Search results for: Discrete event simulation

Authors: Jalal Karam, Raed Saad

Abstract:

This paper studies the effect of different compression constraints and schemes presented in a new and flexible paradigm to achieve high compression ratios and acceptable signal to noise ratios of Arabic speech signals. Compression parameters are computed for variable frame sizes of a level 5 to 7 Discrete Wavelet Transform (DWT) representation of the signals for different analyzing mother wavelet functions. Results are obtained and compared for Global threshold and level dependent threshold techniques. The results obtained also include comparisons with Signal to Noise Ratios, Peak Signal to Noise Ratios and Normalized Root Mean Square Error.

Keywords: Speech Compression, Wavelets.

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Authors: Nitish Sharma, G. G. Karady

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This paper presents a scheme for the protection of loop system from all type of faults using the direction of fault current. The presence of distributed generation in today’s system increases the complexity of fault detection as the power flow is bidirectional. Hence, protection scheme specific to this purpose needs to be developed. This paper shows a fast protection scheme using communication which can be fiber optic or wireless. In this paper, the possibility of wireless communication for protection is studied to exchange the information between the relays. The negative sequence and positive sequence directional elements are used to determine the direction of fault current. A PSCAD simulation is presented and validated using commercial SEL relays.

Keywords: Smart grid protection, pilot protection, power system simulation, wireless communication.

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Authors: Sérgio S. de Jesus, Edgar Leonardo Martínez, Aulus R.R. Binelli, Aline Santana, Rubens Maciel Filho

Abstract:

The speed profiles, gas holdup (e_G) and global oxygen transfer coefficient (k_La) from a stirred airlift bioreactor using water as the fluid model, was investigated by computational fluid dynamics modeling. The parameters predicted by the computer model were validated with the experimental dates. The CFD results were very close to those obtained experimentally. During the simulation it was verified a prevalent impeller effect at low speeds, propelling a large volume of fluid against the walls of the vessel, which without recirculation, results in low values of e_G and k_La; however, by increasing air velocity, the impeller effect is smaller with the air flow being greater, in the region of the riser, causing fluid recirculation, which explains the increase in e_G and k_La.

Keywords: CFD, Hydrodynamics, Mass transfer, Stirred airlift bioreactor.

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Authors: Li Zhu, Binghua Wang, Yong Sun

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China is experiencing the rural development process, with the agritourism complex becoming one of the significant modes. Therefore, it is imperative to understand the energy performance of agritourism complex. This study focuses on a typical case of the agritourism complex and simulates the energy consumption performance on condition of the regular energy system. It was found that HVAC took 90% of the whole energy demand range. In order to optimize the energy supply structure, the hierarchical analysis was carried out on the level of architecture with three main factors such as construction situation, building types and energy demand types. Finally, the energy planning suggestion of the agritourism complex was put forward and the relevant results were obtained.

Keywords: Agritourism complex, energy planning, energy demand simulation, hierarchical structure model.

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Authors: Akram Golestani, Mohammad Kazemeini, Farhad Khorasheh, Moslem Fattahi

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Modeling and simulation of fixed bed three-phase catalytic reactors are considered for wet air catalytic oxidation of phenol to perform a comparative numerical analysis between tricklebed and packed-bubble column reactors. The modeling involves material balances both for the catalyst particle as well as for different fluid phases. Catalyst deactivation is also considered in a transient reactor model to investigate the effects of various parameters including reactor temperature on catalyst deactivation. The simulation results indicated that packed-bubble columns were slightly superior in performance than trickle beds. It was also found that reaction temperature was the most effective parameter in catalyst deactivation.

Keywords: Catalyst deactivation, Catalytic wet air oxidation, Trickle-bed, Wastewater.

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Authors: Liu-Chao Qiu

Abstract:

The damage caused by surge waves generated in water bodies by flow-like landslides can be very high in terms of human lives and economic losses. The complicated phenomena occurred in this highly unsteady process are difficult to model because three interacting phases: air, water and sediment are involved. The problem therefore is challenging since the effects of non-Newtonian fluid describing the rheology of the flow-like landslides, multi-phase flow and free surface have to be included in the simulation. In this work, the commercial computational fluid dynamics (CFD) package FLUENT is used to model the surge waves due to flow-like landslides. The comparison between the numerical results and experimental data reported in the literature confirms the accuracy of the method.

