Search results for: stochastic signals

Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

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Authors: Mohammad Pooyan, Ali Taheri, Morteza Moazami-Goudarzi, Iman Saboori

Abstract:

In this paper we present a novel approach for wavelet compression of electrocardiogram (ECG) signals based on the set partitioning in hierarchical trees (SPIHT) coding algorithm. SPIHT algorithm has achieved prominent success in image compression. Here we use a modified version of SPIHT for one dimensional signals. We applied wavelet transform with SPIHT coding algorithm on different records of MIT-BIH database. The results show the high efficiency of this method in ECG compression.

Keywords: ECG compression, wavelet, SPIHT.

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Authors: Yilun Shang

Abstract:

We consider a heterogeneously mixing SIR stochastic epidemic process in populations described by a general graph. Likelihood theory is developed to facilitate statistic inference for the parameters of the model under complete observation. We show that these estimators are asymptotically Gaussian unbiased estimates by using a martingale central limit theorem.

Keywords: statistic inference, maximum likelihood, epidemicmodel, heterogeneous mixing.

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Authors: Taiki Baba, Tomoaki Hashimoto

Abstract:

The random dither quantization method enables us to achieve much better performance than the simple uniform quantization method for the design of quantized control systems. Motivated by this fact, the stochastic model predictive control method in which a performance index is minimized subject to probabilistic constraints imposed on the state variables of systems has been proposed for linear feedback control systems with random dither quantization. In other words, a method for solving optimal control problems subject to probabilistic state constraints for linear discrete-time control systems with random dither quantization has been already established. To our best knowledge, however, the feasibility of such a kind of optimal control problems has not yet been studied. Our objective in this paper is to investigate the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization. To this end, we provide the results of numerical simulations that verify the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization.

Keywords: Model predictive control, stochastic systems, probabilistic constraints, random dither quantization.

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Authors: Myoung Ro Kim, Gilwon Yoon

Abstract:

A game using electro-oculography (EOG) as control signal was introduced in this study. Various EOG signals are generated by eye movements. Even though EOG is a quite complex type of signal, distinct and separable EOG signals could be classified from horizontal and vertical, left and right eye movements. Proper signal processing was incorporated since EOG signal has very small amplitude in the order of micro volts and contains noises influenced by external conditions. Locations of the electrodes were set to be above and below as well as left and right positions of the eyes. Four control signals of up, down, left and right were generated. A microcontroller processed signals in order to simulate a DDR game. A LCD display showed arrows falling down with four different head directions. This game may be used as eye exercise for visual concentration and acuity. Our proposed EOG control signal can be utilized in many other applications of human machine interfaces such as wheelchair, computer keyboard and home automation.

Keywords: DDR game, EOG, eye movement.

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Authors: Shu Lü, Shouming Zhong, Zixin Liu

Abstract:

In this paper, the robust exponential stability problem of discrete-time uncertain stochastic neural networks with timevarying delays is investigated. By introducing a new augmented Lyapunov function, some delay-dependent stable results are obtained in terms of linear matrix inequality (LMI) technique. Compared with some existing results in the literature, the conservatism of the new criteria is reduced notably. Three numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed method.

Keywords: Robust exponential stability, delay-dependent stability, discrete-time neural networks, stochastic, time-varying delays.

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Authors: Weng Ming Chu

Abstract:

When faced with stochastic networks with an uncertain duration for their activities, the securing of network completion time becomes problematical, not only because of the non-identical pdf of duration for each node, but also because of the interdependence of network paths. As evidenced by Adlakha & Kulkarni [1], many methods and algorithms have been put forward in attempt to resolve this issue, but most have encountered this same large-size network problem. Therefore, in this research, we focus on network reduction through a Series/Parallel combined mechanism. Our suggested algorithm, named the Activity Network Reduction Algorithm (ANRA), can efficiently transfer a large-size network into an S/P Irreducible Network (SPIN). SPIN can enhance stochastic network analysis, as well as serve as the judgment of symmetry for the Graph Theory.

Keywords: Series/Parallel network, Stochastic network, Network reduction, Interdictive Graph, Complexity Index.

