Search results for: Four Phase Methodology
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2945

Search results for: Four Phase Methodology

1805 An Owl Ontology for Commonkads Template Knowledge Models

Authors: B. A. Gobin, R. K. Subramanian

Abstract:

This paper gives an overview of how an OWL ontology has been created to represent template knowledge models defined in CML that are provided by CommonKADS. CommonKADS is a mature knowledge engineering methodology which proposes the use of template knowledge model for knowledge modelling. The aim of developing this ontology is to present the template knowledge model in a knowledge representation language that can be easily understood and shared in the knowledge engineering community. Hence OWL is used as it has become a standard for ontology and also it already has user friendly tools for viewing and editing.

Keywords: Ontology, OWL, Template Knowledge Models, CommonKADS

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1804 Best Combination of Design Parameters for Buildings with Buckling-Restrained Braces

Authors: Ángel de J. López-Pérez, Sonia E. Ruiz, Vanessa A. Segovia

Abstract:

Buildings vulnerability due to seismic activity has been highly studied since the middle of last century. As a solution to the structural and non-structural damage caused by intense ground motions, several seismic energy dissipating devices, such as buckling-restrained braces (BRB), have been proposed. BRB have shown to be effective in concentrating a large portion of the energy transmitted to the structure by the seismic ground motion. A design approach for buildings with BRB elements, which is based on a seismic Displacement-Based formulation, has recently been proposed by the coauthors in this paper. It is a practical and easy design method which simplifies the work of structural engineers. The method is used here for the design of the structure-BRB damper system. The objective of the present study is to extend and apply a methodology to find the best combination of design parameters on multiple-degree-of-freedom (MDOF) structural frame – BRB systems, taking into account simultaneously: 1) initial costs and 2) an adequate engineering demand parameter. The design parameters considered here are: the stiffness ratio (α = Kframe/Ktotal), and the strength ratio (γ = Vdamper/Vtotal); where K represents structural stiffness and V structural strength; and the subscripts "frame", "damper" and "total" represent: the structure without dampers, the BRB dampers and the total frame-damper system, respectively. The selection of the best combination of design parameters α and γ is based on an initial costs analysis and on the structural dynamic response of the structural frame-damper system. The methodology is applied to a 12-story 5-bay steel building with BRB, which is located on the intermediate soil of Mexico City. It is found the best combination of design parameters α and γ for the building with BRB under study.

Keywords: Best combination of design parameters, BRB, buildings with energy dissipating devices, buckling-restrained braces, initial costs.

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1803 Design of PI Controller Using MRAC Techniques For Couple-Tanks Process

Authors: Boonsrimuang P., Numsomran A., Kangwanrat S.

Abstract:

The typical coupled-tanks process that is TITO plant has the difficulty in controller design because changing of system dynamics and interacting of process. This paper presents design methodology of auto-adjustable PI controller using MRAC technique. The proposed method can adjust the controller parameters in response to changes in plant and disturbance real time by referring to the reference model that specifies properties of the desired control system.

Keywords: PI controller, MRAC, Couple-tanks process

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1802 A Self-Consistent Scheme for Elastic-Plastic Asperity Contact

Authors: Xu Jianguo

Abstract:

In this paper, a generalized self-consistent scheme, or “three phase model", is used to set up a micro-mechanics model for rough surface contact with randomly distributed asperities. The dimensionless average real pressure p is obtained as function of the ratio of the real contact area to the apparent contact area, 0 A / A r . Both elastic and plastic materials are considered, and the influence of the plasticity of material on p is discussed. Both two-dimensional and three-dimensional rough surface contact problems are considered.

Keywords: Contact mechanics, plastic deformation, self-consistent scheme.

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1801 Semi-Automatic Approach for Semantic Annotation

Authors: Mohammad Yasrebi, Mehran Mohsenzadeh

Abstract:

The third phase of web means semantic web requires many web pages which are annotated with metadata. Thus, a crucial question is where to acquire these metadata. In this paper we propose our approach, a semi-automatic method to annotate the texts of documents and web pages and employs with a quite comprehensive knowledge base to categorize instances with regard to ontology. The approach is evaluated against the manual annotations and one of the most popular annotation tools which works the same as our tool. The approach is implemented in .net framework and uses the WordNet for knowledge base, an annotation tool for the Semantic Web.

Keywords: Semantic Annotation, Metadata, Information Extraction, Semantic Web, knowledge base.

