Search results for: BP neural network model.

Authors: J. Fernandez de Canete, S. Gonzalez-Perez, P. del Saz-Orozco

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LABVIEW is a graphical programming language that has its roots in automation control and data acquisition. In this paper we have utilized this platform to provide a powerful toolset for process identification and control of nonlinear systems based on artificial neural networks (ANN). This tool has been applied to the monitoring and control of a lab-scale distillation column DELTALAB DC-SP. The proposed control scheme offers high speed of response for changes in set points and null stationary error for dual composition control and shows robustness in presence of externally imposed disturbance.

Keywords: Distillation, neural networks, LABVIEW, monitoring, identification, control.

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Authors: V. Venkatachalam, S. Selvan

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The security of computer networks plays a strategic role in modern computer systems. Intrusion Detection Systems (IDS) act as the 'second line of defense' placed inside a protected network, looking for known or potential threats in network traffic and/or audit data recorded by hosts. We developed an Intrusion Detection System using LAMSTAR neural network to learn patterns of normal and intrusive activities, to classify observed system activities and compared the performance of LAMSTAR IDS with other classification techniques using 5 classes of KDDCup99 data. LAMSAR IDS gives better performance at the cost of high Computational complexity, Training time and Testing time, when compared to other classification techniques (Binary Tree classifier, RBF classifier, Gaussian Mixture classifier). we further reduced the Computational Complexity of LAMSTAR IDS by reducing the dimension of the data using principal component analysis which in turn reduces the training and testing time with almost the same performance.

Keywords: Binary Tree Classifier, Gaussian Mixture, IntrusionDetection System, LAMSTAR, Radial Basis Function.

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Authors: Thanut Kallaka, Ching-Jong Wang

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High level and high velocity flood flows are potentially harmful to bridge piers as evidenced in many toppled piers, and among them the single-column piers were considered as the most vulnerable. The flood flow characteristic parameters including drag coefficient, scouring and vortex shedding are built into a pier-flood interaction model to investigate structural safety against flood hazards considering the effects of local scouring, hydrodynamic forces, and vortex induced resonance vibrations. By extracting the pier-flood simulation results embedded in a neural networks code, two cases of pier toppling occurred in typhoon days were reexamined: (1) a bridge overcome by flash flood near a mountain side; (2) a bridge washed off in flood across a wide channel near the estuary. The modeling procedures and simulations are capable of identifying the probable causes for the tumbled bridge piers during heavy floods, which include the excessive pier bending moments and resonance in structural vibrations.

Keywords: Bridge piers, Neural networks, Scour depth, Structural safety, Vortex shedding

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Authors: Qingqing Wang, Shouming Zhong

Abstract:

In this paper, delay-dependent stability analysis for neutral type neural networks with uncertain paramters and time-varying delay is studied. By constructing new Lyapunov-Krasovskii functional and dividing the delay interval into multiple segments, a novel sufficient condition is established to guarantee the globally asymptotically stability of the considered system. Finally, a numerical example is provided to illustrate the usefulness of the proposed main results.

Keywords: Neutral type neural networks, Time-varying delay, Stability, Linear matrix inequality(LMI).

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Authors: Yuan-Jye Tseng, Yen-Jung Wang

Abstract:

A product development for green logistics model using the fuzzy analytic network process method is presented for evaluating the relationships among the product design, the manufacturing activities, and the green supply chain. In the product development stage, there can be alternative ways to design the detailed components to satisfy the design concept and product requirement. In different design alternative cases, the manufacturing activities can be different. In addition, the manufacturing activities can affect the green supply chain of the components and product. In this research, a fuzzy analytic network process evaluation model is presented for evaluating the criteria in product design, manufacturing activities, and green supply chain. The comparison matrices for evaluating the criteria among the three groups are established. The total relational values between the three groups represent the relationships and effects. In application, the total relational values can be used to evaluate the design alternative cases for decision-making to select a suitable design case and the green supply chain. In this presentation, an example product is illustrated. It shows that the model is useful for integrated evaluation of design and manufacturing and green supply chain for the purpose of product development for green logistics.

