Search results for: uncertainty estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1369

Search results for: uncertainty estimation

499 Estimation of Fecundity and Gonadosomatic Index of Terapon jarbua from Pondicherry Coast, India

Authors: R. Nandikeswari, M. Sambasivam, V. Anandan

Abstract:

In the present study fecundity of Terapon jarbua was estimated for 41 matured females from the Bay of Bengal, Pondicherry. The fecundity (F) was found to range from 13,475 to 115,920 in fishes between 173-278mm Total length (TL) and 65- 298 gm weight respectively. The co-efficient of correlation for F/TL (log F = - 4.821 + 4.146 log TL), F/SL (log F = -3.936 + 3.867 log SL), F/WF (log F = 1.229 + 0.730 log TW) and F/GW (log F = 0.724 + 1.113 log GW) were obtained as 0.474, 0.537, 0.641 and 0.908 respectively. The regression line for the TL, SL, WF and GW of the fishes were found to be linear when they were plotted against their fecundity on logarithmic scales. Highly significant (P<0.01) relationship was obtained for all the variables. Hence Total Length, Standard Length, Weight of Fish and Gonad Weight were found to be the best indicators of the fecundity of Terapon jarbua. Gonadosomatic indices of Terapon jarbua showed that the spawning took place in February to July. The overall sex ratio of male to female is 1.28:1 with chi-square value 5.719, significant at 5% level.

Keywords: Fecundity, Gonadosomatic index, Reproductive biology, spawning, Terapon jarbua.

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498 Lean Thinking and E-Commerce as New Opportunities to Improve Partnership in Supply Chain of Construction Industries

Authors: Kaustav Kundu, Alberto Portioli Staudacher

Abstract:

Construction industry plays a vital role in the economy of the world. However, due to high uncertainty and variability in the industry, its performance is not as efficient in terms of quality, lead times, productivity and costs as of other industries. Moreover, there are continuous conflicts among the different actors in the construction supply chains in terms of profit sharing. Previous studies suggested partnership as an important approach to promote cooperation among the different actors in the construction supply chains and thereby it improves the overall performance. Construction practitioners tried to focus on partnership which can enhance the performance of construction supply chains but they are not fully aware of different approaches and techniques for improving partnership. In this research, a systematic review on partnership in relation to construction supply chains is carried out to understand different elements influencing the partnership. The research development of this domain is analyzed by reviewing selected articles published from 1996 to 2015. Based on the papers, three major elements influencing partnership in construction supply chains are identified: ‘Lean approach’, ‘Relationship building’ and ‘E-commerce applications’. This study analyses the contributions in the areas within each element and provides suggestions for future developments of partnership in construction supply chains.

Keywords: Partnership, construction, lean, SCM, supply chain management.

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497 Artificial Neural Network based Parameter Estimation and Design Optimization of Loop Antenna

Authors: Kumaresh Sarmah, Kandarpa Kumar Sarma

Abstract:

Artificial Neural Network (ANN)s are best suited for prediction and optimization problems. Trained ANNs have found wide spread acceptance in several antenna design systems. Four parameters namely antenna radiation resistance, loss resistance, efficiency, and inductance can be used to design an antenna layout though there are several other parameters available. An ANN can be trained to provide the best and worst case precisions of an antenna design problem defined by these four parameters. This work describes the use of an ANN to generate the four mentioned parameters for a loop antenna for the specified frequency range. It also provides insights to the prediction of best and worst-case design problems observed in applications and thereby formulate a model for physical layout design of a loop antenna.

Keywords: MLP, ANN, parameter, prediction, optimization.

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496 Tracking Performance Evaluation of Robust Back-Stepping Control Design for a Nonlinear Electrohydraulic Servo System

Authors: M. Ahmadnezhad, M. Soltanpour

Abstract:

Electrohydraulic servo system have been used in industry in a wide number of applications. Its dynamics are highly nonlinear and also have large extent of model uncertainties and external disturbances. In this paper, a robust back-stepping control (RBSC) scheme is proposed to overcome the problem of disturbances and system uncertainties effectively and to improve the tracking performance of EHS systems. In order to implement the proposed control scheme, the system uncertainties in EHS systems are considered as total leakage coefficient and effective oil volume. In addition, in order to obtain the virtual controls for stabilizing system, the update rule for the system uncertainty term is induced by the Lyapunov control function (LCF). To verify the performance and robustness of the proposed control system, computer simulation of the proposed control system using Matlab/Simulink Software is executed. From the computer simulation, it was found that the RBSC system produces the desired tracking performance and has robustness to the disturbances and system uncertainties of EHS systems.

