Search results for: Time series model.

Authors: Agata M. Kołodziejczyk, Mateusz Harasymczuk, Pierre-Yves Girardin, Lucie Davidová

Abstract:

Subjective time perception implies connection to cognitive functions, attention, memory and awareness, but a little is known about connections with homeostatic states of the body coordinated by circadian clock. In this paper, we present results from experimental study of subjective time perception in volunteers performing physical activity on treadmill in various phases of their circadian rhythms. Subjects were exposed to several time illusions simulated by programmed timing systems. This study brings better understanding for further improvement of of work quality in isolated areas. 

Keywords: Biological clock, light, time illusions, treadmill.

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Authors: Qingqing Wang, Baocheng Chen, Shouming Zhong

Abstract:

This paper deals with the problem of stability of neural networks with leakage, discrete and distributed delays. A new Lyapunov functional which contains some new double integral terms are introduced. By using appropriate model transformation that shifts the considered systems into the neutral-type time-delay system, and by making use of some inequality techniques, delay-dependent criteria are developed to guarantee the stability of the considered system. Finally, numerical examples are provided to illustrate the usefulness of the proposed main results.

Keywords: Neural networks, Stability, Time-varying delays, Linear matrix inequality.

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Authors: Georgi I. Petkov, Ivan I. Vankov, Yolina A. Petrova

Abstract:

A structure-based model of category learning and categorization at different levels of abstraction is presented. The model compares different structures and expresses their similarity implicitly in the forms of mappings. Based on this similarity, the model can categorize different targets either as members of categories that it already has or creates new categories. The model is novel using two threshold parameters to evaluate the structural correspondence. If the similarity between two structures exceeds the higher threshold, a new sub-ordinate category is created. Vice versa, if the similarity does not exceed the higher threshold but does the lower one, the model creates a new category on higher level of abstraction.

Keywords: Analogy-making, categorization, learning of categories, abstraction, hierarchical structure.

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Authors: K. Kraus, M. Uiberacker, O. Martikainen, R. Reda

Abstract:

One of the major, difficult tasks in automated video surveillance is the segmentation of relevant objects in the scene. Current implementations often yield inconsistent results on average from frame to frame when trying to differentiate partly occluding objects. This paper presents an efficient block-based segmentation algorithm which is capable of separating partly occluding objects and detecting shadows. It has been proven to perform in real time with a maximum duration of 47.48 ms per frame (for 8x8 blocks on a 720x576 image) with a true positive rate of 89.2%. The flexible structure of the algorithm enables adaptations and improvements with little effort. Most of the parameters correspond to relative differences between quantities extracted from the image and should therefore not depend on scene and lighting conditions. Thus presenting a performance oriented segmentation algorithm which is applicable in all critical real time scenarios.

Keywords: Image segmentation, Model-based, Region growing, Blob Analysis, Occlusion, Shadow detection, Intelligent videosurveillance.

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Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: Evolutionary algorithms, portfolio optimization, skewness, stock selection.

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Authors: C. Patrascioiu, V. Matei, N. Nicolae

Abstract:

The paper describes the experiments and the kinetic parameters calculus of the gasoil hydrofining. They are presented experimental results of gasoil hidrofining using Mo and promoted with Ni on aluminum support catalyst. The authors have adapted a kinetic model gasoil hydrofining. Using this proposed kinetic model and the experimental data they have calculated the parameters of the model. The numerical calculus is based on minimizing the difference between the experimental sulf concentration and kinetic model estimation.

Keywords: Hydrofining, kinetic, modeling, optimization.

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Authors: Amjad Abdullah, Amjad Yahya, Bushra Aljohani, Amani S. Alghamdi

Abstract:

Change point detection is an important part of data analysis. The presence of a change point refers to a significant change in the behavior of a time series. In this article, we examine the detection of multiple change points of parameters of the exponential Lomax distribution, which is broad and flexible compared with other distributions while fitting data. We used the Schwarz information criterion and binary segmentation to detect multiple change points in publicly available data on the average temperature in the ozone layer. The change points were successfully located.

Keywords: Binary segmentation, change point, exponential Lomax distribution, information criterion.