Keywords: Supply chain management, green supply chain, product development for logistics, fuzzy analytic network process.

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Authors: Xinhua Zhang, Kelin Li

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In this paper, a class of impulsive BAM fuzzy cellular neural networks with distributed delays and reaction-diffusion terms is formulated and investigated. By employing the delay differential inequality and inequality technique developed by Xu et al., some sufficient conditions ensuring the existence, uniqueness and global exponential stability of equilibrium point for impulsive BAM fuzzy cellular neural networks with distributed delays and reaction-diffusion terms are obtained. In particular, the estimate of the exponential convergence rate is also provided, which depends on system parameters, diffusion effect and impulsive disturbed intention. It is believed that these results are significant and useful for the design and applications of BAM fuzzy cellular neural networks. An example is given to show the effectiveness of the results obtained here.

Keywords: Bi-directional associative memory, fuzzy cellular neuralnetworks, reaction-diffusion, delays, impulses, global exponentialstability.

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Authors: Hamed Rafiei, Masoud Rabbani

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This paper deals with the project selection problem. Project selection problem is one of the problems arose firstly in the field of operations research following some production concepts from primary product mix problem. Afterward, introduction of managerial considerations into the project selection problem have emerged qualitative factors and criteria to be regarded as well as quantitative ones. To overcome both kinds of criteria, an analytic network process is developed in this paper enhanced with fuzzy sets theory to tackle the vagueness of experts- comments to evaluate the alternatives. Additionally, a modified version of Least-Square method through a non-linear programming model is augmented to the developed group decision making structure in order to elicit the final weights from comparison matrices. Finally, a case study is considered by which developed structure in this paper is validated. Moreover, a sensitivity analysis is performed to validate the response of the model with respect to the condition alteration.

Keywords: Analytic network process, Fuzzy sets theory, Nonlinear programming, Project selection.

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Authors: Parvinder S. Sandhu, Hardeep Singh

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The requirement to improve software productivity has promoted the research on software metric technology. There are metrics for identifying the quality of reusable components but the function that makes use of these metrics to find reusability of software components is still not clear. These metrics if identified in the design phase or even in the coding phase can help us to reduce the rework by improving quality of reuse of the component and hence improve the productivity due to probabilistic increase in the reuse level. CK metric suit is most widely used metrics for the objectoriented (OO) software; we critically analyzed the CK metrics, tried to remove the inconsistencies and devised the framework of metrics to obtain the structural analysis of OO-based software components. Neural network can learn new relationships with new input data and can be used to refine fuzzy rules to create fuzzy adaptive system. Hence, Neuro-fuzzy inference engine can be used to evaluate the reusability of OO-based component using its structural attributes as inputs. In this paper, an algorithm has been proposed in which the inputs can be given to Neuro-fuzzy system in form of tuned WMC, DIT, NOC, CBO , LCOM values of the OO software component and output can be obtained in terms of reusability. The developed reusability model has produced high precision results as expected by the human experts.

Keywords: CK-Metric, ID3, Neuro-fuzzy, Reusability.

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Authors: János Levendovszky, András Oláh