Keywords: Flow-like landslide, surge wave, VOF, non-Newtonian fluids, multi-phase flows, free surface flow.

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Authors: Hou Youfu, Wang Daoming, Meng Qingrui

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To reveal the temperature field distribution of disc brake in downward belt conveyor, mathematical models of heat transfer for disc brake were established combined with heat transfer theory. Then, the simulation process was stated in detail and the temperature field of disc brake under conditions of dynamic speed and dynamic braking torque was numerically simulated by using ANSYS software. Finally the distribution and variation laws of temperature field in the braking process were analyzed. Results indicate that the maximum surface temperature occurs at a time before the brake end and there exist large temperature gradients in both radial and axial directions, while it is relatively small in the circumferential direction.

Keywords: Downward belt conveyor, Disc brake, Temperature field, Numerical simulation.

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Authors: M. Tarafdar Haque, A. Taheri

Abstract:

Application of neural networks in execution of programmed pulse width modulation (PPWM) of a voltage source inverter (VSI) is studied in this paper. Using the proposed method it is possible to cancel out the desired harmonics in output of VSI in addition to control the magnitude of fundamental harmonic, contineously. By checking the non-trained values and a performance index, the most appropriate neural network is proposed. It is shown that neural networks may solve the custom difficulties of practical utilization of PPWM such as large size of memory, complex digital circuits and controlling the magnitude of output voltage in a discrete manner.

Keywords: Neural Network, Inverter, PPWM.

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Authors: Masataka Ohta

Abstract:

The Internet telephony employs a new type of Internet communication on which a mutual communication is realized by establishing sessions. Session Initiation Protocol (SIP) is used to establish sessions between end-users. For unreliable transmission (UDP), SIP message should be retransmitted when it is lost. The retransmissions increase a load of the SIP signaling network, and sometimes lead to performance degradation when a network is overloaded. The paper proposes an overload control for a SIP signaling network to protect from a performance degradation. Introducing two thresholds in a queue of a SIP proxy server, the SIP proxy server detects a congestion. Once congestion is detected, a SIP signaling network restricts to make new calls. The proposed overload control is evaluated using the network simulator (ns-2). With simulation results, the paper shows the proposed overload control works well.

Keywords: SIP signalling congestion overload control retransmission throughput simulation.

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Authors: F. Z. Doğru, O. Arslan

Abstract:

In general, classical methods such as maximum likelihood (ML) and least squares (LS) estimation methods are used to estimate the shape parameters of the Burr XII distribution. However, these estimators are very sensitive to the outliers. To overcome this problem we propose alternative robust estimators based on the M-estimation method for the shape parameters of the Burr XII distribution. We provide a small simulation study and a real data example to illustrate the performance of the proposed estimators over the ML and the LS estimators. The simulation results show that the proposed robust estimators generally outperform the classical estimators in terms of bias and root mean square errors when there are outliers in data.

Keywords: Burr XII distribution, robust estimator, M-estimator, maximum likelihood, least squares.

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Authors: Kazuhisa Koda, Tsutomu Kobayashi

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Laura Island, which is located about 50 km away from downtown, is a source of water supply in Majuro atoll, which is the capital of the Republic of the Marshall Islands. Low and flat Majuro atoll has neither river nor lake. It is very important for Majuro atoll to ensure the conservation of its water resources. However, upconing, which is the process of partial rising of the freshwater-saltwater boundary near the water-supply well, was caused by the excess pumping from it during the severe drought in 1998. Upconing will make the water usage of the freshwater lens difficult. Thus, appropriate water usage is required to prevent up coning in the freshwater lens because there is no other water source during drought. Numerical simulation of water usage applying SEAWAT model was conducted at the central part of Laura Island, including the water supply well, which was affected by upconing. The freshwater lens was created as a result of infiltration of consistent average rainfall. The lens shape was almost the same as the one in 1985. 0 of monthly rainfall and variable daily pump discharge were used to calculate the sustainable pump discharge from the water supply well. Consequently, the total amount of pump discharge was increased as the daily pump discharge was increased, indicating that it needs more time to recover from upconing. Thus, a pump standard to reduce the pump intensity is being proposed, which is based on numerical simulation concerning the occurrence of the up-coning phenomenon in Laura Island during the drought.

Keywords: Freshwater lens, islands, numerical simulation, sustainable water use.