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Authors: Zuraida Alwadood, Adibah Shuib, Norlida Abd Hamid

Abstract:

This paper presents the review of past studies concerning mathematical models for rescheduling passenger railway services, as part of delay management in the occurrence of railway disruption. Many past mathematical models highlighted were aimed at minimizing the service delays experienced by passengers during service disruptions. Integer programming (IP) and mixed-integer programming (MIP) models are critically discussed, focusing on the model approach, decision variables, sets and parameters. Some of them have been tested on real-life data of railway companies worldwide, while a few have been validated on fictive data. Based on selected literatures on train rescheduling, this paper is able to assist researchers in the model formulation by providing comprehensive analyses towards the model building. These analyses would be able to help in the development of new approaches in rescheduling strategies or perhaps to enhance the existing rescheduling models and make them more powerful or more applicable with shorter computing time.

Keywords: Mathematical modelling, Mixed-integer programming, Railway rescheduling, Service delays.

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Authors: L. K. Singh, Riktesh Srivastava

Abstract:

How to effectively allocate system resource to process the Client request by Gateway servers is a challenging problem. In this paper, we propose an improved scheme for autonomous performance of Gateway servers under highly dynamic traffic loads. We devise a methodology to calculate Queue Length and Waiting Time utilizing Gateway Server information to reduce response time variance in presence of bursty traffic. The most widespread contemplation is performance, because Gateway Servers must offer cost-effective and high-availability services in the elongated period, thus they have to be scaled to meet the expected load. Performance measurements can be the base for performance modeling and prediction. With the help of performance models, the performance metrics (like buffer estimation, waiting time) can be determined at the development process. This paper describes the possible queue models those can be applied in the estimation of queue length to estimate the final value of the memory size. Both simulation and experimental studies using synthesized workloads and analysis of real-world Gateway Servers demonstrate the effectiveness of the proposed system.

Keywords: M/M/1, M/G/1, G/M/1, G/G/1, Gateway Servers, Buffer Estimation, Waiting Time, Queuing Process.

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Authors: K. M. Tan, A. Anvar, T.F. Lu

Abstract:

A sophisticated simulator provides a cost-effective measure to carry out preliminary mission testing and diagnostic while reducing potential failures for real life at sea trials. The presented simulation framework covers three key areas: AUV modeling, sensor modeling, and environment modeling. AUV modeling mainly covers the area of AUV dynamics. Sensor modeling deals with physics and mathematical models that govern each sensor installed onto the AUV. Environment model incorporates the hydrostatic, hydrodynamics, and ocean currents that will affect the AUV in a real-time mission. Based on this designed simulation framework, custom scenarios provided by the user can be modeled and its corresponding behaviors can be observed. This paper focuses on the accuracy of the simulated data from AUV model and environmental model derived from a developed AUV test-bed which was jointly upgraded by DSTO and the University of Adelaide. The main contribution of this paper is to experimentally verify the accuracy of the proposed simulation framework.

Keywords: Autonomous Underwater Vehicle (AUV), simulator, framework, robotics, maritime robot, modeling.

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Authors: Da-kuan Wei, Xian-zhong Zhou, Dong-jun Xin, Zhi-wei Chen

Abstract:

The information systems with incomplete attribute values and fuzzy decisions commonly exist in practical problems. On the base of the notion of variable precision rough set model for incomplete information system and the rough set model for incomplete and fuzzy decision information system, the variable rough set model for incomplete and fuzzy decision information system is constructed, which is the generalization of the variable precision rough set model for incomplete information system and that of rough set model for incomplete and fuzzy decision information system. The knowledge reduction and heuristic algorithm, built on the method and theory of precision reduction, are proposed.

Keywords: Rough set, Incomplete and fuzzy decision information system, Limited valued tolerance relation, Knowledge reduction, Variable rough set model

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Authors: Gayadhar Panda, P. K. Rautraya

Abstract:

Damping of inter-area electromechanical oscillations is one of the major challenges to the electric power system operators. This paper presents Gravitational Search Algorithm (GSA) for tuning Static Synchronous Series Compensator (SSSC) based damping controller to improve power system oscillation stability. In the proposed algorithm, the searcher agents are a collection of masses which interact with each other based on the Newtonian gravity and the laws of motion. The effectiveness of the scheme in damping power system oscillations during system faults at different loading conditions is demonstrated through time-domain simulation.

Keywords: FACTS, Damping controller design, Gravitational search algorithm (GSA), Power system oscillations, Single-machine infinite Bus power system, SSSC.