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In this paper, novel statistical sampling based equalization techniques and CNN based detection are proposed to increase the spectral efficiency of multiuser communication systems over fading channels. Multiuser communication combined with selective fading can result in interferences which severely deteriorate the quality of service in wireless data transmission (e.g. CDMA in mobile communication). The paper introduces new equalization methods to combat interferences by minimizing the Bit Error Rate (BER) as a function of the equalizer coefficients. This provides higher performance than the traditional Minimum Mean Square Error equalization. Since the calculation of BER as a function of the equalizer coefficients is of exponential complexity, statistical sampling methods are proposed to approximate the gradient which yields fast equalization and superior performance to the traditional algorithms. Efficient estimation of the gradient is achieved by using stratified sampling and the Li-Silvester bounds. A simple mechanism is derived to identify the dominant samples in real-time, for the sake of efficient estimation. The equalizer weights are adapted recursively by minimizing the estimated BER. The near-optimal performance of the new algorithms is also demonstrated by extensive simulations. The paper has also developed a (Cellular Neural Network) CNN based approach to detection. In this case fast quadratic optimization has been carried out by t, whereas the task of equalizer is to ensure the required template structure (sparseness) for the CNN. The performance of the method has also been analyzed by simulations.

Keywords: Cellular Neural Network, channel equalization, communication over fading channels, multiuser communication, spectral efficiency, statistical sampling.

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Authors: Dimitra Alexiou

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In an urban area the location allocation of emergency services mobile units, such as ambulances, police patrol cars must be designed so as to achieve a prompt response to demand locations. In this paper the partition of a given urban network into distinct sub-networks is performed such that the vertices in each component are close and simultaneously the sums of the corresponding population in the sub-networks are almost uniform. The objective here is to position appropriately in each sub-network a mobile emergency unit in order to reduce the response time to the demands. A mathematical model in framework of graph theory is developed. In order to clarify the corresponding method a relevant numerical example is presented on a small network.

Keywords: Distances, Emergency Service, Graph Partition, location.

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Authors: Amir Rashid, M. Saleem Khan, Freeha Zafar

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This work presents a new approach of securing a wireless network. The configuration is focused on securing & Protecting wireless network traffic for a small network such as a home or dorm room. The security Mechanism provided both authentication, allowing only known authorized users access to the wireless network, and encryption, preventing anyone from reading the wireless traffic. The mentioned solution utilizes the open source free S/WAN software which implements the Internet Protocol Security –IPSEC. In addition to wireless components, wireless NIC in PC and wireless access point needs a machine running Linux to act as security gateway. While the current configuration assumes that the wireless PC clients are running Linux, Windows XP/VISTA/7 based machines equipped with VPN software which will allow to interface with this configuration.

Keywords: Wireless network security, security network, authentication, encryption and internet protocol security.

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Authors: Eric Filiol, Edouard Franc, Alessandro Gubbioli, Benoit Moquet, Guillaume Roblot

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Worm propagation profiles have significantly changed since 2003-2004: sudden world outbreaks like Blaster or Slammer have progressively disappeared and slower but stealthier worms appeared since, most of them for botnets dissemination. Decreased worm virulence results in more difficult detection. In this paper, we describe a stealth worm propagation model which has been extensively simulated and analysed on a huge virtual network. The main features of this model is its ability to infect any Internet-like network in a few seconds, whatever may be its size while greatly limiting the reinfection attempt overhead of already infected hosts. The main simulation results shows that the combinatorial topology of routing may have a huge impact on the worm propagation and thus some servers play a more essential and significant role than others. The real-time capability to identify them may be essential to greatly hinder worm propagation.

Keywords: Combinatorial worm, worm spreading, worm virulence, stealth worm, spreading simulation, vertex cover, networktopology, WAST simulator, SuWAST simulator.

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Authors: Talal Alsulaiman, Khaldoun Khashanah

