Search results for: nonlinear inelastic analysis

Authors: Mohd A. Mezher, Maysam F. Abbod

Abstract:

Genetic Folding (GF) a new class of EA named as is introduced for the first time. It is based on chromosomes composed of floating genes structurally organized in a parent form and separated by dots. Although, the genotype/phenotype system of GF generates a kernel expression, which is the objective function of superior classifier. In this work the question of the satisfying mapping-s rules in evolving populations is addressed by analyzing populations undergoing either Mercer-s or none Mercer-s rule. The results presented here show that populations undergoing Mercer-s rules improve practically models selection of Support Vector Machine (SVM). The experiment is trained multi-classification problem and tested on nonlinear Ionosphere dataset. The target of this paper is to answer the question of evolving Mercer-s rule in SVM addressed using either genetic folding satisfied kernel-s rules or not applied to complicated domains and problems.

Keywords: Genetic Folding, GF, Evolutionary Algorithms, Support Vector Machine, Genetic Algorithm, Genetic Programming, Multi-Classification, Mercer's Rules

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Authors: Majid A. AlSayari

Abstract:

The study reported here investigated social cognitive theory (SCT) in the context of Vocational Rehab (VR) for people with disabilities. The prime purpose was to increase knowledge of VR phenomena and make recommendations for improving VR services. The sample consisted of 242 persons with Spinal Cord Injuries (SCI) who completed questionnaires. A further 32 participants were Trainers. Analysis of questionnaire data was carried out using factor analysis, multiple regression analysis, and thematic analysis. The analysis suggested that, in motivational terms, and consistent with research carried out in other academic contexts, self-efficacy was the best predictor of VR performance. The author concludes that that VR self-efficacy predicted VR training performance.

Keywords: Social cognitive theory, vocational rehab, self-efficacy, proxy efficacy, people with disabilities.

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Authors: Eiichi Sasaki, Shin-ichi Takehiro, Michio Yamada

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We study bifurcation structure of the zonal jet flow the streamfunction of which is expressed by a single spherical harmonics on a rotating sphere. In the non-rotating case, we find that a steady traveling wave solution arises from the zonal jet flow through Hopf bifurcation. As the Reynolds number increases, several traveling solutions arise only through the pitchfork bifurcations and at high Reynolds number the bifurcating solutions become Hopf unstable. In the rotating case, on the other hand, under the stabilizing effect of rotation, as the absolute value of rotation rate increases, the number of the bifurcating solutions arising from the zonal jet flow decreases monotonically. We also carry out time integration to study unsteady solutions at high Reynolds number and find that in the non-rotating case the unsteady solutions are chaotic, while not in the rotating cases calculated. This result reflects the general tendency that the rotation stabilizes nonlinear solutions of Navier-Stokes equations.

Keywords: rotating sphere, two-dimensional flow, bifurcationstructure

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Authors: Yusuke Kuramitsu, Tomoaki Hashimoto, Hirokazu Tahara

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The control problem of underactuated spacecrafts has attracted a considerable amount of interest. The control method for a spacecraft equipped with less than three control torques is useful when one of the three control torques had failed. On the other hand, the quantized control of systems is one of the important research topics in recent years. The random dither quantization method that transforms a given continuous signal to a discrete signal by adding artificial random noise to the continuous signal before quantization has also attracted a considerable amount of interest. The objective of this study is to develop the control method based on random dither quantization method for stabilizing the rotational motion of a rigid spacecraft with two control inputs. In this paper, the effectiveness of random dither quantization control method for the stabilization of rotational motion of spacecrafts with two torque inputs is verified by numerical simulations.

Keywords: Spacecraft control, quantized control, nonlinear control, random dither method.

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Authors: Amirhossein Chambari, Seyed Habib Rahmaty, Vahid Hajipour, Aida Karimi

Abstract:

This paper proposes a bi-objective model for the facility location problem under a congestion system. The idea of the model is motivated by applications of locating servers in bank automated teller machines (ATMS), communication networks, and so on. This model can be specifically considered for situations in which fixed service facilities are congested by stochastic demand within queueing framework. We formulate this model with two perspectives simultaneously: (i) customers and (ii) service provider. The objectives of the model are to minimize (i) the total expected travelling and waiting time and (ii) the average facility idle-time. This model represents a mixed-integer nonlinear programming problem which belongs to the class of NP-hard problems. In addition, to solve the model, two metaheuristic algorithms including nondominated sorting genetic algorithms (NSGA-II) and non-dominated ranking genetic algorithms (NRGA) are proposed. Besides, to evaluate the performance of the two algorithms some numerical examples are produced and analyzed with some metrics to determine which algorithm works better.