Keywords: Electro hydraulic servo system, back-stepping control, robust back-stepping control, Lyapunov redesign

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495 Tracking Performance Evaluation of Robust Back-Stepping Control Design for a Nonlinear Electrohydraulic Servo System

Authors: M. Ahmadnezhad, M. Soltanpour

Abstract:

Electrohydraulic servo system have been used in industry in a wide number of applications. Its dynamics are highly nonlinear and also have large extent of model uncertainties and external disturbances. In this paper, a robust back-stepping control (RBSC) scheme is proposed to overcome the problem of disturbances and system uncertainties effectively and to improve the tracking performance of EHS systems. In order to implement the proposed control scheme, the system uncertainties in EHS systems are considered as total leakage coefficient and effective oil volume. In addition, in order to obtain the virtual controls for stabilizing system, the update rule for the system uncertainty term is induced by the Lyapunov control function (LCF). To verify the performance and robustness of the proposed control system, computer simulation of the proposed control system using Matlab/Simulink Software is executed. From the computer simulation, it was found that the RBSC system produces the desired tracking performance and has robustness to the disturbances and system uncertainties of EHS systems.

Keywords: Electro hydraulic servo system, back-stepping control, robust back-stepping control, Lyapunov redesign.

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494 Statistical Study of Drink Markets: Case Study

Authors: Seyed Habib A. Rahmati, Arash Haji Karimi, Reza Saffari, Zeeya Rashvand

Abstract:

An important official knowledge in each country is to have a comprehensive knowledge about markets of each group of products. Drink markets are one the most important markets of each country as a sub-group of nourishment markets. This paper is going to study these markets in Iran. To do so, first, two drink products are selected as pilot, including milk and concentrate. Then, for each product, two groups of information are estimated for the last five years, including 1) total consumption (demand) and 2) total production. Finally, the two groups of productions are compared statistically by means of two statistical tests called t test and Mann- Whitney test. The implemented Different related tables and figures are also illustrated to show the method more explicitly.

Keywords: Market evaluation, Drink, Estimation, Mann- Whitney test

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493 Closed Loop Control of Bridgeless Cuk Converter Using Fuzzy Logic Controller for PFC Applications

Authors: Nesapriya. P., S. Rajalaxmi

Abstract:

This paper is based on the bridgeless single-phase Ac–Dc Power Factor Correction (PFC) converters with Fuzzy Logic Controller. High frequency isolated Cuk converters are used as a modular dc-dc converter in Discontinuous Conduction Mode (DCM) of operation of Power Factor Correction. The aim of this paper is to simplify the program complexity of the controller by reducing the number of fuzzy sets of the Membership Functions (MFs) and to improve the efficiency and to eliminate the power quality problems. The output of Fuzzy controller is compared with High frequency triangular wave to generate PWM gating signals of Cuk converter. The proposed topologies are designed to work in Discontinuous Conduction Mode (DCM) to achieve a unity power factor and low total harmonic distortion of the input current. The Fuzzy Logic Controller gives additional advantages such as accurate result, uncertainty and imprecision and automatic control circuitry. Performance comparisons between the proposed and conventional controllers and circuits are performed based on circuit simulations.

Keywords: Fuzzy Logic Controller (FLC), Bridgeless rectifier, Cuk converter, Pulse Width Modulation (PWM), Power Factor Correction, Total Harmonic Distortion (THD).

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492 A Faunistic Comparative Study of Families Hesperiidae and Nymphalidae (Lepidoptera: Rhopalocera) of Syrian Arab Republic and Republic of Armenia

Authors: N. Zarikian

Abstract:

Comparative analysis of the fauna of two families of butterflies (Lepidoptera: Rhopalocera) – Hesperiidae and Nymphalidae were carried out. In general, 122 species of the families are recorded. among these 33 species belong to Hesperiidae and 89 to Nymphalidae. The numbers by countries are as follows: 72 species are found in Syria (including 24 Hesperiidae and 48 Nymphalidae) and 97 in Armenia (26 and 71 species, respectively). Two species of Hesperiidae are reported for Syrian fauna for the first time and one species is newly recorded for Armenia. From the species above mentioned 38 are common both for Syria and Armenia. For estimation of the similarity of faunas studied were used the Jaccard index. By families the index is rather different, consisting for Hesperiidae 0.5151 and for Nymphalidae 0.337.