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In this paper, we provided a literature survey on the artificial stock problem (ASM). The paper began by exploring the complexity of the stock market and the needs for ASM. ASM aims to investigate the link between individual behaviors (micro level) and financial market dynamics (macro level). The variety of patterns at the macro level is a function of the AFM complexity. The financial market system is a complex system where the relationship between the micro and macro level cannot be captured analytically. Computational approaches, such as simulation, are expected to comprehend this connection. Agent-based simulation is a simulation technique commonly used to build AFMs. The paper proceeds by discussing the components of the ASM. We consider the roles of behavioral finance (BF) alongside the traditionally risk-averse assumption in the construction of agent’s attributes. Also, the influence of social networks in the developing of agents interactions is addressed. Network topologies such as a small world, distance-based, and scale-free networks may be utilized to outline economic collaborations. In addition, the primary methods for developing agents learning and adaptive abilities have been summarized. These incorporated approach such as Genetic Algorithm, Genetic Programming, Artificial neural network and Reinforcement Learning. In addition, the most common statistical properties (the stylized facts) of stock that are used for calibration and validation of ASM are discussed. Besides, we have reviewed the major related previous studies and categorize the utilized approaches as a part of these studies. Finally, research directions and potential research questions are argued. The research directions of ASM may focus on the macro level by analyzing the market dynamic or on the micro level by investigating the wealth distributions of the agents.

Keywords: Artificial stock markets, agent based simulation, bounded rationality, behavioral finance, artificial neural network, interaction, scale-free networks.

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Authors: H. Shayeghi, M. Mahdavi, A. Kazemi

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Transmission network expansion planning (TNEP) is a basic part of power system planning that determines where, when and how many new transmission lines should be added to the network. Up till now, various methods have been presented to solve the static transmission network expansion planning (STNEP) problem. But in all of these methods, transmission expansion planning considering network adequacy restriction has not been investigated. Thus, in this paper, STNEP problem is being studied considering network adequacy restriction using discrete particle swarm optimization (DPSO) algorithm. The goal of this paper is obtaining a configuration for network expansion with lowest expansion cost and a specific adequacy. The proposed idea has been tested on the Garvers network and compared with the decimal codification genetic algorithm (DCGA). The results show that the network will possess maximum efficiency economically. Also, it is shown that precision and convergence speed of the proposed DPSO based method for the solution of the STNEP problem is more than DCGA approach.

Keywords: DPSO algorithm, Adequacy restriction, STNEP.

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Authors: Qimin Yang

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In this paper, 3X3 routing nodes are proposed to provide speedup and parallel processing capability in Data Vortex network architectures. The new design not only significantly improves network throughput and latency, but also eliminates the need for distributive traffic control mechanism originally embedded among nodes and the need for nodal buffering. The cost effectiveness is studied by a comparison study with the previously proposed 2- input buffered networks, and considerable performance enhancement can be achieved with similar or lower cost of hardware. Unlike previous implementation, the network leaves small probability of contention, therefore, the packet drop rate must be kept low for such implementation to be feasible and attractive, and it can be achieved with proper choice of operation conditions.

Keywords: Data Vortex, Packet Switch, Interconnection network, deflection, Network-on-chip

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Authors: A. M. John-Otumu, M. M. Rahman, O. C. Nwokonkwo, M. C. Onuoha

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Online social media networks have long served as a primary arena for group conversations, gossip, text-based information sharing and distribution. The use of natural language processing techniques for text classification and unbiased decision making has not been far-fetched. Proper classification of these textual information in a given context has also been very difficult. As a result, a systematic review was conducted from previous literature on sentiment classification and AI-based techniques. The study was done in order to gain a better understanding of the process of designing and developing a robust and more accurate sentiment classifier that could correctly classify social media textual information of a given context between hate speech and inverted compliments with a high level of accuracy using the knowledge gain from the evaluation of different artificial intelligence techniques reviewed. The study evaluated over 250 articles from digital sources like ACM digital library, Google Scholar, and IEEE Xplore; and whittled down the number of research to 52 articles. Findings revealed that deep learning approaches such as Convolutional Neural Network (CNN), Recurrent Neural Network (RNN), Bidirectional Encoder Representations from Transformer (BERT), and Long Short-Term Memory (LSTM) outperformed various machine learning techniques in terms of performance accuracy. A large dataset is also required to develop a robust sentiment classifier. Results also revealed that data can be obtained from places like Twitter, movie reviews, Kaggle, Stanford Sentiment Treebank (SST), and SemEval Task4 based on the required domain. The hybrid deep learning techniques like CNN+LSTM, CNN+ Gated Recurrent Unit (GRU), CNN+BERT outperformed single deep learning techniques and machine learning techniques. Python programming language outperformed Java programming language in terms of development simplicity and AI-based library functionalities. Finally, the study recommended the findings obtained for building robust sentiment classifier in the future.