Keywords: Queuing, Location, Bi-objective, NSGA-II, NRGA

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Authors: Behnam Mehrkian, Arash Bahar, Ali Chaibakhsh

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Magneto-rheological (MR) fluid damper is a semiactive control device that has recently received more attention by the vibration control community. But inherent hysteretic and highly nonlinear dynamics of MR fluid damper is one of the challenging aspects to employ its unique characteristics. The combination of artificial neural network (ANN) and fuzzy logic system (FLS) have been used to imitate more precisely the behavior of this device. However, the derivative-based nature of adaptive networks causes some deficiencies. Therefore, in this paper, a novel approach that employ genetic algorithm, as a free-derivative algorithm, to enhance the capability of fuzzy systems, is proposed. The proposed method used to model MR damper. The results will be compared with adaptive neuro-fuzzy inference system (ANFIS) model, which is one of the well-known approaches in soft computing framework, and two best parametric models of MR damper. Data are generated based on benchmark program by applying a number of famous earthquake records.

Keywords: Benchmark program, earthquake record filtering, fuzzy logic, genetic algorithm, MR damper.

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Authors: V. Piscopo

Abstract:

In the traditional buckling analysis of rectangular plates the classical thin plate theory is generally applied, so neglecting the plating shear deformation. It seems quite clear that this method is not totally appropriate for the analysis of thick plates, so that in the following the two variable refined plate theory proposed by Shimpi (2006), that permits to take into account the transverse shear effects, is applied for the buckling analysis of simply supported isotropic rectangular plates, compressed in one and two orthogonal directions. The relevant results are compared with the classical ones and, for rectangular plates under uniaxial compression, a new direct expression, similar to the classical Bryan-s formula, is proposed for the Euler buckling stress. As the buckling analysis is a widely diffused topic for a variety of structures, such as ship ones, some applications for plates uniformly compressed in one and two orthogonal directions are presented and the relevant theoretical results are compared with those ones obtained by a FEM analysis, carried out by ANSYS, to show the feasibility of the presented method.

Keywords: Buckling analysis, Thick plates, Biaxial stresses

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Authors: Myung Jin Kim, Hyun Bae Jin, Wui Jun Chung

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In this study, to accurately predict cavitation of a centrifugal pump, numerical analysis was compared with experimental results modeled on a small industrial centrifugal pump. In this study, numerical analysis was compared with experimental results modeled on a small industrial centrifugal pump for reliable prediction on cavitation of a centrifugal pump. To improve validity of the numerical analysis, transient analysis was conducted on the calculated domain of full-type geometry, such as an experimental apparatus. The numerical analysis from the results was considered to be a reliable prediction of cavitaion.

Keywords: Centrifugal Pump, Cavitation, NPSH, CFD.

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Authors: Assad Maalouf, Lunjin Lu, James Lynott

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We design and implement a precise model of string operations using finite state machine transformers and state transformers to approximate the values string variables can take throughout the execution of the program.We use our model to analyze Android program string variables. Our experimental results show that our string analysis is very efficient at detecting the contextual effect of string operations on the string variables. Our model proved to be very useful when it came to verifying statements about the string variables of the program.

Keywords: Abstract interpretation, android, static analysis, string analysis.

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Authors: Soltani Amir, Hu Jiaxin

Abstract:

Determination of optimal parameters of a passive  control system device is the primary objective of this study.  Expanding upon the use of control devices in wind and earthquake  hazard reduction has led to development of various control systems.  The advantage of non-linearity characteristics in a passive control  device and the optimal control method using LQR algorithm are  explained in this study. Finally, this paper introduces a simple  approach to determine optimum parameters of a nonlinear viscous  damper for vibration control of structures. A MATLAB program is  used to produce the dynamic motion of the structure considering the  stiffness matrix of the SDOF frame and the non-linear damping  effect. This study concluded that the proposed system (variable  damping system) has better performance in system response control  than a linear damping system. Also, according to the energy  dissipation graph, the total energy loss is greater in non-linear  damping system than other systems.

 

Keywords: Passive Control System, Damping Devices, Viscous Dampers, Control Algorithm.