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1800 Data Traffic Dynamics and Saturation on a Single Link

Authors: Reginald D. Smith

Abstract:

The dynamics of User Datagram Protocol (UDP) traffic over Ethernet between two computers are analyzed using nonlinear dynamics which shows that there are two clear regimes in the data flow: free flow and saturated. The two most important variables affecting this are the packet size and packet flow rate. However, this transition is due to a transcritical bifurcation rather than phase transition in models such as in vehicle traffic or theorized large-scale computer network congestion. It is hoped this model will help lay the groundwork for further research on the dynamics of networks, especially computer networks.

Keywords: congestion, packet flow, Internet, traffic dynamics, transcritical bifurcation

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1799 Compensation–Based Current Decomposition

Authors: Mihaela Popescu, Alexandru Bitoleanu, Mircea Dobriceanu

Abstract:

This paper deals with the current space-vector decomposition in three-phase, three-wire systems on the basis of some case studies. We propose four components of the current spacevector in terms of DC and AC components of the instantaneous active and reactive powers. The term of supplementary useless current vector is also pointed out. The analysis shows that the current decomposition which respects the definition of the instantaneous apparent power vector is useful for compensation reasons only if the supply voltages are sinusoidal. A modified definition of the components of the current is proposed for the operation under nonsinusoidal voltage conditions.

Keywords: Active current, Active filtering, p–q theory, Reactive current.

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1798 Tunable Photonic Microwave Bandpass Filter Based on EOPM and VPBS

Authors: R. Heydari, M. R. Salehi

Abstract:

A tunable photonic microwave bandpass filter with negative coefficient based on an electro-optic phase modulator (EOPM) and a variable polarization beamsplitter (VPBS) is demonstrated. A two-tap microwave bandpass filter with one negative coefficient is presented. The chromatic dispersion and optical coherence are not affected on this filter.

Keywords: Bandpass filter, EOPM, photonic microwave filter, polarization beamsplitter.

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1797 FEM Analysis of Occluded Ear Simulator with Narrow Slit Pathway

Authors: M. Sasajima, T. Yamaguchi, M. Watanabe, Y. Koike

Abstract:

This paper discusses the propagation of sound waves in air, specifically in narrow rectangular pathways of an occluded-ear simulator for acoustic measurements. In narrow pathways, both the speed of sound and the phase of the sound waves are affected by the damping of the air viscosity. Herein, we propose a new finite-element method (FEM) that considers the effects of the air viscosity. The method was developed as an extension of existing FEMs for porous, sound-absorbing materials. The results of a numerical calculation for a three-dimensional ear-simulator model using the proposed FEM were validated by comparing with theoretical lumped-parameter modeling analysis and standard values.

Keywords: Ear simulator, FEM, simulation, viscosity.

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1796 Recycling-Oriented Product Assessment during Design Process with Usage of Agent Technology

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

Abstract:

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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1795 Synthesis, Structure and Functional Characteristics of Solid Electrolytes Based on Lanthanum Niobates

Authors: Maria V. Morozova, Yulia V. Emelyanova, Anastasia A. Levina, Elena S. Buyanova, Zoya A. Mikhaylovskaya, Sofia A. Petrova

Abstract:

The solid solutions of lanthanum niobates substituted by yttrium, bismuth and tungsten were synthesized. The structure of the solid solutions is either LaNbO4-based monoclinic or BiNbO4-based triclinic. The series where niobium is substituted by tungsten on B site reveals phase-modulated structure. The values of cell parameters decrease with increasing the dopant concentration for all samples except the tungsten series although the latter show higher total conductivity.

Keywords: Impedance spectroscopy, LaNbO4, lanthanum ortho-niobates.