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Authors: Md. Fazlul Karim, Mohammed Ashaque Meah, Ahmad Izani M. Ismail

Abstract:

In this paper, a two-dimensional mathematical model is developed for estimating the extent of inland inundation due to Indonesian tsunami of 2004 along the coastal belts of Peninsular Malaysia and Thailand. The model consists of the shallow water equations together with open and coastal boundary conditions. In order to route the water wave towards the land, the coastal boundary is treated as a time dependent moving boundary. For computation of tsunami inundation, the initial tsunami wave is generated in the deep ocean with the strength of the Indonesian tsunami of 2004. Several numerical experiments are carried out by changing the slope of the beach to examine the extent of inundation with slope. The simulated inundation is found to decrease with the increase of the slope of the orography. Correlation between inundation / recession and run-up are found to be directly proportional to each other.

Keywords: Inland Inundation, Shallow Water Equations, Tsunami, Moving Coastal Boundary.

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Authors: Seyoung Kim, Jeongmin Kim, Kwang Ryel Ryu

Abstract:

A database that records average traffic speeds measured at five-minute intervals for all the links in the traffic network of a metropolitan city. While learning from this data the models that can predict future traffic speed would be beneficial for the applications such as the car navigation system, building predictive models for every link becomes a nontrivial job if the number of links in a given network is huge. An advantage of adopting k-nearest neighbor (k-NN) as predictive models is that it does not require any explicit model building. Instead, k-NN takes a long time to make a prediction because it needs to search for the k-nearest neighbors in the database at prediction time. In this paper, we investigate how much we can speed up k-NN in making traffic speed predictions by reducing the amount of data to be searched for without a significant sacrifice of prediction accuracy. The rationale behind this is that we had a better look at only the recent data because the traffic patterns not only repeat daily or weekly but also change over time. In our experiments, we build several different k-NN models employing different sets of features which are the current and past traffic speeds of the target link and the neighbor links in its up/down-stream. The performances of these models are compared by measuring the average prediction accuracy and the average time taken to make a prediction using various amounts of data.

Keywords: Big data, k-NN, machine learning, traffic speed prediction.

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Authors: Ahmed Abbas, M.R. M Rizk, Mohamed El-Sayed

Abstract:

This paper presents a new adaptive DMC controller that improves the controller performance in case of plant-model mismatch. The new controller monitors the plant measured output, compares it with the model output and calculates weights applied to the controller move. Simulations show that the new controller can help improve control performance and avoid instability in case of severe model mismatches.

Keywords: Adaptive control, dynamic matrix control, DMC, model predictive control

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Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: Piecewise, Bayesian, reversible jump MCMC, segmentation.

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Authors: Shiwei Deng, Yang Bao

Abstract:

In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.

Keywords: Dependence analysis, EFSM model, greedy algorithm, regression test.

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Authors: Martin Kendra, Jaroslav Mašek, Juraj Čamaj, Martin Búda

Abstract:

The paper deals with possibilities of increase train capacity by using a new type of railway wagon. In the first part is created a mathematical model to calculate the capacity of the train. The model is based on the main limiting parameters of the train - maximum number of axles per train, maximum gross weight of train, maximum length of train and number of TEUs per one wagon. In the second part is the model applied to four different model trains with different composition of the train set and three different average weights of TEU and a train consisting of a new type of wagons. The result is to identify where the carrying capacity of the original trains is higher, respectively less than a capacity of train consisting of a new type of wagons.

Keywords: Loading units, theoretical capacity model, train capacity, wagon for intermodal transport.

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Authors: S. Farzi

Abstract:

Recently, a lot of attention has been devoted to advanced techniques of system modeling. PNN(polynomial neural network) is a GMDH-type algorithm (Group Method of Data Handling) which is one of the useful method for modeling nonlinear systems but PNN performance depends strongly on the number of input variables and the order of polynomial which are determined by trial and error. In this paper, we introduce GPNN (genetic polynomial neural network) to improve the performance of PNN. GPNN determines the number of input variables and the order of all neurons with GA (genetic algorithm). We use GA to search between all possible values for the number of input variables and the order of polynomial. GPNN performance is obtained by two nonlinear systems. the quadratic equation and the time series Dow Jones stock index are two case studies for obtaining the GPNN performance.

Keywords: GMDH, GPNN, GA, PNN.