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Authors: J. H. Lv, W. Z. Wang, S.W. Liu

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The major concern in the aviation industry is the flight safety. Although great effort has been put onto the development of material and system reliability, the failure cases of fatal accidents still occur nowadays. Due to the complexity of the aviation system, and the interaction among the failure components, the failure analysis of the related equipment is a little difficult. This study focuses on surveying the failure cases in aviation, which are extracted from failure analysis journals, including Engineering Failure Analysis and Case studies in Engineering Failure Analysis, in order to obtain the failure sensitive factors or failure sensitive parts. The analytical results show that, among the failure cases, fatigue failure is the largest in number of occurrence. The most failed components are the disk, blade, landing gear, bearing, and fastener. The frequently failed materials consist of steel, aluminum alloy, superalloy, and titanium alloy. Therefore, in order to assure the safety in aviation, more attention should be paid to the fatigue failures.

Keywords: Aviation industry, failure analysis, failure component, fatigue.

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Authors: Mamoun F. Al-Mistarihi

Abstract:

We have previously introduced an ultrasonic imaging approach that combines harmonic-sensitive pulse sequences with a post-beamforming quadratic kernel derived from a second-order Volterra filter (SOVF). This approach is designed to produce images with high sensitivity to nonlinear oscillations from microbubble ultrasound contrast agents (UCA) while maintaining high levels of noise rejection. In this paper, a two-step algorithm for computing the coefficients of the quadratic kernel leading to reduction of tissue component introduced by motion, maximizing the noise rejection and increases the specificity while optimizing the sensitivity to the UCA is presented. In the first step, quadratic kernels from individual singular modes of the PI data matrix are compared in terms of their ability of maximize the contrast to tissue ratio (CTR). In the second step, quadratic kernels resulting in the highest CTR values are convolved. The imaging results indicate that a signal processing approach to this clinical challenge is feasible.

Keywords: Volterra Filter, Pulse Inversion, Ultrasonic Imaging, Contrast Agent.

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Authors: P. Řehoř, D. Holátová, V. Doležalová

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Paper deals with analysis of strategic management methods in non-profit making organization in the Czech Republic. Strategic management represents an aggregate of methods and approaches that can be applied for managing organizations - in this article the organizations which associate owners and keepers of nonstate forest properties. Authors use these methods of strategic management: analysis of stakeholders, SWOT analysis and questionnaire inquiries. The questionnaire was distributed electronically via e-mail. In October 2013 we obtained data from a total of 84 questionnaires. Based on the results the authors recommend the using of confrontation strategy which improves the competitiveness of non-profit making organizations.

Keywords: Strategic management, non-profit making organization, strategy analysis, SWOT analysis, strategy, competitiveness.

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Authors: M. Elassaly

Abstract:

Damage status of RC buildings is greatly influenced by the characteristics of the imposed ground motion. Peak Ground Acceleration and frequency contents are considered the main two factors that affect ground motion characteristics; hence, affecting the seismic response of RC structures and consequently their damage state. A detailed investigation on the combined effects of these two factors on damage assessment of RC buildings is carried out. Twenty one earthquake records are analyzed and arranged into three groups, according to their frequency contents. These records are used in an investigation to define the expected damage state that would be attained by RC buildings, if subjected to varying ground motion characteristics. The damage assessment is conducted through examining drift ratios and damage indices of the overall structure and the significant structural components of RC building. Base and story shear of RC building model, are also investigated, for cases when the model is subjected to the chosen twenty one earthquake records. Nonlinear dynamic analyses are performed on a 2-dimensional model of a 12-story RC building.

Keywords: Damage, frequency content, ground motion, PGA, RC building, seismic.

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Authors: Hong Pan, Yaping Zhu, Liang Zheng Xia

Abstract:

We propose a fast and robust hierarchical face detection system which finds and localizes face images with a cascade of classifiers. Three modules contribute to the efficiency of our detector. First, heterogeneous feature descriptors are exploited to enrich feature types and feature numbers for face representation. Second, a PSO-Adaboost algorithm is proposed to efficiently select discriminative features from a large pool of available features and reinforce them into the final ensemble classifier. Compared with the standard exhaustive Adaboost for feature selection, the new PSOAdaboost algorithm reduces the training time up to 20 times. Finally, a three-stage hierarchical classifier framework is developed for rapid background removal. In particular, candidate face regions are detected more quickly by using a large size window in the first stage. Nonlinear SVM classifiers are used instead of decision stump functions in the last stage to remove those remaining complex nonface patterns that can not be rejected in the previous two stages. Experimental results show our detector achieves superior performance on the CMU+MIT frontal face dataset.