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1794 Participatory Patterns of Community in Water and Waste Management: A Case Study of Municipality in Amphawa District, Samut Songkram Province

Authors: Srisuwan Kasemsawat

Abstract:

This is a survey research using quantitative and qualitative methodology. There were three objectives: 1) To study participatory level of community in water and waste environment management. 2) To study the affecting factors for community participation in water and waste environment management in Ampawa District, Samut Songkram Province. 3) To search for the participatory patterns in water and waste management. The population sample for the quantitative research was 1,364 people living in Ampawa District. The methodology was simple random sampling. Research instrument was a questionnaire and the qualitative research used purposive sampling in 6 Sub Districts which are Ta Ka, Suanluang, Bangkae, Muangmai, Kwae-om, and Bangnanglee Sub District Administration Organization. Total population is 63. For data analysis, the study used content analysis from quantitative research to synthesize and build question frame from the content for interview and conducting focus group interview. The study found that the community participatory in the issue of level in water and waste management are moderate of planning, operation, and evaluation. The issue of being beneficial is at low level. Therefore, the overall participatory level of community in water and waste environment management is at a medium level. The factors affecting the participatory of community in water and waste management are age, the period dwelling in the community and membership in which the mean difference is statistic significant at 0.05 in area of operation, being beneficial, and evaluation. For patterns of community participation, there is the correlation with water and waste management in 4 concerns which are 1) Participation in planning 2) Participation in operation 3) Participation in being beneficial both directly and indirectly benefited 4) Participation in evaluation and monitoring. The recommendation from this study is the need to create conscious awareness in order to increase participation level of people by organizing activities that promote participation with volunteer spirit. Government should open opportunities for people to participate in sharing ideas and create the culture of living together with equality which would build more concrete participation.

Keywords: Participation, Participatory Patterns, Water and Waste Management, Environmental Management.

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1793 The Role of Knowledge Management in Innovation: Spanish Evidence

Authors: María Jesús Luengo-Valderrey, Mónica Moso-Díez

Abstract:

In the knowledge-based economy, innovation is considered essential in order to achieve survival and growth in organizations. On the other hand, knowledge management is currently understood as one of the keys to innovation process. Both factors are generally admitted as generators of competitive advantage in organizations. Specifically, activities on R&D&I and those that generate internal knowledge have a positive influence in innovation results. This paper examines this effect and if it is similar or not is what we aimed to quantify in this paper. We focus on the impact that proportion of knowledge workers, the R&D&I investment, the amounts destined for ICTs and training for innovation have on the variation of tangible and intangibles returns for the sector of high and medium technology in Spain. To do this, we have performed an empirical analysis on the results of questionnaires about innovation in enterprises in Spain, collected by the National Statistics Institute. First, using clusters methodology, the behavior of these enterprises regarding knowledge management is identified. Then, using SEM methodology, we performed, for each cluster, the study about cause-effect relationships among constructs defined through variables, setting its type and quantification. The cluster analysis results in four groups in which cluster number 1 and 3 presents the best performance in innovation with differentiating nuances among them, while clusters 2 and 4 obtained divergent results to a similar innovative effort. However, the results of SEM analysis for each cluster show that, in all cases, knowledge workers are those that affect innovation performance most, regardless of the level of investment, and that there is a strong correlation between knowledge workers and investment in knowledge generation. The main findings reached is that Spanish high and medium technology companies improve their innovation performance investing in internal knowledge generation measures, specially, in terms of R&D activities, and underinvest in external ones. This, and the strong correlation between knowledge workers and the set of activities that promote the knowledge generation, should be taken into account by managers of companies, when making decisions about their investments for innovation, since they are key for improving their opportunities in the global market.

Keywords: High and medium technology sector, innovation, knowledge management, Spanish companies.

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1792 X-ray Pulse Profiles of PSR J0538+2817

Authors: Kun Tao Zhao, Na Wang, Jian Ping Yuan

Abstract:

This paper reports our analysis of 163 ks observations of PSR J0538+2817 with the Rossi X-Ray Timing Explorer (RXTE).The pulse profiles, detected up to 60 keV, show a single peak asin the case for radio frequency. The profile is well described by one Gaussians function with full width at half maximum (FWHM) 0.04794. We compared the difference of arrival time between radio and X-ray pulse profiles for the first time. It turns out that the phase of radio emits precede the X-ray by 8.7 ± 4.5 ms. Furthermore we obtained the pulse profiles in the energy ranges of 2.29-6.18 keV, 6.18-12.63 keV and 12.63-17.36 keV. The intensity of pulses decreases with the increasing energy range. We discuss the emission geometry in our work.

Keywords: RXTE, X-ray pulsars, PSR J0538+2817.