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Authors: YongXian, JIN

Abstract:

Introducing survivability into embedded real-time system (ERTS) can improve the survivability power of the system. This paper mainly discusses about the survivability of ERTS. The first is the survivability origin of ERTS. The second is survivability analysis. According to the definition of survivability based on survivability specification and division of the entire survivability analysis process for ERTS, a survivability analysis profile is presented. The quantitative analysis model of this profile is emphasized and illuminated in detail, the quantifying analysis of system was showed helpful to evaluate system survivability more accurate. The third is platform design of survivability analysis. In terms of the profile, the analysis process is encapsulated and assembled into one platform, on which quantification, standardization and simplification of survivability analysis are all achieved. The fourth is survivability design. According to character of ERTS, strengthened design method is selected to realize system survivability design. Through the analysis of embedded mobile video-on-demand system, intrusion tolerant technology is introduced in whole survivability design.

Keywords: ERTS (embedded real-time system), survivability, quantitative analysis, survivability specification, intrusion tolerant

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Authors: Rajeev R. Sahay

Abstract:

Rivers have transient storage or dead zones where injected pollutants or solutes are entrapped for considerable period of time, known as residence time, before being released into the main flowing zones of rivers. In this study, a new empirical expression for residence time, implementing genetic programming on published dispersion data, has been derived. The proposed expression uses few hydraulic and geometric characteristics of rivers which are normally known to the authorities. When compared with some reported expressions, based on various statistical indices, it can be concluded that the proposed expression predicts the residence time of pollutants in natural rivers more accurately.

Keywords: Parameter estimation, pollutant transport, residence time, rivers, transient storage.

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Authors: Azam Beg, P. W. Chandana Prasad, S.M.N.A Senenayake

Abstract:

When binary decision diagrams are formed from uniformly distributed Monte Carlo data for a large number of variables, the complexity of the decision diagrams exhibits a predictable relationship to the number of variables and minterms. In the present work, a neural network model has been used to analyze the pattern of shortest path length for larger number of Monte Carlo data points. The neural model shows a strong descriptive power for the ISCAS benchmark data with an RMS error of 0.102 for the shortest path length complexity. Therefore, the model can be considered as a method of predicting path length complexities; this is expected to lead to minimum time complexity of very large-scale integrated circuitries and related computer-aided design tools that use binary decision diagrams.

Keywords: Monte Carlo circuit simulation data, binary decision diagrams, neural network modeling, shortest path length estimation

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Authors: A. Petz, S. Duckwitz, C. Schmalz, S. Meyer, S. Mütze-Niewöhner, C.M. Schlick

Abstract:

Although services play a crucial role in economy, service did not gain as much importance as productivity management in manufacturing. This paper presents key findings from literature and practice. Based on an initial definition of complex services, seven productivity concepts are briefly presented and assessed by relevant, complex service specific criteria. Following the findings a complex service productivity model is proposed. The novel model comprises of all specific dimensions of service provision from both, the provider-s as well as costumer-s perspective. A clear assignment of identified value drivers and relationships between them is presented. In order to verify the conceptual service productivity model a case study from a project engineering department of a chemical plant development and construction company is presented.

Keywords: assessment model, complex services, service productivity model, value driver.

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Authors: Fathi Alwafie

Abstract:

This paper presents a ray tracing simulation technique for characterize the radiowave propagation inside building. The implementation of an algorithm capable of enumerating a large number of propagation paths in interactive time for the special case of 2.5D. The effective dielectric constants of the building structure in the simulations are indicated. The study describes an efficient 2.5D model of ray tracing algorithm were compared with 3D model. The result of the first investigations is that the environment of the indoor wave significantly changes as we change the electric parameters of material constructions. A detailed analysis of the dependence of the indoor wave on the wideband characteristics of the channel: root mean square (RMS) delay spread characteristics and Mean excess delay, is also investigated.

Keywords: Picrocellular, Propagation, Ray tracing

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Authors: Labar Hocine, Dgeghader Yacine, Kelaiaia Mounia Samira, Bounaya Kamel

Abstract:

To maximise furnace production it-s necessary to optimise furnace control, with the objectives of achieving maximum power input into the melting process, minimum network distortion and power-off time, without compromise on quality and safety. This can be achieved with on the one hand by an appropriate electrode control and on the other hand by a minimum of AC transformer switching. Electrical arc is a stochastic process; witch is the principal cause of power quality problems, including voltages dips, harmonic distortion, unbalance loads and flicker. So it is difficult to make an appropriate model for an Electrical Arc Furnace (EAF). The factors that effect EAF operation are the melting or refining materials, melting stage, electrode position (arc length), electrode arm control and short circuit power of the feeder. So arc voltages, current and power are defined as a nonlinear function of the arc length. In this article we propose our own empirical function of the EAF and model, for the mean stages of the melting process, thanks to the measurements in the steel factory.