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Authors: J. Hodicky, P. Frantis

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Command and Control (C2) system and its interfacethe Common Operational Picture (COP) are main means that supports commander in its decision making process. COP contains information about friendly and enemy unit positions. The friendly position is gathered via tactical network. In the case of tactical network failure the information about units are not available. The tactical simulator can be used as a tool that is capable to predict movements of units in respect of terrain features. Article deals with an experiment that was based on Czech C2 system that is in the case of connectivity lost fed by VR Forces simulator. Article analyzes maximum time interval in which the position created by simulator is still usable and truthful for commander in real time.

Keywords: command and control system, movement prediction, simulation

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Authors: V. Malathi, N.S.Marimuthu

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This paper presents a wavelet transform and Support Vector Machine (SVM) based algorithm for estimating fault location on transmission lines. The Discrete wavelet transform (DWT) is used for data pre-processing and this data are used for training and testing SVM. Five types of mother wavelet are used for signal processing to identify a suitable wavelet family that is more appropriate for use in estimating fault location. The results demonstrated the ability of SVM to generalize the situation from the provided patterns and to accurately estimate the location of faults with varying fault resistance.

Keywords: Fault location, support vector machine, supportvector regression, transmission lines, wavelet transform.

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Authors: Maad Kamal Al-Anni

Abstract:

This study is about an algorithmic dependence of Artificial Neural Network on Multilayer Perceptron (MPL) pertaining to the classification and clustering presentations for Mobile Adhoc Network vulnerabilities. Moreover, mobile ad hoc network (MANET) is ubiquitous intelligent internetworking devices in which it has the ability to detect their environment using an autonomous system of mobile nodes that are connected via wireless links. Security affairs are the most important subject in MANET due to the easy penetrative scenarios occurred in such an auto configuration network. One of the powerful techniques used for inspecting the network packets is Intrusion Detection System (IDS); in this article, we are going to show the effectiveness of artificial neural networks used as a machine learning along with stochastic approach (information gain) to classify the malicious behaviors in simulated network with respect to different IDS techniques. The monitoring agent is responsible for detection inference engine, the audit data is collected from collecting agent by simulating the node attack and contrasted outputs with normal behaviors of the framework, whenever. In the event that there is any deviation from the ordinary behaviors then the monitoring agent is considered this event as an attack , in this article we are going to demonstrate the  signature-based IDS approach in a MANET by implementing the back propagation algorithm over ensemble-based Traffic Table (TT), thus the signature of malicious behaviors or undesirable activities are often significantly prognosticated and efficiently figured out, by increasing the parametric set-up of Back propagation algorithm during the experimental results which empirically shown its effectiveness  for the ratio of detection index up to 98.6 percentage. Consequently it is proved in empirical results in this article, the performance matrices are also being included in this article with Xgraph screen show by different through puts like Packet Delivery Ratio (PDR), Through Put(TP), and Average Delay(AD).

Keywords: Mobile ad hoc network, MANET, intrusion detection system, back propagation algorithm, neural networks, traffic table, multilayer perceptron, feed-forward back-propagation, network simulator 2.

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Authors: Yoshiaki Shikata, Nobutane Hanayama

Abstract:

We present a prioritized, limited multi-server processor sharing (PS) system where each server has various capacities, and N (≥2) priority classes are allowed in each PS server. In each prioritized, limited server, different service ratio is assigned to each class request, and the number of requests to be processed is limited to less than a certain number. Routing strategies of such prioritized, limited multi-server PS systems that take into account the capacity of each server are also presented, and a performance evaluation procedure for these strategies is discussed. Practical performance measures of these strategies, such as loss probability, mean waiting time, and mean sojourn time, are evaluated via simulation. In the PS server, at the arrival (or departure) of a request, the extension (shortening) of the remaining sojourn time of each request receiving service can be calculated by using the number of requests of each class and the priority ratio. Utilising a simulation program which executes these events and calculations, the performance of the proposed prioritized, limited multi-server PS rule can be analyzed. From the evaluation results, most suitable routing strategy for the loss or waiting system is clarified.

Keywords: Processor sharing, multi-server, various capacity, N priority classes, routing strategy, loss probability, mean sojourn time, mean waiting time, simulation.