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1791 Facile Synthesis of Vertically Aligned ZnO Nanowires on Carbon Layer by Vapour Deposition

Authors: Kh. A. Abdullin, N. B. Bakranov, S. E. Kudaibergenov, S.E. Kumekov, V. N. Ermolaev, L. V. Podrezova

Abstract:

A facile vapour deposition method of synthesis of vertically aligned ZnO nanowires on carbon seed layer was developed. The received samples were investigated on electronic microscope JSM-6490 LA JEOL and x-ray diffractometer X, pert MPD PRO. The photoluminescence spectra (PL) of obtained ZnO samples at a room temperature were studied using He-Cd laser (325 nm line) as excitation source.

Keywords: ZnO nanowires, vapor-phase deposition, Nicatalytic layer, facile method of synthesis, carbon catalytic layer, thephotoluminescence spectra, X-ray spectrum.

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1790 Structure-Phase States of Al-Si Alloy after Electron-Beam Treatment and Multicycle Fatigue

Authors: Krestina V. Alsaraeva, Victor E. Gromov, Sergey V. Konovalov, Anna A. Atroshkina

Abstract:

Processing of Al-19.4Si alloy by high intensive electron beam has been carried out and multiple increases in fatigue life of the material have been revealed. Investigations of structure and surface modified layer destruction of Al-19.4Si alloy subjected to multicycle fatigue tests to fracture have been carried out by methods of scanning electron microscopy. The factors responsible for the increase of fatigue life of Al-19.4Si alloy have been revealed and analyzed.

Keywords: Al-19.4Si alloy, high intensive electron beam, multicycle fatigue, structure.

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1789 Computer Modeling and Plant-Wide Dynamic Simulation for Industrial Flare Minimization

Authors: Sujing Wang, Song Wang, Jian Zhang, Qiang Xu

Abstract:

Flaring emissions during abnormal operating conditions such as plant start-ups, shut-downs, and upsets in chemical process industries (CPI) are usually significant. Flare minimization can help to save raw material and energy for CPI plants, and to improve local environmental sustainability. In this paper, a systematic methodology based on plant-wide dynamic simulation is presented for CPI plant flare minimizations under abnormal operating conditions. Since off-specification emission sources are inevitable during abnormal operating conditions, to significantly reduce flaring emission in a CPI plant, they must be either recycled to the upstream process for online reuse, or stored somewhere temporarily for future reprocessing, when the CPI plant manufacturing returns to stable operation. Thus, the off-spec products could be reused instead of being flared. This can be achieved through the identification of viable design and operational strategies during normal and abnormal operations through plant-wide dynamic scheduling, simulation, and optimization. The proposed study includes three stages of simulation works: (i) developing and validating a steady-state model of a CPI plant; (ii) transiting the obtained steady-state plant model to the dynamic modeling environment; and refining and validating the plant dynamic model; and (iii) developing flare minimization strategies for abnormal operating conditions of a CPI plant via a validated plant-wide dynamic model. This cost-effective methodology has two main merits: (i) employing large-scale dynamic modeling and simulations for industrial flare minimization, which involves various unit models for modeling hundreds of CPI plant facilities; (ii) dealing with critical abnormal operating conditions of CPI plants such as plant start-up and shut-down. Two virtual case studies on flare minimizations for start-up operation (over 50% of emission savings) and shut-down operation (over 70% of emission savings) of an ethylene plant have been employed to demonstrate the efficacy of the proposed study.

Keywords: Flare minimization, large-scale modeling and simulation, plant shut-down, plant start-up.

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1788 The Effects of Software Size on Development Effort and Software Quality

Authors: Zhizhong Jiang, Peter Naudé, Binghua Jiang

Abstract:

Effective evaluation of software development effort is an important issue during project plan. This study provides a model to predict development effort based on the software size estimated with function points. We generalize the average amount of effort spent on each phase of the development, and give the estimates for the effort used in software building, testing, and implementation. Finally, this paper finds a strong correlation between software defects and software size. As the size of software constantly increases, the quality remains to be a matter which requires major concern.

Keywords: Development effort, function points, software quality, software size.

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1787 Analysis of Direct Current Motor in LabVIEW

Authors: E. Ramprasath, P. Manojkumar, P. Veena

Abstract:

DC motors have been widely used in the past centuries which are proudly known as the workhorse of industrial systems until the invention of the AC induction motors which makes a huge revolution in industries. Since then, the use of DC machines has been decreased due to enormous factors such as reliability, robustness and complexity but it lost its fame due to the losses. In this paper a new methodology is proposed to construct a DC motor through the simulation in LabVIEW to get an idea about its real time performances, if a change in parameter might have bigger improvement in losses and reliability.

