Search results for: parameter
1049 Symbolic Analysis of Power Spectrum of CMOS Cross Couple Oscillator
Authors: Kittipong Tripetch
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This paper proposes for the first time symbolic formula of the power spectrum of CMOS Cross Couple Oscillator and its modified circuit. Many principles existed to derived power spectrum in microwave textbook such as impedance, admittance parameters, ABCD, H parameters, etc. It can be compared by graph of power spectrum which methodology is the best from the point of view of practical measurement setup such as condition of impedance parameter which used superposition of current to derived (its current injection at the other port of the circuit is zero, which is impossible in reality). Four graphs of impedance parameters of cross couple oscillator are proposed. After that four graphs of scattering parameters of CMOS cross coupled oscillator will be shown.Keywords: Optimization, power spectrum, impedance parameter, scattering parameter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15471048 An Algorithm for Computing the Analytic Singular Value Decomposition
Authors: Drahoslava Janovska, Vladimir Janovsky, Kunio Tanabe
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A proof of convergence of a new continuation algorithm for computing the Analytic SVD for a large sparse parameter– dependent matrix is given. The algorithm itself was developed and numerically tested in [5].
Keywords: Analytic Singular Value Decomposition, large sparse parameter–dependent matrices, continuation algorithm of a predictorcorrector type.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14561047 Progressive AAM Based Robust Face Alignment
Authors: Daehwan Kim, Jaemin Kim, Seongwon Cho, Yongsuk Jang, Sun-Tae Chung, Boo-Gyoun Kim
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AAM has been successfully applied to face alignment, but its performance is very sensitive to initial values. In case the initial values are a little far distant from the global optimum values, there exists a pretty good possibility that AAM-based face alignment may converge to a local minimum. In this paper, we propose a progressive AAM-based face alignment algorithm which first finds the feature parameter vector fitting the inner facial feature points of the face and later localize the feature points of the whole face using the first information. The proposed progressive AAM-based face alignment algorithm utilizes the fact that the feature points of the inner part of the face are less variant and less affected by the background surrounding the face than those of the outer part (like the chin contour). The proposed algorithm consists of two stages: modeling and relation derivation stage and fitting stage. Modeling and relation derivation stage first needs to construct two AAM models: the inner face AAM model and the whole face AAM model and then derive relation matrix between the inner face AAM parameter vector and the whole face AAM model parameter vector. In the fitting stage, the proposed algorithm aligns face progressively through two phases. In the first phase, the proposed algorithm will find the feature parameter vector fitting the inner facial AAM model into a new input face image, and then in the second phase it localizes the whole facial feature points of the new input face image based on the whole face AAM model using the initial parameter vector estimated from using the inner feature parameter vector obtained in the first phase and the relation matrix obtained in the first stage. Through experiments, it is verified that the proposed progressive AAM-based face alignment algorithm is more robust with respect to pose, illumination, and face background than the conventional basic AAM-based face alignment algorithm.Keywords: Face Alignment, AAM, facial feature detection, model matching.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16391046 Process Analysis through Length Consistency
Authors: James E. Ponder
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The requirement for consistency in physics can sometimes offer a common ground between disciplines such that their fundamental equations share a common parameter set and mathematical method for equation extraction. The parameter set shared by Relativity and Quantum Wave Mechanics enables an analysis which will be seen to be very straightforward, primarily classical in nature using linear algebra concepts, yet deriving a theoretical estimate of the value of the Gravitational Constant along with dependencies never before known.