Keywords: Adaboost, Face detection, Feature selection, PSO

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Authors: J. R. Wang, H. T. Lin, H. C. Chen, C. Shih, S. W. Chen, S. C. Chiang, C. C. Liu

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In this research, TRACE model of Chinshan BWR/4 nuclear power plant (NPP) has been developed for the simulation and analysis of ultimate response guideline (URG).The main actions of URG are the depressurization and low pressure water injection of reactor and containment venting. This research focuses to verify the URG efficiency under Fukushima-like conditions. TRACE analysis results show that the URG can keep the PCT below the criteria 1088.7 K under Fukushima-like conditions. It indicated that Chinshan NPP was safe.

Keywords: BWR, TRACE, safety analysis, URG.

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Authors: Hitoshi Takata, Tomohiro Hachino, Masaki Horai, Kazuo Komatsu

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In this paper, we are concerned with the design and its simulation studies of a modified extremum seeking control for nonlinear systems. A standard extremum seeking control has a simple structure, but it takes a long time to reach an optimal operating point. We consider a modification of the standard extremum seeking control which is aimed to reach the optimal operating point more speedily than the standard one. In the modification, PD acceleration term is added before an integrator making a principal control, so that it enables the objects to be regulated to the optimal point smoothly. This proposed method is applied to Monod and Williams-Otto models to investigate its effectiveness. Numerical simulation results show that this modified method can improve the time response to the optimal operating point more speedily than the standard one.

Keywords: Extremum seeking control, Monod model, Williams- Otto model, PD acceleration term, Optimal operating point.

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Authors: Ewa Dostatni, Jacek Diakun, Damian Grajewski, Radosław Wichniarek, Anna Karwasz

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In the paper the method of product analysis from recycling point of view has been described. The analysis bases on set of measures that assess a product from the point of view of final stages of its lifecycle. It was assumed that such analysis will be performed at the design phase – in order to conduct such analysis the computer system that aids the designer during the design process has been developed. The structure of the computer tool, based on agent technology, and example results has been also included in the paper.

Keywords: Agent technology, PLM, design for environment, ecodesign.

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Authors: Samson Henry Dogo, Allan Clark, Elena Kulinskaya

Abstract:

The objective of meta-analysis is to combine results from several independent studies in order to create generalization and provide evidence base for decision making. But recent studies show that the magnitude of effect size estimates reported in many areas of research significantly changed over time and this can impair the results and conclusions of meta-analysis. A number of sequential methods have been proposed for monitoring the effect size estimates in meta-analysis. However they are based on statistical theory applicable only to fixed effect model (FEM) of meta-analysis. For random-effects model (REM), the analysis incorporates the heterogeneity variance, τ 2 and its estimation create complications. In this paper we study the use of a truncated CUSUM-type test with asymptotically valid critical values for sequential monitoring in REM. Simulation results show that the test does not control the Type I error well, and is not recommended. Further work required to derive an appropriate test in this important area of applications.

Keywords: Meta-analysis, random-effects model, sequential testing, temporal changes in effect sizes.

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Authors: G.Ramana Murthy, C.Senthilpari, P.Velrajkumar, Lim Tien Sze

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The proposed multiplexer-based novel 1-bit full adder cell is schematized by using DSCH2 and its layout is generated by using microwind VLSI CAD tool. The adder cell layout interconnect analysis is performed by using BSIM4 layout analyzer. The adder circuit is compared with other six existing adder circuits for parametric analysis. The proposed adder cell gives better performance than the other existing six adder circuits in terms of power, propagation delay and PDP. The proposed adder circuit is further analyzed for interconnect analysis, which gives better performance than other adder circuits in terms of layout thickness, width and height.

Keywords: Full Adder, Interconnect Analysis, Low-Power, Multiplexer, Propagation Delay, Parametric Analysis.

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Authors: Gokhan Dok, Hakan Ozturk, Aydin Demir

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The behavior of reinforced concrete (RC) members is quite important in RC structures. When evaluating the performance of structures, the nonlinear properties are defined according to the cross sectional behavior of RC members. To be able to determine the behavior of RC members, its cross sectional behavior should be known well. The moment-curvature (MC) relationship is used to represent cross sectional behavior. The MC relationship of RC cross section can be best determined both experimentally and numerically. But, experimental study on RC members is very difficult. The aim of the study is to obtain the MC relationship of RC shear walls. Additionally, it is aimed to determine the parameters which affect MC relationship. While obtaining MC relationship of RC members, XTRACT which can represent robustly the MC relationship is used. Concrete quality, longitudinal and transverse reinforcing ratios, are selected as parameters which affect MC relationship. As a result of the study, curvature ductility and effective flexural stiffness are determined using this parameter. Effective flexural stiffness is compared with the values defined in design codes.