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Authors: F. Alborzi, H. Vafaei, M.H. Gholami, M.M. S. Esfahani

Abstract:

In this article, the design of a Supply Chain Network (SCN) consisting of several suppliers, production plants, distribution centers and retailers, is considered. Demands of retailers are considered stochastic parameters, so we generate amounts of data via simulation to extract a few demand scenarios. Then a mixed integer two-stage programming model is developed to optimize simultaneously two objectives: (1) minimization the fixed and variable cost, (2) maximization the service level. A weighting method is utilized to solve this two objective problem and a numerical example is made to show the performance of the model.

Keywords: Mixed Integer Programming, Multi-objective Optimization, Stochastic Demand, Supply Chain Design, Two Stage Programming

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Authors: Nkongho Ayuketang Arreyndip, Ebobenow Joseph

Abstract:

In this paper, to model a real life wind turbine, a probabilistic approach is proposed to model the dynamics of the blade elements of a small axial wind turbine under extreme stochastic wind speeds conditions. It was found that the power and the torque probability density functions even-dough decreases at these extreme wind speeds but are not infinite. Moreover, we also fund that it is possible to stabilize the power coefficient (stabilizing the output power)above rated wind speeds by turning some control parameters. This method helps to explain the effect of turbulence on the quality and quantity of the harness power and aerodynamic torque.

Keywords: Probability, Stochastic, Probability density function, Turbulence.

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Authors: A. A. Hussen, I. N. Jleta

Abstract:

Micro-electromechanical system (MEMS) accelerometers and gyroscopes are suitable for the inertial navigation system (INS) of many applications due to low price, small dimensions and light weight. The main disadvantage in a comparison with classic sensors is a worse long term stability. The estimation accuracy is mostly affected by the time-dependent growth of inertial sensor errors, especially the stochastic errors. In order to eliminate negative effects of these random errors, they must be accurately modeled. In this paper, the Allan variance technique will be used in modeling the stochastic errors of the inertial sensors. By performing a simple operation on the entire length of data, a characteristic curve is obtained whose inspection provides a systematic characterization of various random errors contained in the inertial-sensor output data.

Keywords: Allan variance, accelerometer, gyroscope, stochastic errors.

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Authors: Tugrul Oktay, Mehmet Konar, Mustafa Soylak, Firat Sal, Murat Onay, Orhan Kizilkaya

Abstract:

In this paper, autonomous performance of a small manufactured unmanned helicopter is tried to be increased. For this purpose, a small unmanned helicopter is manufactured in Erciyes University, Faculty of Aeronautics and Astronautics. It is called as ZANKA-Heli-I. For performance maximization, autopilot parameters are determined via minimizing a cost function consisting of flight performance parameters such as settling time, rise time, overshoot during trajectory tracking. For this purpose, a stochastic optimization method named as simultaneous perturbation stochastic approximation is benefited. Using this approach, considerable autonomous performance increase (around %23) is obtained.

Keywords: Small helicopters, hierarchical control, stochastic optimization, autonomous performance maximization, autopilots.

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Authors: I. Omerhodzic, S. Avdakovic, A. Nuhanovic, K. Dizdarevic

Abstract:

In this paper, a wavelet-based neural network (WNN) classifier for recognizing EEG signals is implemented and tested under three sets EEG signals (healthy subjects, patients with epilepsy and patients with epileptic syndrome during the seizure). First, the Discrete Wavelet Transform (DWT) with the Multi-Resolution Analysis (MRA) is applied to decompose EEG signal at resolution levels of the components of the EEG signal (δ, θ, α, β and γ) and the Parseval-s theorem are employed to extract the percentage distribution of energy features of the EEG signal at different resolution levels. Second, the neural network (NN) classifies these extracted features to identify the EEGs type according to the percentage distribution of energy features. The performance of the proposed algorithm has been evaluated using in total 300 EEG signals. The results showed that the proposed classifier has the ability of recognizing and classifying EEG signals efficiently.

Keywords: Epilepsy, EEG, Wavelet transform, Energydistribution, Neural Network, Classification.

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Authors: Mengzhuo Luo, Shouming Zhong

Abstract:

This paper investigates the problem of exponential stability for a class of uncertain discrete-time stochastic neural network with time-varying delays. By constructing a suitable Lyapunov-Krasovskii functional, combining the stochastic stability theory, the free-weighting matrix method, a delay-dependent exponential stability criteria is obtained in term of LMIs. Compared with some previous results, the new conditions obtain in this paper are less conservative. Finally, two numerical examples are exploited to show the usefulness of the results derived.

Keywords: Delay-dependent stability, Neural networks, Time varying delay, Linear matrix inequality (LMI).