Keywords: Gravitational Constant, Physical Consistency, Quantum Mechanics, Relativity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15391045 The Impact of Process Parameters on the Output Characteristics of an LDMOS Device
Authors: M. A. Malakoutian, V. Fathipour, M. Fathipour, A. Mojab, M. M. Allame, M. Moradinasab
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In this paper, we have examined the effect of process parameter variation on the electrical characteristics of an LDMOS device. The rate of change in the electrical parameters such as cut off frequency, breakdown voltage and drain saturation current as a function of the process parameters is investigatedKeywords: LDMOS, Process Parameters, characteristics, parameter variation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19531044 On the Parameter Optimization of Fuzzy Inference Systems
Authors: Erika Martinez Ramirez, Rene V. Mayorga
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Nowadays, more engineering systems are using some kind of Artificial Intelligence (AI) for the development of their processes. Some well-known AI techniques include artificial neural nets, fuzzy inference systems, and neuro-fuzzy inference systems among others. Furthermore, many decision-making applications base their intelligent processes on Fuzzy Logic; due to the Fuzzy Inference Systems (FIS) capability to deal with problems that are based on user knowledge and experience. Also, knowing that users have a wide variety of distinctiveness, and generally, provide uncertain data, this information can be used and properly processed by a FIS. To properly consider uncertainty and inexact system input values, FIS normally use Membership Functions (MF) that represent a degree of user satisfaction on certain conditions and/or constraints. In order to define the parameters of the MFs, the knowledge from experts in the field is very important. This knowledge defines the MF shape to process the user inputs and through fuzzy reasoning and inference mechanisms, the FIS can provide an “appropriate" output. However an important issue immediately arises: How can it be assured that the obtained output is the optimum solution? How can it be guaranteed that each MF has an optimum shape? A viable solution to these questions is through the MFs parameter optimization. In this Paper a novel parameter optimization process is presented. The process for FIS parameter optimization consists of the five simple steps that can be easily realized off-line. Here the proposed process of FIS parameter optimization it is demonstrated by its implementation on an Intelligent Interface section dealing with the on-line customization / personalization of internet portals applied to E-commerce.Keywords: Artificial Intelligence, Fuzzy Logic, Fuzzy InferenceSystems, Nonlinear Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19841043 Adomian’s Decomposition Method to Functionally Graded Thermoelastic Materials with Power Law
Authors: Hamdy M. Youssef, Eman A. Al-Lehaibi
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This paper presents an iteration method for the numerical solutions of a one-dimensional problem of generalized thermoelasticity with one relaxation time under given initial and boundary conditions. The thermoelastic material with variable properties as a power functional graded has been considered. Adomian’s decomposition techniques have been applied to the governing equations. The numerical results have been calculated by using the iterations method with a certain algorithm. The numerical results have been represented in figures, and the figures affirm that Adomian’s decomposition method is a successful method for modeling thermoelastic problems. Moreover, the empirical parameter of the functional graded, and the lattice design parameter have significant effects on the temperature increment, the strain, the stress, the displacement.
Keywords: Adomian, Decomposition Method, Generalized Thermoelasticity, algorithm, empirical parameter, lattice design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5531042 Boundary Layer Flow of a Casson Nanofluid past a Vertical Exponentially Stretching Cylinder in the Presence of a Transverse Magnetic Field with Internal Heat Generation/Absorption
Authors: G. Sarojamma, K. Vendabai
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An analysis is carried out to investigate the effect of magnetic field and heat source on the steady boundary layer flow and heat transfer of a Casson nanofluid over a vertical cylinder stretching exponentially along its radial direction. Using a similarity transformation, the governing mathematical equations, with the boundary conditions are reduced to a system of coupled, non –linear ordinary differential equations. The resulting system is solved numerically by the fourth order Runge – Kutta scheme with shooting technique. The influence of various physical parameters such as Reynolds number, Prandtl number, magnetic field, Brownian motion parameter, thermophoresis parameter, Lewis number and the natural convection parameter are presented graphically and discussed for non – dimensional velocity, temperature and nanoparticle volume fraction. Numerical data for the skin – friction coefficient, local Nusselt number and the local Sherwood number have been tabulated for various parametric conditions. It is found that the local Nusselt number is a decreasing function of Brownian motion parameter Nb and the thermophoresis parameter Nt.
Keywords: Casson nanofluid, Boundary layer flow, Internal heat generation/absorption, Exponentially stretching cylinder, Heat transfer, Brownian motion, Thermophoresis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28211041 Dispersion of a Solute in Peristaltic Motion of a Couple Stress Fluid in the Presence of Magnetic Field
Authors: Habtu Alemayehu, G. Radhakrishnamacharya
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An analytical solution for dispersion of a solute in the peristaltic motion of a couple stress fluid in the presence of magnetic field with both homogeneous and heterogeneous chemical reactions is presented. The average effective dispersion coefficient has been found using Taylor-s limiting condition and long wavelength approximation. The effects of various relevant parameters on the average effective coefficient of dispersion have been studied. The average effective dispersion coefficient tends to decrease with magnetic field parameter, homogeneous chemical reaction rate parameter and amplitude ratio but tends to increase with heterogeneous chemical reaction rate parameter.Keywords: Dispersion, Peristalsis, Couple stress fluid, Chemicalreaction, Magnetic field.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17771040 Robust Parameter and Scale Factor Estimation in Nonstationary and Impulsive Noise Environment
Authors: Zoran D. Banjac, Branko D. Kovacevic
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The problem of FIR system parameter estimation has been considered in the paper. A new robust recursive algorithm for simultaneously estimation of parameters and scale factor of prediction residuals in non-stationary environment corrupted by impulsive noise has been proposed. The performance of derived algorithm has been tested by simulations.