Keywords: Armenia, fauna, Hesperiidae, Nymphalidae, Rhopalocera: Lepidoptera, Syria.

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491 Estimating Frequency, Amplitude and Phase of Two Sinusoids with Very Close Frequencies

Authors: Jayme G. A. Barbedo, Amauri Lopes

Abstract:

This paper presents an algorithm to estimate the parameters of two closely spaced sinusoids, providing a frequency resolution that is more than 800 times greater than that obtained by using the Discrete Fourier Transform (DFT). The strategy uses a highly optimized grid search approach to accurately estimate frequency, amplitude and phase of both sinusoids, keeping at the same time the computational effort at reasonable levels. The proposed method has three main characteristics: 1) a high frequency resolution; 2) frequency, amplitude and phase are all estimated at once using one single package; 3) it does not rely on any statistical assumption or constraint. Potential applications to this strategy include the difficult task of resolving coincident partials of instruments in musical signals.

Keywords: Closely spaced sinusoids, high-resolution parameter estimation, optimized grid search.

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490 Application of Artificial Neural Network for Predicting Maintainability Using Object-Oriented Metrics

Authors: K. K. Aggarwal, Yogesh Singh, Arvinder Kaur, Ruchika Malhotra

Abstract:

Importance of software quality is increasing leading to development of new sophisticated techniques, which can be used in constructing models for predicting quality attributes. One such technique is Artificial Neural Network (ANN). This paper examined the application of ANN for software quality prediction using Object- Oriented (OO) metrics. Quality estimation includes estimating maintainability of software. The dependent variable in our study was maintenance effort. The independent variables were principal components of eight OO metrics. The results showed that the Mean Absolute Relative Error (MARE) was 0.265 of ANN model. Thus we found that ANN method was useful in constructing software quality model.

Keywords: Software quality, Measurement, Metrics, Artificial neural network, Coupling, Cohesion, Inheritance, Principal component analysis.

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489 Quantum Modelling of AgHMoO4, CsHMoO4 and AgCsMoO4 Chemistry in the Field of Nuclear Power Plant Safety

Authors: Mohamad Saab, Sidi Souvi

Abstract:

In a major nuclear accident, the released fission products (FPs) and the structural materials are likely to influence the transport of iodine in the reactor coolant system (RCS) of a pressurized water reactor (PWR). So far, the thermodynamic data on cesium and silver species used to estimate the magnitude of FP release show some discrepancies, data are scarce and not reliable. For this reason, it is crucial to review the thermodynamic values related to cesium and silver materials. To this end, we have used state-of-the-art quantum chemical methods to compute the formation enthalpies and entropies of AgHMoO₄, CsHMoO₄, and AgCsMoO₄ in the gas phase. Different quantum chemical methods have been investigated (DFT and CCSD(T)) in order to predict the geometrical parameters and the energetics including the correlation energy. The geometries were optimized with TPSSh-5%HF method, followed by a single point calculation of the total electronic energies using the CCSD(T) wave function method. We thus propose with a final uncertainty of about 2 kJmol⁻¹ standard enthalpies of formation of AgHMoO₄, CsHMoO₄, and AgCsMoO₄.

Keywords: ASTEC, Accident Source Term Evaluation Code, quantum chemical methods, severe nuclear accident, thermochemical database.

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488 Manufacturing Process and Cost Estimation through Process Detection by Applying Image Processing Technique

Authors: Chalakorn Chitsaart, Suchada Rianmora, Noppawat Vongpiyasatit

Abstract:

In order to reduce the transportation time and cost for direct interface between customer and manufacturer, the image processing technique has been introduced in this research where designing part and defining manufacturing process can be performed quickly. A3D virtual model is directly generated from a series of multi-view images of an object, and it can be modified, analyzed, and improved the structure, or function for the further implementations, such as computer-aided manufacturing (CAM). To estimate and quote the production cost, the user-friendly platform has been developed in this research where the appropriate manufacturing parameters and process detections have been identified and planned by CAM simulation.