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Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos

Abstract:

Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.

Keywords: Diffusion process, discrete sampling, likelihood estimation method, simulation, stochastic diffusion equation, trends functions, bi-parameters Weibull density function.

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Authors: Siliang Wang, Minghui Wang

Abstract:

Many exist studies always use Markov decision processes (MDPs) in modeling optimal route choice in stochastic, time-varying networks. However, taking many variable traffic data and transforming them into optimal route decision is a computational challenge by employing MDPs in real transportation networks. In this paper we model finite horizon MDPs using directed hypergraphs. It is shown that the problem of route choice in stochastic, time-varying networks can be formulated as a minimum cost hyperpath problem, and it also can be solved in linear time. We finally demonstrate the significant computational advantages of the introduced methods.

Keywords: Markov decision processes (MDPs), stochastictime-varying networks, hypergraphs, route choice.

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Authors: Toshihiko Matsuka, James E. Corter

Abstract:

Most neural network (NN) models of human category learning use a gradient-based learning method, which assumes that locally-optimal changes are made to model parameters on each learning trial. This method tends to under predict variability in individual-level cognitive processes. In addition many recent models of human category learning have been criticized for not being able to replicate rapid changes in categorization accuracy and attention processes observed in empirical studies. In this paper we introduce stochastic learning algorithms for NN models of human category learning and show that use of the algorithms can result in (a) rapid changes in accuracy and attention allocation, and (b) different learning trajectories and more realistic variability at the individual-level.

Keywords: category learning, cognitive modeling, radial basis function, stochastic optimization.

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Authors: Fl. Loury, P. Sablonière

Abstract:

In this paper a stochastic scenario-based model predictive control applied to molten salt storage systems in concentrated solar tower power plant is presented. The main goal of this study is to build up a tool to analyze current and expected future resources for evaluating the weekly power to be advertised on electricity secondary market. This tool will allow plant operator to maximize profits while hedging the impact on the system of stochastic variables such as resources or sunlight shortage.

Solving the problem first requires a mixed logic dynamic modeling of the plant. The two stochastic variables, respectively the sunlight incoming energy and electricity demands from secondary market, are modeled by least square regression. Robustness is achieved by drawing a certain number of random variables realizations and applying the most restrictive one to the system. This scenario approach control technique provides the plant operator a confidence interval containing a given percentage of possible stochastic variable realizations in such a way that robust control is always achieved within its bounds. The results obtained from many trajectory simulations show the existence of a ‘’reliable’’ interval, which experimentally confirms the algorithm robustness.

Keywords: Molten Salt Storage System, Concentrated Solar Tower Power Plant, Robust Stochastic Model Predictive Control.

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Authors: E. S. Gower, M. O. J. Hawksford

Abstract:

An algorithm for learning an overcomplete dictionary using a Cauchy mixture model for sparse decomposition of an underdetermined mixing system is introduced. The mixture density function is derived from a ratio sample of the observed mixture signals where 1) there are at least two but not necessarily more mixture signals observed, 2) the source signals are statistically independent and 3) the sources are sparse. The basis vectors of the dictionary are learned via the optimization of the location parameters of the Cauchy mixture components, which is shown to be more accurate and robust than the conventional data mining methods usually employed for this task. Using a well known sparse decomposition algorithm, we extract three speech signals from two mixtures based on the estimated dictionary. Further tests with additive Gaussian noise are used to demonstrate the proposed algorithm-s robustness to outliers.

Keywords: expectation-maximization, Pitman estimator, sparsedecomposition

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Authors: Ginalber L. O. Serra

Abstract:

This work proposes a recursive weighted ELS algorithm for system identification by applying numerically robust orthogonal Householder transformations. The properties of the proposed algorithm show it obtains acceptable results in a noisy environment: fast convergence and asymptotically unbiased estimates. Comparative analysis with others robust methods well known from literature are also presented.

Keywords: Stochastic Systems, Robust Identification, Parameter Estimation, Systems Identification.