Keywords: Adaptive filtering, Non-Gaussian filtering, Robustestimation, Scale factor estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17071039 The Effects of Peristalsis on Dispersion of a Micropolar Fluid in the Presence of Magnetic Field
Authors: Habtu Alemayehu, G. Radhakrishnamacharya
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The paper presents an analytical solution for dispersion of a solute in the peristaltic motion of a micropolar fluid in the presence of magnetic field and both homogeneous and heterogeneous chemical reactions. The average effective dispersion coefficient has been found using Taylor-s limiting condition under long wavelength approximation. The effects of various relevant parameters on the average coefficient of dispersion have been studied. The average effective dispersion coefficient increases with amplitude ratio, cross viscosity coefficient and heterogeneous chemical reaction rate parameter. But it decreases with magnetic field parameter and homogeneous chemical reaction rate parameter. It can be noted that the presence of peristalsis enhances dispersion of a solute.Keywords: Peristalsis, Dispersion, Chemical reaction, Magneticfield, Micropolar fluid
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17181038 Hall Effect on MHD Mixed Convection Flow of Viscous-Elastic Incompressible Fluid Past of an Infinite Porous Medium
Authors: T. K. Das, N. Senapatil, R. K. Dhal
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An unsteady mixed free convection MHD flow of elastic-viscous incompressible fluid past an infinite vertical porous flat plate is investigated when the presence of heat Source/sink, temperature and concentration are assumed to be oscillating with time and hall effect. The governing equations are solved by complex variable technique. The expressions for the velocity field, temperature field and species concentration are demonstrated in graphs. The effects of the Prandtl number, the Grashof number, modified Grashof number, the Schimidt number, the Hall parameter, Elastic parameter & Magnetic parameter are discussed.
Keywords: MHD, Mixed convective, Elastic-viscous incompressible, rotational, heat transfer, mass transfer, suction and injection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19781037 Autonomously Determining the Parameters for SVDD with RBF Kernel from a One-Class Training Set
Authors: Andreas Theissler, Ian Dear
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The one-class support vector machine “support vector data description” (SVDD) is an ideal approach for anomaly or outlier detection. However, for the applicability of SVDD in real-world applications, the ease of use is crucial. The results of SVDD are massively determined by the choice of the regularisation parameter C and the kernel parameter of the widely used RBF kernel. While for two-class SVMs the parameters can be tuned using cross-validation based on the confusion matrix, for a one-class SVM this is not possible, because only true positives and false negatives can occur during training. This paper proposes an approach to find the optimal set of parameters for SVDD solely based on a training set from one class and without any user parameterisation. Results on artificial and real data sets are presented, underpinning the usefulness of the approach.
Keywords: Support vector data description, anomaly detection, one-class classification, parameter tuning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29351036 Online Battery Equivalent Circuit Model Estimation on Continuous-Time Domain Using Linear Integral Filter Method
Authors: Cheng Zhang, James Marco, Walid Allafi, Truong Q. Dinh, W. D. Widanage
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Equivalent circuit models (ECMs) are widely used in battery management systems in electric vehicles and other battery energy storage systems. The battery dynamics and the model parameters vary under different working conditions, such as different temperature and state of charge (SOC) levels, and therefore online parameter identification can improve the modelling accuracy. This paper presents a way of online ECM parameter identification using a continuous time (CT) estimation method. The CT estimation method has several advantages over discrete time (DT) estimation methods for ECM parameter identification due to the widely separated battery dynamic modes and fast sampling. The presented method can be used for online SOC estimation. Test data are collected using a lithium ion cell, and the experimental results show that the presented CT method achieves better modelling accuracy compared with the conventional DT recursive least square method. The effectiveness of the presented method for online SOC estimation is also verified on test data.Keywords: Equivalent circuit model, continuous time domain estimation, linear integral filter method, parameter and SOC estimation, recursive least square.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13441035 A Method for Identifying Physical Parameters with Linear Fractional Transformation
Authors: Ryosuke Ito, Goro Obinata, Chikara Nagai, Youngwoo Kim
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This paper proposes a new parameter identification method based on Linear Fractional Transformation (LFT). It is assumed that the target linear system includes unknown parameters. The parameter deviations are separated from a nominal system via LFT, and identified by organizing I/O signals around the separated deviations of the real system. The purpose of this paper is to apply LFT to simultaneously identify the parameter deviations in systems with fewer outputs than unknown parameters. As a fundamental example, this method is implemented to one degree of freedom vibratory system. Via LFT, all physical parameters were simultaneously identified in this system. Then, numerical simulations were conducted for this system to verify the results. This study shows that all the physical parameters of a system with fewer outputs than unknown parameters can be effectively identified simultaneously using LFT.Keywords: Identification, Linear Fractional Transformation, Right inverse system