Keywords: Image processing technique, Feature detections, Surface registrations, Capturing multi-view images, Production costs, and Manufacturing processes.

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487 Enhancing the Effectiveness of Air Defense Systems through Simulation Analysis

Authors: F. Felipe

Abstract:

Air Defense Systems contain high-value assets that are expected to fulfill their mission for several years - in many cases, even decades - while operating in a fast-changing, technology-driven environment. Thus, it is paramount that decision-makers can assess how effective an Air Defense System is in the face of new developing threats, as well as to identify the bottlenecks that could jeopardize the security of the airspace of a country. Given the broad extent of activities and the great variety of assets necessary to achieve the strategic objectives, a systems approach was taken in order to delineate the core requirements and the physical architecture of an Air Defense System. Then, value-focused thinking helped in the definition of the measures of effectiveness. Furthermore, analytical methods were applied to create a formal structure that preliminarily assesses such measures. To validate the proposed methodology, a powerful simulation was also used to determine the measures of effectiveness, now in more complex environments that incorporate both uncertainty and multiple interactions of the entities. The results regarding the validity of this methodology suggest that the approach can support decisions aimed at enhancing the capabilities of Air Defense Systems. In conclusion, this paper sheds some light on how consolidated approaches of Systems Engineering and Operations Research can be used as valid techniques for solving problems regarding a complex and yet vital matter.

Keywords: Air defense, effectiveness, system, simulation, decision-support.

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486 Analysis of Distribution of Thrust, Torque and Efficiency of a Constant Chord, Constant Pitch C.R.P. Fan by H.E.S. Method

Authors: Morteza Abbaszadeh, Parvin Nikpoorparizi, Mina Shahrooz

Abstract:

For the first time since 1940 and presentation of theodorson-s theory, distribution of thrust, torque and efficiency along the blade of a counter rotating propeller axial fan was studied with a novel method in this research. A constant chord, constant pitch symmetric fan was investigated with Reynolds Stress Turbulence method in this project and H.E.S. method was utilized to obtain distribution profiles from C.F.D. tests outcome. C.F.D. test results were validated by estimation from Playlic-s analytical method. Final results proved ability of H.E.S. method to obtain distribution profiles from C.F.D test results and demonstrated interesting facts about effects of solidity and differences between distributions in front and rear section.

Keywords: C.F.D Test, Counter Rotating Propeller, H.E.S. Method, R.S.M. Method

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485 Odor Discrimination Using Neural Decoding of Olfactory Bulbs in Rats

Authors: K.-J. You, H.J. Lee, Y. Lang, C. Im, C.S. Koh, H.-C. Shin

Abstract:

This paper presents a novel method for inferring the odor based on neural activities observed from rats- main olfactory bulbs. Multi-channel extra-cellular single unit recordings were done by micro-wire electrodes (tungsten, 50μm, 32 channels) implanted in the mitral/tufted cell layers of the main olfactory bulb of anesthetized rats to obtain neural responses to various odors. Neural response as a key feature was measured by substraction of neural firing rate before stimulus from after. For odor inference, we have developed a decoding method based on the maximum likelihood (ML) estimation. The results have shown that the average decoding accuracy is about 100.0%, 96.0%, 84.0%, and 100.0% with four rats, respectively. This work has profound implications for a novel brain-machine interface system for odor inference.

Keywords: biomedical signal processing, neural engineering, olfactory, neural decoding, BMI

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484 Using Morphological and Microsatellite (SSR) Markers to Assess the Genetic Diversity in Alfalfa (Medicago sativa L.)

Authors: T. Cholastova, D. Knotova

Abstract:

Utilization of diverse germplasm is needed to enhance the genetic diversity of cultivars. The objective of this study was to evaluate the genetic relationships of 98 alfalfa germplasm accessions using morphological traits and SSR markers. From the 98 tested populations, 81 were locals originating in Europe, 17 were introduced from USA, Australia, New Zealand and Canada. Three primers generated 67 polymorphic bands. The average polymorphic information content (PIC) was very high (> 0.90) over all three used primer combinations. Cluster analysis using Unweighted Pair Group Method with Arithmetic Means (UPGMA) and Jaccard´s coefficient grouped the accessions into 2 major clusters with 4 sub-clusters with no correlation between genetic and morphological diversity. The SSR analysis clearly indicated that even with three polymorphic primers, reliable estimation of genetic diversity could be obtained.