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Authors: Mohammed Benbrahim, Adil Daoudi, Khalid Benjelloun, Aomar Ibenbrahim

Abstract:

The automatic discrimination of seismic signals is an important practical goal for earth-science observatories due to the large amount of information that they receive continuously. An essential discrimination task is to allocate the incoming signal to a group associated with the kind of physical phenomena producing it. In this paper, two classes of seismic signals recorded routinely in geophysical laboratory of the National Center for Scientific and Technical Research in Morocco are considered. They correspond to signals associated to local earthquakes and chemical explosions. The approach adopted for the development of an automatic discrimination system is a modular system composed by three blocs: 1) Representation, 2) Dimensionality reduction and 3) Classification. The originality of our work consists in the use of a new wavelet called "modified Mexican hat wavelet" in the representation stage. For the dimensionality reduction, we propose a new algorithm based on the random projection and the principal component analysis.

Keywords: Seismic signals, Wavelets, Dimensionality reduction, Artificial neural networks, Classification.

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Authors: Xin Zhao, Yin-fan Zhu, Wei-ping Wang, Qun Li

Abstract:

The Influence Diagrams (IDs) is a kind of Probabilistic Belief Networks for graphic modeling. The usage of IDs can improve the communication among field experts, modelers, and decision makers, by showing the issue frame discussed from a high-level point of view. This paper enhances the Time-Sliced Influence Diagrams (TSIDs, or called Dynamic IDs) based formalism from a Discrete Event Systems Modeling and Simulation (DES M&S) perspective, for Exploring Analysis (EA) modeling. The enhancements enable a modeler to specify times occurred of endogenous events dynamically with stochastic sampling as model running and to describe the inter- influences among them with variable nodes in a dynamic situation that the existing TSIDs fails to capture. The new class of model is named Dynamic-Stochastic Influence Diagrams (DSIDs). The paper includes a description of the modeling formalism and the hiberarchy simulators implementing its simulation algorithm, and shows a case study to illustrate its enhancements.

Keywords: Time-sliced influence diagrams, discrete event systems, dynamic-stochastic influence diagrams, modeling formalism, simulation algorithm.

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Authors: Elif Derya UBEYLI, Inan GULER

Abstract:

A new approach based on the consideration that electroencephalogram (EEG) signals are chaotic signals was presented for automated diagnosis of electroencephalographic changes. This consideration was tested successfully using the nonlinear dynamics tools, like the computation of Lyapunov exponents. This paper presented the usage of statistics over the set of the Lyapunov exponents in order to reduce the dimensionality of the extracted feature vectors. Since classification is more accurate when the pattern is simplified through representation by important features, feature extraction and selection play an important role in classifying systems such as neural networks. Multilayer perceptron neural network (MLPNN) architectures were formulated and used as basis for detection of electroencephalographic changes. Three types of EEG signals (EEG signals recorded from healthy volunteers with eyes open, epilepsy patients in the epileptogenic zone during a seizure-free interval, and epilepsy patients during epileptic seizures) were classified. The selected Lyapunov exponents of the EEG signals were used as inputs of the MLPNN trained with Levenberg- Marquardt algorithm. The classification results confirmed that the proposed MLPNN has potential in detecting the electroencephalographic changes.

Keywords: Chaotic signal, Electroencephalogram (EEG) signals, Feature extraction/selection, Lyapunov exponents

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Authors: A. Nabhan, Mohamed R. El-Sharkawy, A. Rashed

Abstract:

The main aim of this paper is to dedicate the belt drive system faults like cogs missing, misalignment and belt worm using vibration analysis technique. Experimentally, the belt drive test-rig is equipped to measure vibrations signals under different operating conditions. Finite element 3D model of belt drive system is created and vibration response analyzed using commercial finite element software ABAQUS/CAE.  Root mean square (RMS) and Crest Factor will serve as indicators of average amplitude of envelope analysis signals. The vibration signals pattern obtained from the simulation model and experimental data have the same characteristics. It can be concluded that each case of the RMS is more effective in detecting the defect for acceleration response. While Crest Factor parameter has a response with the displacement and velocity of vibration signals. Also it can be noticed that the model has difficulty in completing the solution when the misalignment angle is higher than 1 degree.

Keywords: Simulation model, misalignment, cogs missing and vibration analysis.

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Authors: T. Kerdchuen

Abstract:

This paper proposes the stochastic tabu search (STS) for improving the measurement scheme for power system state estimation. If the original measured scheme is not observable, the additional measurements with minimum number of measurements are added into the system by STS so that there is no critical measurement pair. The random bit flipping and bit exchanging perturbations are used for generating the neighborhood solutions in STS. The Pδ observable concept is used to determine the network observability. Test results of 10 bus, IEEE 14 and 30 bus systems are shown that STS can improve the original measured scheme to be observable without critical measurement pair. Moreover, the results of STS are superior to deterministic tabu search (DTS) in terms of the best solution hit.