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13171034 Mathematical Modeling of Human Cardiovascular System: A Lumped Parameter Approach and Simulation
Authors: Ketan Naik, P. H. Bhathawala
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The purpose of this work is to develop a mathematical model of Human Cardiovascular System using lumped parameter method. The model is divided in three parts: Systemic Circulation, Pulmonary Circulation and the Heart. The established mathematical model has been simulated by MATLAB software. The innovation of this study is in describing the system based on the vessel diameters and simulating mathematical equations with active electrical elements. Terminology of human physical body and required physical data like vessel’s radius, thickness etc., which are required to calculate circuit parameters like resistance, inductance and capacitance, are proceeds from well-known medical books. The developed model is useful to understand the anatomic of human cardiovascular system and related syndromes. The model is deal with vessel’s pressure and blood flow at certain time.Keywords: Cardiovascular system, lumped parameter method, mathematical modeling, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33611033 Effect of Injection Moulding Process Parameter on Tensile Strength Using Taguchi Method
Authors: Gurjeet Singh, M. K. Pradhan, Ajay Verma
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The plastic industry plays very important role in the economy of any country. It is generally among the leading share of the economy of the country. Since metals and their alloys are very rarely available on the earth. Therefore, to produce plastic products and components, which finds application in many industrial as well as household consumer products is beneficial. Since 50% plastic products are manufactured by injection moulding process. For production of better quality product, we have to control quality characteristics and performance of the product. The process parameters plays a significant role in production of plastic, hence the control of process parameter is essential. In this paper the effect of the parameters selection on injection moulding process has been described. It is to define suitable parameters in producing plastic product. Selecting the process parameter by trial and error is neither desirable nor acceptable, as it is often tends to increase the cost and time. Hence, optimization of processing parameter of injection moulding process is essential. The experiments were designed with Taguchi’s orthogonal array to achieve the result with least number of experiments. Plastic material polypropylene is studied. Tensile strength test of material is done on universal testing machine, which is produced by injection moulding machine. By using Taguchi technique with the help of MiniTab-14 software the best value of injection pressure, melt temperature, packing pressure and packing time is obtained. We found that process parameter packing pressure contribute more in production of good tensile plastic product.
Keywords: Injection moulding, tensile strength, Taguchi method, poly-propylene.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37641032 Propagation of Viscous Waves and Activation Energy of Hydrocarbon Fluids
Authors: Ram N. Singh, Abraham K. George, Dawood N. Al-Namaani
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The Euler-s equation of motion is extended to include the viscosity stress tensor leading to the formulation of Navier– Stokes type equation. The latter is linearized and applied to investigate the rotational motion or vorticity in a viscous fluid. Relations for the velocity of viscous waves and attenuation parameter are obtained in terms of viscosity (μ) and the density (¤ü) of the fluid. μ and ¤ü are measured experimentally as a function of temperature for two different samples of light and heavy crude oil. These data facilitated to determine the activation energy, velocity of viscous wave and the attenuation parameter. Shear wave velocity in heavy oil is found to be much larger than the light oil, whereas the attenuation parameter in heavy oil is quite low in comparison to light one. The activation energy of heavy oil is three times larger than light oil.Keywords: Activation Energy, Attenuation, Crude Oil, Navier- Stokes Equation, Viscosity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19871031 Analytical Study on the Shape of T-type Girder Modular Bridge Connection by Using Parameter
Authors: Jongho Park, Jinwoong Choi, Sungnam Hong, Seung-Kyung Kye, Sun-Kyu Park
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Recently, to cope with the rapidly changing construction trend with aging infrastructures, modular bridge technology has been studied actively. Modular bridge is easily constructed by assembling standardized precast structure members in the field. It will be possible to construct rapidly and reduce construction cost efficiently. However, the shape of the transverse connection of T-type girder newly developed between the segmented modules is not verified. Therefore, the verification of the connection shape is needed. In this study, shape of the modular T-girder bridge transverse connection was analyzed by finite element model that was verified in study which was verified model of transverse connection using Abaqus. Connection angle was chosen as the parameter. The result of analyses showed that optimal value of angle is 130 degree.