Keywords: genetic diversity, Medicago sativa L., morphological traits, SSR markers

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483 Non-Linear Control Based on State Estimation for the Convoy of Autonomous Vehicles

Authors: M-M. Mohamed Ahmed, Nacer K. M’Sirdi, Aziz Naamane

Abstract:

In this paper, a longitudinal and lateral control approach based on a nonlinear observer is proposed for a convoy of autonomous vehicles to follow a desired trajectory. To authors best knowledge, this topic has not yet been sufficiently addressed in the literature for the control of multi vehicles. The modeling of the convoy of the vehicles is revisited using a robotic method for simulation purposes and control design. With these models, a sliding mode observer is proposed to estimate the states of each vehicle in the convoy from the available sensors, then a sliding mode control based on this observer is used to control the longitudinal and lateral movement. The validation and performance evaluation are done using the well-known driving simulator Scanner-Studio. The results are presented for different maneuvers of 5 vehicles.

Keywords: Autonomous vehicles, convoy, nonlinear control, nonlinear observer, sliding mode.

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482 Fault Location Identification in High Voltage Transmission Lines

Authors: Khaled M. El Naggar

Abstract:

This paper introduces a digital method for fault section identification in transmission lines. The method uses digital set of the measured short circuit current to locate faults in electrical power systems. The digitized current is used to construct a set of overdetermined system of equations. The problem is then constructed and solved using the proposed digital optimization technique to find the fault distance. The proposed optimization methodology is an application of simulated annealing optimization technique. The method is tested using practical case study to evaluate the proposed method. The accurate results obtained show that the algorithm can be used as a powerful tool in the area of power system protection.

Keywords: Optimization, estimation, faults, measurement, high voltage, simulated annealing.

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481 Angle of Arrival Estimation Using Maximum Likelihood Method

Authors: H. K. Hwang, Zekeriya Aliyazicioglu, Solomon Wu, Hung Lu, Nick Wilkins, Daniel Kerr

Abstract:

Multiple-input multiple-output (MIMO) radar has received increasing attention in recent years. MIMO radar has many advantages over conventional phased array radar such as target detection,resolution enhancement, and interference suppression. In this paper, the results are presented from a simulation study of MIMO uniformly-spaced linear array (ULA) antennas. The performance is investigated under varied parameters, including varied array size, pseudo random (PN) sequence length, number of snapshots, and signal to noise ratio (SNR). The results of MIMO are compared to a traditional array antenna.

Keywords: Multiple-input multiple-output (MIMO) radar, phased array antenna, target detection, radar signal processing.

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480 Robust Adaptation to Background Noise in Multichannel C-OTDR Monitoring Systems

Authors: Andrey V. Timofeev, Viktor M. Denisov

Abstract:

A robust sequential nonparametric method is proposed for adaptation to background noise parameters for real-time. The distribution of background noise was modelled like to Huber contamination mixture. The method is designed to operate as an adaptation-unit, which is included inside a detection subsystem of an integrated multichannel monitoring system. The proposed method guarantees the given size of a nonasymptotic confidence set for noise parameters. Properties of the suggested method are rigorously proved. The proposed algorithm has been successfully tested in real conditions of a functioning C-OTDR monitoring system, which was designed to monitor railways.

Keywords: Guaranteed estimation, multichannel monitoring systems, non-asymptotic confidence set, contamination mixture.

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479 Integrated Power Saving for Multiple Relays and UEs in LTE-TDD

Authors: Chun-Chuan Yang, Jeng-Yueng Chen, Yi-Ting Mai, Chen-Ming Yang

Abstract:

In this paper, the design of integrated sleep scheduling for relay nodes and user equipments under a Donor eNB (DeNB) in the mode of Time Division Duplex (TDD) in LTE-A is presented. The idea of virtual time is proposed to deal with the discontinuous pattern of the available radio resource in TDD, and based on the estimation of the traffic load, three power saving schemes in the top-down strategy are presented. Associated mechanisms in each scheme including calculation of the virtual subframe capacity, the algorithm of integrated sleep scheduling, and the mapping mechanisms for the backhaul link and the access link are presented in the paper. Simulation study shows the advantage of the proposed schemes in energy saving over the standard DRX scheme.