Keywords: Artificial Intelligence, Natural Language Processing, Sentiment Analysis, Social Network, Text.

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Authors: Vassilis S. Kodogiannis, John N. Lygouras

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In this research study, an intelligent detection system to support medical diagnosis and detection of abnormal lesions by processing endoscopic images is presented. The images used in this study have been obtained using the M2A Swallowable Imaging Capsule - a patented, video color-imaging disposable capsule. Schemes have been developed to extract texture features from the fuzzy texture spectra in the chromatic and achromatic domains for a selected region of interest from each color component histogram of endoscopic images. The implementation of an advanced fuzzy inference neural network which combines fuzzy systems and artificial neural networks and the concept of fusion of multiple classifiers dedicated to specific feature parameters have been also adopted in this paper. The achieved high detection accuracy of the proposed system has provided thus an indication that such intelligent schemes could be used as a supplementary diagnostic tool in endoscopy.

Keywords: Medical imaging, Computer aided diagnosis, Endoscopy, Neuro-fuzzy networks, Fuzzy integral.

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Authors: Philip Symonds, Jon Taylor, Zaid Chalabi, Michael Davies

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Average temperatures worldwide are expected to continue to rise. At the same time, major cities in developing countries are becoming increasingly populated and polluted. Governments are tasked with the problem of overheating and air quality in residential buildings. This paper presents the development of a model, which is able to estimate the occupant exposure to extreme temperatures and high air pollution within domestic buildings. Building physics simulations were performed using the EnergyPlus building physics software. An accurate metamodel is then formed by randomly sampling building input parameters and training on the outputs of EnergyPlus simulations. Metamodels are used to vastly reduce the amount of computation time required when performing optimisation and sensitivity analyses. Neural Networks (NNs) have been compared to a Radial Basis Function (RBF) algorithm when forming a metamodel. These techniques were implemented using the PyBrain and scikit-learn python libraries, respectively. NNs are shown to perform around 15% better than RBFs when estimating overheating and air pollution metrics modelled by EnergyPlus.

Keywords: Neural Networks, Radial Basis Functions, Metamodelling, Python machine learning libraries.

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Authors: Young-Seok Choi

Abstract:

It has been known that a characteristic Burst-Suppression (BS) pattern appears in EEG during the early recovery period following Cardiac Arrest (CA). Here, to explore the relationship between cortical and subcortical neural activities underlying BS, extracellular activity in the parietal cortex and the centromedian nucleus of the thalamus and extradural EEG were recorded in a rodent CA model. During the BS, the cortical firing rate is extraordinarily high, and that bursts in EEG correlate to dense spikes in cortical neurons. Newly observed phenomena are that 1) thalamic activity reemerges earlier than cortical activity following CA, and 2) the correlation coefficient of cortical and thalamic activities rises during BS period. These results would help elucidate the underlying mechanism of brain recovery after CA injury.

Keywords: Cortex, thalamus, cardiac arrest, burst-suppression.

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Authors: Fatemeh Amiri, Caro Lucas, Nasser Yazdani

Abstract:

As the network based technologies become omnipresent, demands to secure networks/systems against threat increase. One of the effective ways to achieve higher security is through the use of intrusion detection systems (IDS), which are a software tool to detect anomalous in the computer or network. In this paper, an IDS has been developed using an improved machine learning based algorithm, Locally Linear Neuro Fuzzy Model (LLNF) for classification whereas this model is originally used for system identification. A key technical challenge in IDS and LLNF learning is the curse of high dimensionality. Therefore a feature selection phase is proposed which is applicable to any IDS. While investigating the use of three feature selection algorithms, in this model, it is shown that adding feature selection phase reduces computational complexity of our model. Feature selection algorithms require the use of a feature goodness measure. The use of both a linear and a non-linear measure - linear correlation coefficient and mutual information- is investigated respectively

Keywords: anomaly Detection, feature selection, Locally Linear Neuro Fuzzy (LLNF), Mutual Information (MI), liner correlation coefficient.