Keywords: Moment-curvature, reinforced concrete, shear wall, numerical.

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Authors: Hromada Martin

Abstract:

Risk analysis is considered as a fundamental aspect relevant for ensuring the level of critical infrastructure protection, where the critical infrastructure is seen as system, asset or its part which is important for maintaining the vital societal functions. Article actually discusses and analyzes the potential application of selected tools of information support for the implementation and within the framework of risk analysis and critical infrastructure protection. Use of the information in relation to their risk analysis can be viewed as a form of simplifying the analytical process. It is clear that these instruments (information support) for these purposes are countless, so they were selected representatives who have already been applied in the selected area of critical infrastructure, or they can be used. All presented fact were the basis for critical infrastructure resilience evaluation methodology development.

Keywords: Critical infrastructure, Protection, Resilience, Risk Analysis.

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Authors: Elnaz Lashgari, Emel Demircan

Abstract:

Electromyography (EMG) is one of the most important interfaces between humans and robots for rehabilitation. Decoding this signal helps to recognize muscle activation and converts it into smooth motion for the robots. Detecting each muscle’s pattern during walking and running is vital for improving the quality of a patient’s life. In this study, EMG data from 10 muscles in 10 subjects at 4 different speeds were analyzed. EMG signals are nonlinear with high dimensionality. To deal with this challenge, we extracted some features in time-frequency domain and used manifold learning and Laplacian Eigenmaps algorithm to find the intrinsic features that represent data in low-dimensional space. We then used the Bayesian classifier to identify various patterns of EMG signals for different muscles across a range of running speeds. The best result for vastus medialis muscle corresponds to 97.87±0.69 for sensitivity and 88.37±0.79 for specificity with 97.07±0.29 accuracy using Bayesian classifier. The results of this study provide important insight into human movement and its application for robotics research.

Keywords: Electrocardiogram, manifold learning, Laplacian Eigenmaps, running pattern.

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Authors: Saeed Vaneshani, Hooshang Jazayeri-Rad

Abstract:

Fuzzy logic control (FLC) systems have been tested in many technical and industrial applications as a useful modeling tool that can handle the uncertainties and nonlinearities of modern control systems. The main drawback of the FLC methodologies in the industrial environment is challenging for selecting the number of optimum tuning parameters. In this paper, a method has been proposed for finding the optimum membership functions of a fuzzy system using particle swarm optimization (PSO) algorithm. A synthetic algorithm combined from fuzzy logic control and PSO algorithm is used to design a controller for a continuous stirred tank reactor (CSTR) with the aim of achieving the accurate and acceptable desired results. To exhibit the effectiveness of proposed algorithm, it is used to optimize the Gaussian membership functions of the fuzzy model of a nonlinear CSTR system as a case study. It is clearly proved that the optimized membership functions (MFs) provided better performance than a fuzzy model for the same system, when the MFs were heuristically defined.

Keywords: continuous stirred tank reactor (CSTR), fuzzy logiccontrol (FLC), membership function(MF), particle swarmoptimization (PSO)

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Authors: Mehdi Karbalaye Zadeh, Ehsan M. Siavashi

Abstract:

The controllable electrical loss which consists of the copper loss and iron loss can be minimized by the optimal control of the armature current vector. The control algorithm of current vector minimizing the electrical loss is proposed and the optimal current vector can be decided according to the operating speed and the load conditions. The proposed control algorithm is applied to the experimental PM motor drive system and this paper presents a modern approach of speed control for permanent magnet synchronous motor (PMSM) applied for Electric Vehicle using a nonlinear control. The regulation algorithms are based on the feedback linearization technique. The direct component of the current is controlled to be zero which insures the maximum torque operation. The near unity power factor operation is also achieved. More over, among EV-s motor electric propulsion features, the energy efficiency is a basic characteristic that is influenced by vehicle dynamics and system architecture. For this reason, the EV dynamics are taken into account.

Keywords: PMSM, Electric Vehicle, Optimal control, Traction.