Keywords: Modular bridge, optimal transverse shape, parameter, FEM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20701030 A Cross-Gender Statistical Analysis of Tuvinian Intonation Features in Comparison With Uzbek and Azerbaijani
Authors: D. Beziakina, E. Bulgakova
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The paper deals with cross-gender and cross-linguistic comparison of pitch characteristics for Tuvinian with two other Turkic languages - Uzbek and Azerbaijani, based on the results of statistical analysis of pitch parameter values and intonation patterns used by male and female speakers.
The main goal of our work is to obtain the ranges of pitch parameter values typical for Tuvinian speakers for the purpose of automatic language identification. We also propose a cross-gender analysis of declarative intonation in the poorly studied Tuvinian language.
The ranges of pitch parameter values were obtained by means of specially developed software that deals with the distribution of pitch values and allows us to obtain statistical language-specific pitch intervals.
Keywords: Speech analysis, Statistical analysis, Speaker recognition, Identification of person.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18491029 Bifurcation Study and Parameter Analyses Boost Converter
Authors: S. Ben Said, K. Ben Saad, M. Benrejeb
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This paper deals with bifurcation analyses in current programmed DC/DC Boost converter and exhibition of chaotic behavior. This phenomenon occurs due to variation of a set of the studied circuit parameters (input voltage and a reference current). Two different types of bifurcation paths have been observed as part as part of another bifurcation arising from variation of suitable chosen parameter.
Keywords: Bifurcation, Chaos, Boost converter, Current- programmed control, Initial parameters.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24171028 Environmental Effects on Energy Consumption of Smart Grid Consumers
Authors: S. M. Ali, A. Salam Khan, A. U. Khan, M. Tariq, M. S. Hussain, B. A. Abbasi, I. Hussain, U. Farid
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Environment and surrounding plays a pivotal rule in structuring life-style of the consumers. Living standards intern effect the energy consumption of the consumers. In smart grid paradigm, climate drifts, weather parameter and green environmental directly relates to the energy profiles of the various consumers, such as residential, commercial and industrial. Considering above factors helps policy in shaping utility load curves and optimal management of demand and supply. Thus, there is a pressing need to develop correlation models of load and weather parameters and critical analysis of the factors effecting energy profiles of smart grid consumers. In this paper, we elaborated various environment and weather parameter factors effecting demand of consumers. Moreover, we developed correlation models, such as Pearson, Spearman, and Kendall, an inter-relation between dependent (load) parameter and independent (weather) parameters. Furthermore, we validated our discussion with real-time data of Texas State. The numerical simulations proved the effective relation of climatic drifts with energy consumption of smart grid consumers.
Keywords: Climatic drifts, correlation analysis, energy consumption, smart grid, weather parameter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17801027 Parameter Selections of Fuzzy C-Means Based on Robust Analysis
Authors: Kuo-Lung Wu
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The weighting exponent m is called the fuzzifier that can have influence on the clustering performance of fuzzy c-means (FCM) and mÎ[1.5,2.5] is suggested by Pal and Bezdek [13]. In this paper, we will discuss the robust properties of FCM and show that the parameter m will have influence on the robustness of FCM. According to our analysis, we find that a large m value will make FCM more robust to noise and outliers. However, if m is larger than the theoretical upper bound proposed by Yu et al. [14], the sample mean will become the unique optimizer. Here, we suggest to implement the FCM algorithm with mÎ[1.5,4] under the restriction when m is smaller than the theoretical upper bound.Keywords: Fuzzy c-means, robust, fuzzifier.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16611026 Effects of Thermal Radiation and Magnetic Field on Unsteady Stretching Permeable Sheet in Presence of Free Stream Velocity
Authors: Phool Singh, Ashok Jangid, N. S. Tomer, Deepa Sinha
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The aim of this paper is to investigate twodimensional unsteady flow of a viscous incompressible fluid about stagnation point on permeable stretching sheet in presence of time dependent free stream velocity. Fluid is considered in the influence of transverse magnetic field in the presence of radiation effect. Rosseland approximation is use to model the radiative heat transfer. Using time-dependent stream function, partial differential equations corresponding to the momentum and energy equations are converted into non-linear ordinary differential equations. Numerical solutions of these equations are obtained by using Runge-Kutta Fehlberg method with the help of Newton-Raphson shooting technique. In the present work the effect of unsteadiness parameter, magnetic field parameter, radiation parameter, stretching parameter and the Prandtl number on flow and heat transfer characteristics have been discussed. Skin-friction coefficient and Nusselt number at the sheet are computed and discussed. The results reported in the paper are in good agreement with published work in literature by other researchers.