Keywords: Direct Current motor, LabVIEW software, modelling and analysis, overall characteristics of Direct Current motor.

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1786 A New Correlation for Overall Sherwood Number in Packed Liquid-Liquid Extraction Column

Authors: S. GhaffariTooran, H. Abolghasemi, H. Bahmanyar, M. Esmaeili, A. Safari

Abstract:

Using plug flow model in conjunction with experimental solute concentration profiles, overall volumetric mass transfer coefficient based on continuous phase (Koca), in a packed liquid-liquid extraction column has been optimized. Number of 12 experiments has been done using standard system of water/acid acetic/toluene in a 6 cm diameter, 120 cm height column. Thorough consideration of influencing parameters we intended to correlate dimensionless parameters in term of overall Sherwood number which has an acceptable average error of about 15.8%.

Keywords: Packed column, mass transfer coefficient, solvent extraction, Sherwood number.

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1785 The Sign in the Communication Process

Authors: S. Pesina, T. Solonchak

Abstract:

In the process of information transmission (concept verbalization) we deal mostly with the substance (contents), and then pay attention to the form. Recalling events from the remote past, often we cannot exactly reproduce specific heard or pronounced words, as well as the syntactic structures. We remember events, feelings, images; we recall the general contents of the discourse. The thought gets a specific language form only during the concept verbalization phase. With minimum time for pondering, depending on the language competence level, the grammar and syntactic shaping often occurs automatically with the use of famous models and stereotypes. This means that the language form adapts itself to the consciousness, and not vice versa.

Keywords: Lexical eidos, phenomenology, noema, polysemantic word, semantic core.

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1784 Steady State of Passive and Active Suspensions in the Physical Domain

Authors: Gilberto Gonzalez-A, Jorge Madrigal

Abstract:

The steady state response of bond graphs representing passive and active suspension is presented. A bond graph with preferred derivative causality assignment to get the steady state is proposed. A general junction structure of this bond graph is proposed. The proposed methodology to passive and active suspensions is applied.

Keywords: Bond graph, steady state, active suspension.

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1783 Combining Bagging and Additive Regression

Authors: Sotiris B. Kotsiantis

Abstract:

Bagging and boosting are among the most popular re-sampling ensemble methods that generate and combine a diversity of regression models using the same learning algorithm as base-learner. Boosting algorithms are considered stronger than bagging on noise-free data. However, there are strong empirical indications that bagging is much more robust than boosting in noisy settings. For this reason, in this work we built an ensemble using an averaging methodology of bagging and boosting ensembles with 10 sub-learners in each one. We performed a comparison with simple bagging and boosting ensembles with 25 sub-learners on standard benchmark datasets and the proposed ensemble gave better accuracy.

Keywords: Regressors, statistical learning.

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1782 An Application of SMED Methodology

Authors: Berna Ulutas

Abstract:

Single Minute Exchange of Dies (SMED) mainly focuses on recognition of internal and external activities. It is concerned particularly with transferring internal activities into external ones in as many numbers as possible, by also minimizing the internal ones. The validity of the method and procedures are verified by an application a Styrofoam manufacturing process where setup times are critical for time reduction. Significant time savings have been achieved with minimum investment. Further, the issues related with employer safety and ergonomics principles during die exchange are noted.

Keywords: Die exchange, internal-external set-up, lean manufacturing, single minute die exchange.

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1781 Data Preprocessing for Supervised Leaning

Authors: S. B. Kotsiantis, D. Kanellopoulos, P. E. Pintelas

Abstract:

Many factors affect the success of Machine Learning (ML) on a given task. The representation and quality of the instance data is first and foremost. If there is much irrelevant and redundant information present or noisy and unreliable data, then knowledge discovery during the training phase is more difficult. It is well known that data preparation and filtering steps take considerable amount of processing time in ML problems. Data pre-processing includes data cleaning, normalization, transformation, feature extraction and selection, etc. The product of data pre-processing is the final training set. It would be nice if a single sequence of data pre-processing algorithms had the best performance for each data set but this is not happened. Thus, we present the most well know algorithms for each step of data pre-processing so that one achieves the best performance for their data set.

Keywords: Data mining, feature selection, data cleaning.