Keywords: Modelling, electrical arc, melting, power, EAF, steel.

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Authors: S. Panda, S. C. Swain, A. K. Baliarsingh, C. Ardil

Abstract:

Optimal supplementary damping controller design for Thyristor Controlled Series Compensator (TCSC) is presented in this paper. For the proposed controller design, a multi-objective fitness function consisting of both damping factors and real part of system electromachanical eigenvalue is used and Real- Coded Genetic Algorithm (RCGA) is employed for the optimal supplementary controller parameters. The performance of the designed supplementary TCSC-based damping controller is tested on a weakly connected power system with different disturbances and loading conditions with parameter variations. Simulation results are presented and compared with a conventional power system stabilizer and also with the TCSC-based supplementary controller when the controller parameters are not optimized to show the effectiveness and robustness of the proposed approach over a wide range of loading conditions and disturbances.

Keywords: Power System Oscillations, Real-Coded Genetic Algorithm (RCGA), Thyristor Controlled Series Compensator (TCSC), Damping Controller, Power System Stabilizer.

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Authors: Ahmad Gholami , Saeed Sharafi, Hamid Abbasdokht

Abstract:

The effect of magnetic field on germination characteristics of two wheat Seeds has been studied under laboratory conditions. Seeds were magnetically exposed to magnetic field strengths, 125 or 250mT for different periods of time. Mean germination time and the time required to obtain 10, 25, 50, 75 and 90%of seeds to germinate were calculated. The germination time for each treatment were in general, higher than corresponding control values, in the other word in treated seeds time required for mean seed germination time increased nearly 3 hours in compared non treated control seeds. T10 for doses D5, D6, D11 and D12 significantly higher than the control values for both cultivars. Mean germination time (MGT) in both cultivars significantly increased when the time of seed exposed at magnetic field treatments increased , about 3 and 2 hour respectively for Omid and BCR cultivars.

Keywords: wheat, cultivar, germination test, magnetic field

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Authors: Atikur Rahman Baizid, Md. Elias Uddin Biswas, Ahsan Habib

Abstract:

Nayak et al have discussed in detail the inertial forces such as Gravitational, Coriolis-Lense-Thirring and Centrifugal forces in the Kerr-Newman Space-time in the Kerr-Newman Space-time. The main theme of this paper is to study the Gravitational and Centrifugal forces in the NUT-Kerr-Newman Space-time.

Keywords: Gravitational Forces, Centrifugal Forces, Nut-Kerr-Newman, Space time.

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Authors: Jouhra Dad, Mohammed Ouali, Yahia Lebbah

Abstract:

Urban road network traffic has become one of the most studied research topics in the last decades. This is mainly due to the enlargement of the cities and the growing number of motor vehicles traveling in this road network. One of the most sensitive problems is to verify if the network is congestion-free. Another related problem is the automatic reconfiguration of the network without building new roads to alleviate congestions. These problems require an accurate model of the traffic to determine the steady state of the system. An alternative is to simulate the traffic to see if there are congestions and when and where they occur. One key issue is to find an adequate model for road intersections. Once the model established, either a large scale model is built or the intersection is represented by its performance measures and simulation for analysis. In both cases, it is important to seek the queueing model to represent the road intersection. In this paper, we propose to model the road intersection as a BCMP queueing network and we compare this analytical model against a simulation model for validation.

Keywords: Queueing theory, transportation systems, BCMPqueueing network, performance measures, modeling, simulation

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Authors: Zahra Yaghoubi, Nooshin Bigdeli, Karim Afshar

Abstract:

This paper at first presents approximate analytical solutions for systems of fractional differential equations using the differential transform method. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of systems of fractional differential equations. The solutions of our model equations are calculated in the form of convergent series with easily computable components. After that a drive-response synchronization method with linear output error feedback is presented for “generalized projective synchronization" for a class of fractional-order chaotic systems via a scalar transmitted signal. Genesio_Tesi and Duffing systems are used to illustrate the effectiveness of the proposed synchronization method.

Keywords: Generalized projective synchronization; Fractionalorder;Chaos; Caputo derivative; Differential transform method

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