Keywords: Measurement Scheme, Power System StateEstimation, Network Observability, Stochastic Tabu Search (STS).

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Authors: Lu Yang, Meiyang Song, Xiang Yu, Wenhao Zhou, Chuntao Feng

Abstract:

To address the problem that the FM continuous-wave (FMCW) radar extracts human vital sign signals which are susceptible to noise interference and low reconstruction accuracy, a detection scheme for the sign signals is proposed. Firstly, an improved complete ensemble empirical modal decomposition with adaptive noise (ICEEMDAN) algorithm is applied to decompose the radar-extracted thoracic signals to obtain several intrinsic modal functions (IMF) with different spatial scales, and then the IMF components are optimized by a backpropagation (BP) neural network improved by immune genetic algorithm (IGA). The simulation results show that this scheme can effectively separate the noise, accurately extract the respiratory and heartbeat signals and improve the reconstruction accuracy and signal to-noise ratio of the sign signals.

Keywords: Frequency modulated continuous wave radar, ICEEMDAN, BP Neural Network, vital signs signal.

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Authors: Ernst D. Schmitter

Abstract:

Monitoring lightning electromagnetic pulses (sferics) and other terrestrial as well as extraterrestrial transient radiation signals is of considerable interest for practical and theoretical purposes in astro- and geophysics as well as meteorology. Managing a continuous flow of data, automation of the analysis and classification process is important. Features based on a combination of wavelet and statistical methods proved efficient for this task and serve as input into a radial basis function network that is trained to discriminate transient shapes from pulse like to wave like. We concentrate on signals in the Very Low Frequency (VLF, 3 -30 kHz) range in this paper, but the developed methods are independent of this specific choice.

Keywords: Transient signals, statistics, wavelets, neural networks

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Authors: O. Ikpotokin

Abstract:

In any production process, every product is aimed to attain a certain standard, but the presence of assignable cause of variability affects our process, thereby leading to low quality of product. The ability to identify and remove this type of variability reduces its overall effect, thereby improving the quality of the product. In case of a univariate control chart signal, it is easy to detect the problem and give a solution since it is related to a single quality characteristic. However, the problems involved in the use of multivariate control chart are the violation of multivariate normal assumption and the difficulty in identifying the quality characteristic(s) that resulted in the out of control signals. The purpose of this paper is to examine the use of non-parametric control chart (the bootstrap approach) for obtaining control limit to overcome the problem of multivariate distributional assumption and the p-value method for detecting out of control signals. Results from a performance study show that the proposed bootstrap method enables the setting of control limit that can enhance the detection of out of control signals when compared, while the p-value method also enhanced in identifying out of control variables.

Keywords: Bootstrap control limit, p-value method, out-of-control signals, p-value, quality characteristics.

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Authors: D. Boutana, B. Barkat , F. Marir

Abstract:

In this paper, we propose a novel time-frequency distribution (TFD) for the analysis of multi-component signals. In particular, we use synthetic as well as real-life speech signals to prove the superiority of the proposed TFD in comparison to some existing ones. In the comparison, we consider the cross-terms suppression and the high energy concentration of the signal around its instantaneous frequency (IF).

Keywords: Cohen's Class, Multicomponent signal, SeparableKernel, Speech signal, Time- frequency resolution.

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Authors: X. Z. Gao, S. J. Ovaska, X. Wang

Abstract:

Prediction of sinusoidal signals with time-varying frequencies has been an important research topic in power electronics systems. To solve this problem, we propose a new fuzzy predictive filtering scheme, which is based on a Finite Impulse Response (FIR) filter bank. Fuzzy logic is introduced here to provide appropriate interpolation of individual filter outputs. Therefore, instead of regular 'hard' switching, our method has the advantageous 'soft' switching among different filters. Simulation comparisons between the fuzzy predictive filtering and conventional filter bank-based approach are made to demonstrate that the new scheme can achieve an enhanced prediction performance for slowly changing sinusoidal input signals.

Keywords: Predictive filtering, fuzzy logic, sinusoidal signals, time-varying frequencies.

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Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

Abstract:

In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Itô chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition method using the Wiener-Itô chaos expansion. Once the approximation of the solution is performed using the finite element method for example, the statistics of the numerical solution can be easily evaluated.

Keywords: Eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Itô chaos expansion.

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