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Authors: Miaomiao Yang, Shouming Zhong

Abstract:

This paper studies the problem of stability criteria for neural networks with two additive time-varying delays.A new Lyapunov-Krasovskii function is constructed and some new delay dependent stability criterias are derived in the terms of linear matrix inequalities(LMI), zero equalities and reciprocally convex approach.The several stability criterion proposed in this paper is simpler and effective. Finally,numerical examples are provided to demonstrate the feasibility and effectiveness of our results.

Keywords: Stability, Neural networks, Linear Matrix Inequalities (LMI) , Lyapunov function, Time-varying delays

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Authors: Rade M. Ciric, Nikola Lj.Rajakovic

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Since the 80s huge efforts have been made to utilize renewable energy sources to generate electric power. This paper reports some aspects of integration of the distributed generators into the low voltage distribution networks. An assessment of impact of the distributed generators on the reliability indices of low voltage network is performed. Results obtained from case study using low voltage network, are presented and discussed.

Keywords: low voltage network, distributed generation, reliability indices

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Authors: Maros Barabas, Michal Drozd, Petr Hanacek

Abstract:

A novel behavioral detection framework is proposed to detect zero day buffer overflow vulnerabilities (based on network behavioral signatures) using zero-day exploits, instead of the signature-based or anomaly-based detection solutions currently available for IDPS techniques. At first we present the detection model that uses shadow honeypot. Our system is used for the online processing of network attacks and generating a behavior detection profile. The detection profile represents the dataset of 112 types of metrics describing the exact behavior of malware in the network. In this paper we present the examples of generating behavioral signatures for two attacks – a buffer overflow exploit on FTP server and well known Conficker worm. We demonstrated the visualization of important aspects by showing the differences between valid behavior and the attacks. Based on these metrics we can detect attacks with a very high probability of success, the process of detection is however very expensive.

Keywords: behavioral signatures, metrics, network, security design

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Authors: Syed Muhammad Aqil Burney, Tahseen Ahmed Jilani, C. Ardil

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Minimization methods for training feed-forward networks with Backpropagation are compared. Feedforward network training is a special case of functional minimization, where no explicit model of the data is assumed. Therefore due to the high dimensionality of the data, linearization of the training problem through use of orthogonal basis functions is not desirable. The focus is functional minimization on any basis. A number of methods based on local gradient and Hessian matrices are discussed. Modifications of many methods of first and second order training methods are considered. Using share rates data, experimentally it is proved that Conjugate gradient and Quasi Newton?s methods outperformed the Gradient Descent methods. In case of the Levenberg-Marquardt algorithm is of special interest in financial forecasting.

Keywords: Backpropagation algorithm, conjugacy condition, line search, matrix perturbation

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Authors: M. Kollar, A. Zieba

Abstract:

In this paper, we present a method for a time synchronization between the two eNodeBs (eNBs) in E-UTRAN (Evolved Universal Terrestrial Radio Access) network. The two eNBs are cooperating in so-called inter eNB CA (Carrier Aggregation) case and connected via asymmetrical IP network. We solve the problem by using broadcasting signals generated in E-UTRAN as synchronization signals. The results show that the time synchronization with the proposed method is possible with the error significantly less than 1 ms which is sufficient considering the time transmission interval is 1 ms in E-UTRAN. This makes this method (with low complexity) more suitable than Network Time Protocol (NTP) in the mobile applications with generated broadcasting signals where time synchronization in asymmetrical network is required.