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1780 Renewable Energy Trends Analysis: A Patents Study

Authors: Sepulveda Juan

Abstract:

This article explains the elements and considerations taken into account when implementing and applying patent evaluation and scientometric study in the identifications of technology trends, and the tools that led to the implementation of a software application for patent revision. Univariate analysis helped recognize the technological leaders in the field of energy, and steered the way for a multivariate analysis of this sample, which allowed for a graphical description of the techniques of mature technologies, as well as the detection of emerging technologies. This article ends with a validation of the methodology as applied to the case of fuel cells.

Keywords: Energy, technology mapping, patents.

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1779 Switching Studies on Ge15In5Te56Ag24 Thin Films

Authors: Diptoshi Roy, G. Sreevidya Varma, S. Asokan, Chandasree Das

Abstract:

Germanium Telluride based quaternary thin film switching devices with composition Ge15In5Te56Ag24, have been deposited in sandwich geometry on glass substrate with aluminum as top and bottom electrodes. The bulk glassy form of the said composition is prepared by melt quenching technique. In this technique, appropriate quantity of elements with high purity are taken in a quartz ampoule and sealed under a vacuum of 10-5 mbar. Then, it is allowed to rotate in a horizontal rotary furnace for 36 hours to ensure homogeneity of the melt. After that, the ampoule is quenched into a mixture of ice - water and NaOH to get the bulk ingot of the sample. The sample is then coated on a glass substrate using flash evaporation technique at a vacuum level of 10-6 mbar. The XRD report reveals the amorphous nature of the thin film sample and Energy - Dispersive X-ray Analysis (EDAX) confirms that the film retains the same chemical composition as that of the base sample. Electrical switching behavior of the device is studied with the help of Keithley (2410c) source-measure unit interfaced with Lab VIEW 7 (National Instruments). Switching studies, mainly SET (changing the state of the material from amorphous to crystalline) operation is conducted on the thin film form of the sample. This device is found to manifest memory switching as the device remains 'ON' even after the removal of the electric field. Also it is found that amorphous Ge15In5Te56Ag24 thin film unveils clean memory type of electrical switching behavior which can be justified by the absence of fluctuation in the I-V characteristics. The I-V characteristic also reveals that the switching is faster in this sample as no data points could be seen in the negative resistance region during the transition to on state and this leads to the conclusion of fast phase change during SET process. Scanning Electron Microscopy (SEM) studies are performed on the chosen sample to study the structural changes at the time of switching. SEM studies on the switched Ge15In5Te56Ag24 sample has shown some morphological changes at the place of switching wherein it can be explained that a conducting crystalline channel is formed in the device when the device switches from high resistance to low resistance state. From these studies it can be concluded that the material may find its application in fast switching Non-Volatile Phase Change Memory (PCM) Devices.

Keywords: Chalcogenides, vapor deposition, electrical switching, PCM.

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1778 Price Prediction Line, Investment Signals and Limit Conditions Applied for the German Financial Market

Authors: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.

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1777 Decomposition Method for Neural Multiclass Classification Problem

Authors: H. El Ayech, A. Trabelsi

Abstract:

In this article we are going to discuss the improvement of the multi classes- classification problem using multi layer Perceptron. The considered approach consists in breaking down the n-class problem into two-classes- subproblems. The training of each two-class subproblem is made independently; as for the phase of test, we are going to confront a vector that we want to classify to all two classes- models, the elected class will be the strongest one that won-t lose any competition with the other classes. Rates of recognition gotten with the multi class-s approach by two-class-s decomposition are clearly better that those gotten by the simple multi class-s approach.

Keywords: Artificial neural network, letter-recognition, Multi class Classification, Multi Layer Perceptron.

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1776 Comparison of Frequency Estimation Methods for Reflected Signals in Mobile Platforms

Authors: Kathrin Reinhold

Abstract:

Precise frequency estimation methods for pulseshaped echoes are a prerequisite to determine the relative velocity between sensor and reflector. Signal frequencies are analysed using three different methods: Fourier Transform, Chirp ZTransform and the MUSIC algorithm. Simulations of echoes are performed varying both the noise level and the number of reflecting points. The superposition of echoes with a random initial phase is found to influence the precision of frequency estimation severely for FFT and MUSIC. The standard deviation of the frequency using FFT is larger than for MUSIC. However, MUSIC is more noise-sensitive. The distorting effect of superpositions is less pronounced in experimental data.

Keywords: Frequency estimation, pulse-echo-method, superposition, echoes.

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