Keywords: LTE-A, Relay, TDD, Power Saving.

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478 Fractal - Wavelet Based Techniques for Improving the Artificial Neural Network Models

Authors: Reza Bazargan Lari, Mohammad H. Fattahi

Abstract:

Natural resources management including water resources requires reliable estimations of time variant environmental parameters. Small improvements in the estimation of environmental parameters would result in grate effects on managing decisions. Noise reduction using wavelet techniques is an effective approach for preprocessing of practical data sets. Predictability enhancement of the river flow time series are assessed using fractal approaches before and after applying wavelet based preprocessing. Time series correlation and persistency, the minimum sufficient length for training the predicting model and the maximum valid length of predictions were also investigated through a fractal assessment.

Keywords: Wavelet, de-noising, predictability, time series fractal analysis, valid length, ANN.

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477 Impairments Correction of Six-Port Based Millimeter-Wave Radar

Authors: Dan Ohev Zion, Alon Cohen

Abstract:

In recent years, the presence of short-range millimeter-wave radar in civil application has increased significantly. Autonomous driving, security, 3D imaging and high data rate communication systems are a few examples. The next challenge is the integration inside small form-factor devices, such as smartphones (e.g. gesture recognition). The main challenge is implementation of a truly low-power, low-complexity high-resolution radar. The most popular approach is the Frequency Modulated Continuous Wave (FMCW) radar, with an analog multiplication front-end. In this paper, we present an approach for adaptive estimation and correction of impairments of such front-end, specifically implemented using the Six-Port Device (SPD) as the multiplier element. The proposed algorithm was simulated and implemented on a 60 GHz radar lab prototype.

Keywords: Radar, millimeter-wave, six-port, FMCW Radar, IQ mismatch.

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476 Monotonic and Cyclic J-integral Estimation for Through-Wall Cracked Straight Pipes

Authors: Rohit, S. Vishnuvardhan, P. Gandhi, Nagesh R. Iyer

Abstract:

The evaluation of energy release rate and centre Crack Opening Displacement (COD) for circumferential Through-Wall Cracked (TWC) pipes is an important issue in the assessment of critical crack length for unstable fracture. The ability to predict crack growth continues to be an important component of research for several structural materials. Crack growth predictions can aid the understanding of the useful life of a structural component and the determination of inspection intervals and criteria. In this context, studies were carried out at CSIR-SERC on Nuclear Power Plant (NPP) piping components subjected to monotonic as well as cyclic loading to assess the damage for crack growth due to low-cycle fatigue in circumferentially TWC pipes.

Keywords: 304LN stainless steel, cyclic J-integral, Elastic- Plastic Fracture Mechanics, J-integral, Through-wall crack

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475 Artificial Intelligence Applications in Aggregate Quarries: A Reality

Authors: J. E. Ortiz, P. Plaza, J. Herrero, I. Cabria, J. L. Blanco, J. Gavilanes, J. I. Escavy, I. López-Cilla, V. Yagüe, C. Pérez, S. Rodríguez, J. Rico, C. Serrano, J. Bernat

Abstract:

The development of Artificial Intelligence services in mining processes, specifically in aggregate quarries, is facilitating automation and improving numerous aspects of operations. Ultimately, AI is transforming the mining industry by improving efficiency, safety and sustainability. With the ability to analyze large amounts of data and make autonomous decisions, AI offers great opportunities to optimize mining operations and maximize the economic and social benefits of this vital industry. Within the framework of the European DIGIECOQUARRY project, various services were developed for the identification of material quality, production estimation, detection of anomalies and prediction of consumption and production automatically with good results.

Keywords: Aggregates, artificial intelligence, automatization, mining operations.

