periodic coefficients. Assuming that the unperturbed system is exponentially stable we obtain conditions on the perturbations under which the perturbed system is exponentially stable.Keywords: Exponential stability, time-varying linear systems, periodic systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14067506 Base Change for Fisher Metrics: Case of the q−Gaussian Inverse Distribution
Authors: Gabriel I. Loaiza O., Carlos A. Cadavid M., Juan C. Arango P.
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It is known that the Riemannian manifold determined by the family of inverse Gaussian distributions endowed with the Fisher metric has negative constant curvature κ = −1/2 , as does the family of usual Gaussian distributions. In the present paper, firstly we arrive at this result by following a different path, much simpler than the previous ones. We first put the family in exponential form, thus endowing the family with a new set of parameters, or coordinates, θ1, θ2; then we determine the matrix of the Fisher metric in terms of these parameters; and finally we compute this matrix in the original parameters. Secondly, we define the Inverse q−Gaussian distribution family (q < 3), as the family obtained by replacing the usual exponential function by the Tsallis q−exponential function in the expression for the Inverse Gaussian distribution, and observe that it supports two possible geometries, the Fisher and the q−Fisher geometry. And finally, we apply our strategy to obtain results about the Fisher and q−Fisher geometry of the Inverse q−Gaussian distribution family, similar to the ones obtained in the case of the Inverse Gaussian distribution family.
Keywords: Base of Changes, Information Geometry, Inverse Gaussian distribution, Inverse q-Gaussian distribution, Statistical Manifolds.
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