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Authors: Zakir Husain

Abstract:

This paper presents modeling and analysis of 12-phase distribution static compensator (DSTATCOM), which is capable of balancing the source currents in spite of unbalanced loading and phase outages. In addition to balance the supply current, the power factor can be set to a desired value. The theory of instantaneous symmetrical components is used to generate the twelve-phase reference currents. These reference currents are then tracked using current controlled voltage source inverter, operated in a hysteresis band control scheme. An ideal compensator in place of physical realization of the compensator is used. The performance of the proposed DTATCOM is validated through MATLAB simulation and detailed simulation results are given.

Keywords: DSTATCOM, Modeling, Load balancing, Multiphase, Power factor correction.

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Authors: M. H. Pour, V. M. Nansa, M. Saberi, A. M. Ghanadi, A. Aghayari, M. Mirzajanzadeh

Abstract:

Stirred tanks have applications in many chemical processes where mixing is important for the overall performance of the system. In present work 5%v of the tank is filled by solid particles with diameter of 700 m that Rushton Turbine and Propeller impeller is used for stirring. An Eulerian-Eulerian Multi Fluid Model coupled and for modeling rotating of impeller, moving reference frame (MRF) technique was used and standard-k-
model was selected for turbulency. Flow field, radial velocity and axial distribution of solid for both of impellers was investigation and comparison. Comparisons of simulation results between Rushton Turbine and propeller impeller shows that final quality of solid-liquid slurry in different rotating speed for propeller impeller is better than the Rushton Turbine.

Keywords: CFD, Particle Velocity, Propeller Impeller, Rushton Turbine.

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Authors: P. Azimi, B. Behtoiy

Abstract:

One of the most famous techniques which affect the efficiency of a production line is the assembly line balancing (ALB) technique. This paper examines the balancing effect of a whole production line of a real auto glass manufacturer in three steps. In the first step, processing time of each activity in the workstations is generated according to a practical approach. In the second step, the whole production process is simulated and the bottleneck stations have been identified, and finally in the third step, several improvement scenarios are generated to optimize the system throughput, and the best one is proposed. The main contribution of the current research is the proposed framework which combines two famous approaches including Assembly Line Balancing and Optimization via Simulation technique (OvS). The results show that the proposed framework could be applied in practical environments, easily.

Keywords: Assembly line balancing problem, optimization via simulation, production planning.

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Authors: Rashid S. Mohammad, Shicheng Zhang, Sun Lu, Syed Jamal-Ud-Din, Xinzhe Zhao

Abstract:

A compositional reservoir simulation model (CMG-GEM) was used for cyclic CO₂ injection process in unconventional tight reservoir. Cyclic CO₂ injection is an enhanced oil recovery process consisting of injection, shut-in, and production. The study of cyclic CO₂ injection and hydrocarbon recovery in ultra-low permeability reservoirs is mainly a function of rock, fluid, and operational parameters. CMG-GEM was used to study several design parameters of cyclic CO₂ injection process to distinguish the parameters with maximum effect on the oil recovery and to comprehend the behavior of cyclic CO₂ injection in tight reservoir. On the other hand, permeability reduction induced by asphaltene precipitation is one of the major issues in the oil industry due to its plugging onto the porous media which reduces the oil productivity. In addition to asphaltene deposition, solubility of CO₂ in the aquifer is one of the safest and permanent trapping techniques when considering CO₂ storage mechanisms in geological formations. However, the effects of the above uncertain parameters on the process of CO₂ enhanced oil recovery have not been understood systematically. Hence, it is absolutely necessary to study the most significant parameters which dominate the process. The main objective of this study is to improve techniques for designing cyclic CO₂ injection process while considering the effects of asphaltene deposition and solubility of CO₂ in the brine in order to prevent asphaltene precipitation, minimize CO₂ emission, optimize cyclic CO₂ injection, and maximize oil production.

Keywords: Tight reservoirs, cyclic O2 injection, asphaltene, solubility, reservoir simulation.

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Authors: R. O. Ocaya, J. J. Terblans

Abstract:

The laws of Newtonian mechanics allow ab-initio molecular dynamics to model and simulate particle trajectories in material science by defining a differentiable potential function. This paper discusses some considerations for the coding of ab-initio programs for simulation on a standalone computer and illustrates the approach by C language codes in the context of embedded metallic atoms in the face-centred cubic structure. The algorithms use velocity-time integration to determine particle parameter evolution for up to several thousands of particles in a thermodynamical ensemble. Such functions are reusable and can be placed in a redistributable header library file. While there are both commercial and free packages available, their heuristic nature prevents dissection. In addition, developing own codes has the obvious advantage of teaching techniques applicable to new problems.