Keywords: E-UTRAN, IP scheduled throughput, initial burst delay, synchronization, NTP, delay, asymmetric network.

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Authors: Qingqing Wang, Shouming Zhong

Abstract:

Utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to analyze the global asymptotic stability for delayed neural networks (DNNs),a new sufficient criterion ensuring the global stability of DNNs is obtained.The criteria are formulated in terms of a set of linear matrix inequalities,which can be checked efficiently by use of some standard numercial packages.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.

Keywords: Neural networks, Globally asymptotic stability , LMI approach , IIA approach , Time-varying delay.

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Authors: Yongkun Li, Tianwei Zhang, Shufa Bai

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By using the method of coincidence degree theory and constructing suitable Lyapunov functional, several sufficient conditions are established for the existence and global exponential stability of anti-periodic solutions for Cohen-Grossberg shunting inhibitory neural networks with delays. An example is given to illustrate our feasible results.

Keywords: Anti-periodic solution, coincidence degree, global exponential stability, Cohen-Grossberg shunting inhibitory cellular neural networks.

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Authors: Xiaolei Hu, Enrico Ferrera, Riccardo Tomasi, Claudio Pastrone

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Load Forecasting plays a key role in making today's and future's Smart Energy Grids sustainable and reliable. Accurate power consumption prediction allows utilities to organize in advance their resources or to execute Demand Response strategies more effectively, which enables several features such as higher sustainability, better quality of service, and affordable electricity tariffs. It is easy yet effective to apply Load Forecasting at larger geographic scale, i.e. Smart Micro Grids, wherein the lower available grid flexibility makes accurate prediction more critical in Demand Response applications. This paper analyses the application of short-term load forecasting in a concrete scenario, proposed within the EU-funded GreenCom project, which collect load data from single loads and households belonging to a Smart Micro Grid. Three short-term load forecasting techniques, i.e. linear regression, artificial neural networks, and radial basis function network, are considered, compared, and evaluated through absolute forecast errors and training time. The influence of weather conditions in Load Forecasting is also evaluated. A new definition of Gain is introduced in this paper, which innovatively serves as an indicator of short-term prediction capabilities of time spam consistency. Two models, 24- and 1-hour-ahead forecasting, are built to comprehensively compare these three techniques.

Keywords: Short-term load forecasting, smart micro grid, linear regression, artificial neural networks, radial basis function network, Gain.

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Authors: Tarek Aboueldahab

Abstract:

In this paper, we propose a new hybrid learning model for stock market indices prediction by adding a passive congregation term to the standard hybrid model comprising Particle Swarm Optimization (PSO) with Genetic Algorithm (GA) operators in training Neural Networks (NN). This new passive congregation term is based on the cooperation between different particles in determining new positions rather than depending on the particles selfish thinking without considering other particles positions, thus it enables PSO to perform both the local and global search instead of only doing the local search. Experiment study carried out on the most famous European stock market indices in both long term and short term prediction shows significantly the influence of the passive congregation term in improving the prediction accuracy compared to standard hybrid model.

Keywords: Global Search, Hybrid Model, Passive Congregation, Stock Market Prediction.

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Authors: Y. Shpungin

Abstract:

Estimating the reliability of a computer network has been a subject of great interest. It is a well known fact that this problem is NP-hard. In this paper we present a very efficient combinatorial approach for Monte Carlo reliability estimation of a network with unreliable nodes and unreliable edges. Its core is the computation of some network combinatorial invariants. These invariants, once computed, directly provide pure and simple framework for computation of network reliability. As a specific case of this approach we obtain tight lower and upper bounds for distributed network reliability (the so called residual connectedness reliability). We also present some simulation results.

Keywords: Combinatorial invariants, Monte Carlo simulation, reliability, unreliable nodes and unreliable edges.

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