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474 Choosing Search Algorithms in Bayesian Optimization Algorithm

Authors: Hao Wu, Jonathan L. Shapiro

Abstract:

The Bayesian Optimization Algorithm (BOA) is an algorithm based on the estimation of distributions. It uses techniques from modeling data by Bayesian networks to estimating the joint distribution of promising solutions. To obtain the structure of Bayesian network, different search algorithms can be used. The key point that BOA addresses is whether the constructed Bayesian network could generate new and useful solutions (strings), which could lead the algorithm in the right direction to solve the problem. Undoubtedly, this ability is a crucial factor of the efficiency of BOA. Varied search algorithms can be used in BOA, but their performances are different. For choosing better ones, certain suitable method to present their ability difference is needed. In this paper, a greedy search algorithm and a stochastic search algorithm are used in BOA to solve certain optimization problem. A method using Kullback-Leibler (KL) Divergence to reflect their difference is described.

Keywords: Bayesian optimization algorithm, greedy search, KL divergence, stochastic search.

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473 Normalizing Logarithms of Realized Volatility in an ARFIMA Model

Authors: G. L. C. Yap

Abstract:

Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.

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472 Coupled Spacecraft Orbital and Attitude Modeling and Simulation in Multi-Complex Modes

Authors: Amr Abdel Azim Ali, G. A. Elsheikh, Moutaz Hegazy

Abstract:

This paper presents verification of a modeling and simulation for a Spacecraft (SC) attitude and orbit control system. Detailed formulation of coupled SC orbital and attitude equations of motion is performed in order to achieve accepted accuracy to meet the requirements of multitargets tracking and orbit correction complex modes. Correction of the target parameter based on the estimated state vector during shooting time to enhance pointing accuracy is considered. Time-optimal nonlinear feedback control technique was used in order to take full advantage of the maximum torques that the controller can deliver. This simulation provides options for visualizing SC trajectory and attitude in a 3D environment by including an interface with V-Realm Builder and VR Sink in Simulink/MATLAB. Verification data confirms the simulation results, ensuring that the model and the proposed control law can be used successfully for large and fast tracking and is robust enough to keep the pointing accuracy within the desired limits with considerable uncertainty in inertia and control torque.

Keywords: Attitude and orbit control, time-optimal nonlinear feedback control, modeling and simulation, pointing accuracy, maximum torques.

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471 Gender Based Variability Time Series Complexity Analysis

Authors: Ramesh K. Sunkaria, Puneeta Marwaha

Abstract:

Non linear methods of heart rate variability (HRV) analysis are becoming more popular. It has been observed that complexity measures quantify the regularity and uncertainty of cardiovascular RR-interval time series. In the present work, SampEn has been evaluated in healthy normal sinus rhythm (NSR) male and female subjects for different data lengths and tolerance level r. It is demonstrated that SampEn is small for higher values of tolerance r. Also SampEn value of healthy female group is higher than that of healthy male group for short data length and with increase in data length both groups overlap each other and it is difficult to distinguish them. The SampEn gives inaccurate results by assigning higher value to female group, because male subject have more complex HRV pattern than that of female subjects. Therefore, this traditional algorithm exhibits higher complexity for healthy female subjects than for healthy male subjects, which is misleading observation. This may be due to the fact that SampEn do not account for multiple time scales inherent in the physiologic time series and the hidden spatial and temporal fluctuations remains unexplored.

Keywords: Heart rate variability, normal sinus rhythm group, RR interval time series, sample entropy.

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470 Fighter Aircraft Evaluation and Selection Process Based on Triangular Fuzzy Numbers in Multiple Criteria Decision Making Analysis Using the Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS)

Authors: C. Ardil

Abstract:

This article presents a multiple criteria evaluation approach to uncertainty, vagueness, and imprecision analysis for ranking alternatives with fuzzy data for decision making using the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS). The fighter aircraft evaluation and selection decision making problem is modeled in a fuzzy environment with triangular fuzzy numbers. The fuzzy decision information related to the fighter aircraft selection problem is taken into account in ordering the alternatives and selecting the best candidate. The basic fuzzy TOPSIS procedure steps transform fuzzy decision matrices into matrices of alternatives evaluated according to all decision criteria. A practical numerical example illustrates the proposed approach to the fighter aircraft selection problem.

Keywords: triangular fuzzy number (TFN), multiple criteria decision making analysis, decision making, aircraft selection, MCDMA, fuzzy TOPSIS

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