Keywords: C-language, molecular dynamics, simulation, embedded atom method.

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Authors: Shunsuke Miyoshi, Yasuyuki Nogami, Takuya Kusaka, Nariyoshi Yamai

Abstract:

Elliptic curve discrete logarithm problem(ECDLP) is one of problems on which the security of pairing-based cryptography is based. This paper considers Pollard’s rho method to evaluate the security of ECDLP on Barreto-Naehrig(BN) curve that is an efficient pairing-friendly curve. Some techniques are proposed to make the rho method efficient. Especially, the group structure on BN curve, distinguished point method, and Montgomery trick are well-known techniques. This paper applies these techniques and shows its optimization. According to the experimental results for which a large-scale parallel system with MySQL is applied, 94-bit ECDLP was solved about 28 hours by parallelizing 71 computers.

Keywords: Pollard’s rho method, BN curve, Montgomery multiplication.

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Authors: Joseph E. Estevez, Mahdi Ghazizadeh, James G. Ryan, Ajit D. Kelkar

Abstract:

Radiation shielding is an obstacle in long duration space exploration. Boron Nitride Nanotubes (BNNTs) have attracted attention as an additive to radiation shielding material due to B¹⁰’s large neutron capture cross section. The B¹⁰ has an effective neutron capture cross section suitable for low energy neutrons ranging from 10^-5 to 10⁴ eV and hydrogen is effective at slowing down high energy neutrons. Hydrogenated BNNTs are potentially an ideal nanofiller for radiation shielding composites. We use Molecular Dynamics (MD) Simulation via Material Studios Accelrys 6.0 to model the Young’s Modulus of Hydrogenated BNNTs. An extrapolation technique was employed to determine the Young’s Modulus due to the deformation of the nanostructure at its theoretical density. A linear regression was used to extrapolate the data to the theoretical density of 2.62g/cm³. Simulation data shows that the hydrogenated BNNTs will experience a 11% decrease in the Young’s Modulus for (6,6) BNNTs and 8.5% decrease for (8,8) BNNTs compared to non-hydrogenated BNNT’s. Hydrogenated BNNTs are a viable option as a nanofiller for radiation shielding nanocomposite materials for long range and long duration space exploration.

Keywords: Boron Nitride Nanotube, Radiation Shielding, Young Modulus, Atomistic Modeling.

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Authors: A. R. Binesh, S. Hossainpour

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Due to the stringent legislation for emission of diesel engines and also increasing demand on fuel consumption, the importance of detailed 3D simulation of fuel injection, mixing and combustion have been increased in the recent years. In the present work, FIRE code has been used to study the detailed modeling of spray and mixture formation in a Caterpillar heavy-duty diesel engine. The paper provides an overview of the submodels implemented, which account for liquid spray atomization, droplet secondary break-up, droplet collision, impingement, turbulent dispersion and evaporation. The simulation was performed from intake valve closing (IVC) to exhaust valve opening (EVO). The predicted in-cylinder pressure is validated by comparing with existing experimental data. A good agreement between the predicted and experimental values ensures the accuracy of the numerical predictions collected with the present work. Predictions of engine emissions were also performed and a good quantitative agreement between measured and predicted NOx and soot emission data were obtained with the use of the present Zeldowich mechanism and Hiroyasu model. In addition, the results reported in this paper illustrate that the numerical simulation can be one of the most powerful and beneficial tools for the internal combustion engine design, optimization and performance analysis.

Keywords: Diesel engine, Combustion, Pollution, CFD.

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Authors: Mehmet Savsar

Abstract:

Facility location problem involves locating a facility to optimize some performance measures. Location of a public facility to serve the community, such as a fire station, significantly affects its service quality. Main objective in locating a fire station is to minimize the response time, which is the time duration between receiving a call and reaching the place of incident. In metropolitan areas, fire vehicles need to cross highways and other traffic obstacles through some obstacle-overcoming points which delay the response time. In this paper, fire station location problem is analyzed. Simulation models are developed for the location problems which involve obstacles. Particular case problems are analyzed and the results are presented.

Keywords: Public Facility Location, Fire Stations, Response Time, Fire Vehicle Delays.

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Authors: S. Bennoud, M. Zergoug

Abstract:

The numerical simulation of electromagnetic interactions is still a challenging problem, especially in problems that result in fully three dimensional mathematical models.