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Authors: M. Klimavicius

Abstract:

This paper proposes a modeling methodology for the development of data analysis solution. The Author introduce the approach to address data warehousing issues at the at enterprise level. The methodology covers the process of the requirements eliciting and analysis stage as well as initial design of data warehouse. The paper reviews extended business process model, which satisfy the needs of data warehouse development. The Author considers that the use of business process models is necessary, as it reflects both enterprise information systems and business functions, which are important for data analysis. The Described approach divides development into three steps with different detailed elaboration of models. The Described approach gives possibility to gather requirements and display them to business users in easy manner.

Keywords: Data warehouse, data analysis, business processmanagement.

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Authors: Carlo Bellettini, Alessandro Marchetto, Andrea Trentini

Abstract:

Web applications have become very complex and crucial, especially when combined with areas such as CRM (Customer Relationship Management) and BPR (Business Process Reengineering), the scientific community has focused attention to Web applications design, development, analysis, and testing, by studying and proposing methodologies and tools. This paper proposes an approach to automatic multi-dimensional concern mining for Web Applications, based on concepts analysis, impact analysis, and token-based concern identification. This approach lets the user to analyse and traverse Web software relevant to a particular concern (concept, goal, purpose, etc.) via multi-dimensional separation of concerns, to document, understand and test Web applications. This technique was developed in the context of WAAT (Web Applications Analysis and Testing) project. A semi-automatic tool to support this technique is currently under development.

Keywords: Aspect Mining, Concepts Analysis, Concerns Mining, Multi-Dimensional Separation of Concerns, Impact Analysis.

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Authors: N. Drir, L. Barazane, M. Loudini

Abstract:

It is well known that photovoltaic (PV) cells are an attractive source of energy. Abundant and ubiquitous, this source is one of the important renewable energy sources that have been increasing worldwide year by year. However, in the V-P characteristic curve of GPV, there is a maximum point called the maximum power point (MPP) which depends closely on the variation of atmospheric conditions and the rotation of the earth. In fact, such characteristics outputs are nonlinear and change with variations of temperature and irradiation, so we need a controller named maximum power point tracker MPPT to extract the maximum power at the terminals of photovoltaic generator. In this context, the authors propose here to study the modeling of a photovoltaic system and to find an appropriate method for optimizing the operation of the PV generator using two intelligent controllers respectively to track this point. The first one is based on artificial neural networks and the second on fuzzy logic. After the conception and the integration of each controller in the global process, the performances are examined and compared through a series of simulation. These two controller have prove by their results good tracking of the MPPT compare with the other method which are proposed up to now.

Keywords: Maximum power point tracking, neural networks, photovoltaic, P&O.

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Authors: R. Senthilkumar

Abstract:

Most simple nonlinear thresholding rules for wavelet- based denoising assume that the wavelet coefficients are independent. However, wavelet coefficients of natural images have significant dependencies. This paper attempts to give a recipe for selecting one of the popular image-denoising algorithms based on VisuShrink, SureShrink, OracleShrink, BayesShrink and BiShrink and also this paper compares different Bivariate models used for image denoising applications. The first part of the paper compares different Shrinkage functions used for image-denoising. The second part of the paper compares different bivariate models and the third part of this paper uses the Bivariate model with modified marginal variance which is based on Laplacian assumption. This paper gives an experimental comparison on six 512x512 commonly used images, Lenna, Barbara, Goldhill, Clown, Boat and Stonehenge. The following noise powers 25dB,26dB, 27dB, 28dB and 29dB are added to the six standard images and the corresponding Peak Signal to Noise Ratio (PSNR) values are calculated for each noise level.

Keywords: BiShrink, Image-Denoising, PSNR, Shrinkage function

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Authors: Guoyuan Qi , Yskandar Hamam, Barend Jacobus van Wyk, Shengzhi Du

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The majority of existing predictors for time series are model-dependent and therefore require some prior knowledge for the identification of complex systems, usually involving system identification, extensive training, or online adaptation in the case of time-varying systems. Additionally, since a time series is usually generated by complex processes such as the stock market or other chaotic systems, identification, modeling or the online updating of parameters can be problematic. In this paper a model-free predictor (MFP) for a time series produced by an unknown nonlinear system or process is derived using tracking theory. An identical derivation of the MFP using the property of the Newton form of the interpolating polynomial is also presented. The MFP is able to accurately predict future values of a time series, is stable, has few tuning parameters and is desirable for engineering applications due to its simplicity, fast prediction speed and extremely low computational load. The performance of the proposed MFP is demonstrated using the prediction of the Dow Jones Industrial Average stock index.

Keywords: Forecast, model-free predictor, prediction, time series

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