Keywords: Magneto hydrodynamics, stretching sheet, thermal radiation, unsteady flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22671025 Long-Range Dependence of Financial Time Series Data
Authors: Chatchai Pesee
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This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18841024 Inference of Stress-Strength Model for a Lomax Distribution
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In this paper, the estimation of the stress-strength parameter R = P(Y < X), when X and Y are independent and both are Lomax distributions with the common scale parameters but different shape parameters is studied. The maximum likelihood estimator of R is derived. Assuming that the common scale parameter is known, the bayes estimator and exact confidence interval of R are discussed. Simulation study to investigate performance of the different proposed methods has been carried out.Keywords: Stress-Strength model; maximum likelihoodestimator; Bayes estimator; Lomax distribution
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17931023 On the Parameter of the Burr Type X under Bayesian Principles
Authors: T. N. Sindhu, M. Aslam
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A comprehensive Bayesian analysis has been carried out in the context of informative and non-informative priors for the shape parameter of the Burr type X distribution under different symmetric and asymmetric loss functions. Elicitation of hyperparameter through prior predictive approach is also discussed. Also we derive the expression for posterior predictive distributions, predictive intervals and the credible Intervals. As an illustration, comparisons of these estimators are made through simulation study.
Keywords: Credible Intervals, Loss Functions, Posterior Predictive Distributions, Predictive Intervals.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15061022 Reentry Trajectory Optimization Based on Differential Evolution
Authors: Songtao Chang, Yongji Wang, Lei Liu, Dangjun Zhao
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Reentry trajectory optimization is a multi-constraints optimal control problem which is hard to solve. To tackle it, we proposed a new algorithm named CDEN(Constrained Differential Evolution Newton-Raphson Algorithm) based on Differential Evolution( DE) and Newton-Raphson.We transform the infinite dimensional optimal control problem to parameter optimization which is finite dimensional by discretize control parameter. In order to simplify the problem, we figure out the control parameter-s scope by process constraints. To handle constraints, we proposed a parameterless constraints handle process. Through comprehensive analyze the problem, we use a new algorithm integrated by DE and Newton-Raphson to solve it. It is validated by a reentry vehicle X-33, simulation results indicated that the algorithm is effective and robust.Keywords: reentry vehicle, trajectory optimization, constraint optimal, differential evolution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17351021 Affine Radial Basis Function Neural Networks for the Robust Control of Hyperbolic Distributed Parameter Systems
Authors: Eleni Aggelogiannaki, Haralambos Sarimveis
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In this work, a radial basis function (RBF) neural network is developed for the identification of hyperbolic distributed parameter systems (DPSs). This empirical model is based only on process input-output data and used for the estimation of the controlled variables at specific locations, without the need of online solution of partial differential equations (PDEs). The nonlinear model that is obtained is suitably transformed to a nonlinear state space formulation that also takes into account the model mismatch. A stable robust control law is implemented for the attenuation of external disturbances. The proposed identification and control methodology is applied on a long duct, a common component of thermal systems, for a flow based control of temperature distribution. The closed loop performance is significantly improved in comparison to existing control methodologies.
Keywords: Hyperbolic Distributed Parameter Systems, Radial Basis Function Neural Networks, H∞ control, Thermal systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14201020 Estimation of R= P [Y < X] for Two-parameter Burr Type XII Distribution
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In this article, we consider the estimation of P[Y < X], when strength, X and stress, Y are two independent variables of Burr Type XII distribution. The MLE of the R based on one simple iterative procedure is obtained. Assuming that the common parameter is known, the maximum likelihood estimator, uniformly minimum variance unbiased estimator and Bayes estimator of P[Y < X] are discussed. The exact confidence interval of the R is also obtained. Monte Carlo simulations are performed to compare the different proposed methods.
Keywords: Stress-Strength model, Maximum likelihood estimator, Bayes estimator, Burr type XII distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2296