The goal of this work is to use mathematical modeling to characterize the reliability and capacity of eddy current technique to detect and characterize defects embedded in aeronautical in-service pieces.

The finite element method is used for describing the eddy current technique in a mathematical model by the prediction of the eddy current interaction with defects. However, this model is an approximation of the full Maxwell equations.

In this study, the analysis of the problem is based on a three dimensional finite element model that computes directly the electromagnetic field distortions due to defects.

Keywords: Eddy current, Finite element method, Non destructive testing, Numerical simulations.

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Authors: Ya Lv

Abstract:

This article presents the application of the semi-analytic method (SAM) in the thermal management solution (TMS) of the energy storage system (ESS). The TMS studied in this work is fluid cooling. In fluid cooling, both effective heat conduction and heat convection are indispensable due to the heat transfer from solid to fluid. Correspondingly, an efficient TMS requires a design investigation of the following parameters: fluid inlet temperature, ESS initial temperature, fluid flow rate, working c rate, continuous working time, and materials properties. Their variation induces a change of thermal performance in the battery module, which is usually evaluated by numerical simulation. Compared to complicated computation resources and long computation time in simulation, the SAM is developed in this article to predict the thermal influence within a few seconds. In SAM, a fast prediction model is reckoned by combining numerical simulation with theoretical/empirical equations. The SAM can explore the thermal effect of boundary parameters in both steady-state and transient heat transfer scenarios within a short time. Therefore, the SAM developed in this work can simplify the design cycle of TMS and inspire more possibilities in TMS design.

Keywords: Semi-analytic method, fast prediction model, thermal influence of boundary parameters, energy storage system.

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Authors: Jaroslav Masek, Juraj Camaj, Eva Nedeliakova

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The paper is focused on the operational model for transport the single wagon consignments on railway network by using two different models of train formation. The paper gives an overview of possibilities of improving the quality of transport services. Paper deals with two models used in problematic of train formatting - time continuously and time discrete. By applying these models in practice, the transport company can guarantee a higher quality of service and expect increasing of transport performance. The models are also applicable into others transport networks. The models supplement a theoretical problem of train formation by new ways of looking to affecting the organization of wagon flows.

Keywords: Train formation, wagon flows, marshalling yard, railway technology.

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Authors: Hassan A. Alshahrani, Mehdi H. Hojjati

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In order to predict and model wrinkling which is caused by out of plane deformation due to compressive loading in the plane of the material during composite prepregs forming, it is necessary to quantitatively understand the relative magnitude of the bending stiffness. This study aims to examine the bending properties of out-of-autoclave (OOA) thermosetting prepreg under vertical cantilever test condition. A direct method for characterizing the bending behavior of composite prepregs was developed. The results from direct measurement were compared with results derived from an image-processing procedure that analyses the captured image during the vertical bending test. A numerical simulation was performed using ABAQUS to confirm the bending stiffness value.

Keywords: Bending stiffness, out of autoclave prepreg, forming process, numerical simulation.

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Authors: Zhang Lei, Liu Min, Liu Botao

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In order to improve the simulation effects of space cold black environment, this paper described a rectangular channel plate heat sink. By using fluid mechanics theory and finite element method, the internal fluid flow and heat transfer in heat sink was numerically simulated to analyze the impact of channel structural on fluid flow and heat transfer. The result showed that heat sink temperature uniformity is well, and the impact of channel structural on the heat sink temperature uniformity is not significant. The channel depth and spacing are important factors which affect the fluid flow and heat transfer in the heat sink. The two factors of heat transfer and resistance need to be considered comprehensively to determine the optimal flow structure parameters.

Keywords: heat transfer, heat sink, numerical simulation

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Authors: Theodor D. Popescu

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The paper presents a method for multivariate time series forecasting using Independent Component Analysis (ICA), as a preprocessing tool. The idea of this approach is to do the forecasting in the space of independent components (sources), and then to transform back the results to the original time series space. The forecasting can be done separately and with a different method for each component, depending on its time structure. The paper gives also a review of the main algorithms for independent component analysis in the case of instantaneous mixture models, using second and high-order statistics. The method has been applied in simulation to an artificial multivariate time series with five components, generated from three sources and a mixing matrix, randomly generated.

Keywords: Independent Component Analysis, second order statistics, simulation, time series forecasting

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