Search results for: Fuzzy Weighted Input Estimation Method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 10186

Search results for: Fuzzy Weighted Input Estimation Method

8986 Performance Evaluation of Intelligent Controllers for AGC in Thermal Systems

Authors: Muhammad Muhsin, Abhishek Mishra, Shreyansh Vishwakarma, K. Dasaratha Babu, Anudevi Samuel

Abstract:

In an interconnected power system, any sudden small load perturbation in any of the interconnected areas causes the deviation of the area frequencies, the tie line power and voltage deviation at the generator terminals. This paper deals with the study of performance of intelligent Fuzzy Logic controllers coupled with Conventional Controllers (PI and PID) for Load Frequency Control. For analysis, an isolated single area and interconnected two area thermal power systems with and without generation rate constraints (GRC) have been considered. The studies have been performed with conventional PI and PID controllers and their performance has been compared with intelligent fuzzy controllers. It can be demonstrated that these controllers can successfully bring back the excursions in area frequencies and tie line powers within acceptable limits in smaller time periods and with lesser transients as compared to the performance of conventional controllers under same load disturbance conditions. The simulations in MATLAB have been used for comparative studies.

Keywords: Area Control Error, Fuzzy Logic, Generation rate constraint, Load Frequency, Tie line Power.

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8985 Cross Layer Optimization for Fairness Balancing Based on Adaptively Weighted Utility Functions in OFDMA Systems

Authors: Jianwei Wang, Timo Korhonen, Yuping Zhao

Abstract:

Cross layer optimization based on utility functions has been recently studied extensively, meanwhile, numerous types of utility functions have been examined in the corresponding literature. However, a major drawback is that most utility functions take a fixed mathematical form or are based on simple combining, which can not fully exploit available information. In this paper, we formulate a framework of cross layer optimization based on Adaptively Weighted Utility Functions (AWUF) for fairness balancing in OFDMA networks. Under this framework, a two-step allocation algorithm is provided as a sub-optimal solution, whose control parameters can be updated in real-time to accommodate instantaneous QoS constrains. The simulation results show that the proposed algorithm achieves high throughput while balancing the fairness among multiple users.

Keywords: OFDMA, Fairness, AWUF, QoS.

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8984 Region Segmentation based on Gaussian Dirichlet Process Mixture Model and its Application to 3D Geometric Stricture Detection

Authors: Jonghyun Park, Soonyoung Park, Sanggyun Kim, Wanhyun Cho, Sunworl Kim

Abstract:

In general, image-based 3D scenes can now be found in many popular vision systems, computer games and virtual reality tours. So, It is important to segment ROI (region of interest) from input scenes as a preprocessing step for geometric stricture detection in 3D scene. In this paper, we propose a method for segmenting ROI based on tensor voting and Dirichlet process mixture model. In particular, to estimate geometric structure information for 3D scene from a single outdoor image, we apply the tensor voting and Dirichlet process mixture model to a image segmentation. The tensor voting is used based on the fact that homogeneous region in an image are usually close together on a smooth region and therefore the tokens corresponding to centers of these regions have high saliency values. The proposed approach is a novel nonparametric Bayesian segmentation method using Gaussian Dirichlet process mixture model to automatically segment various natural scenes. Finally, our method can label regions of the input image into coarse categories: “ground", “sky", and “vertical" for 3D application. The experimental results show that our method successfully segments coarse regions in many complex natural scene images for 3D.

Keywords: Region segmentation, tensor voting, image-based 3D, geometric structure, Gaussian Dirichlet process mixture model

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8983 Application of the Total Least Squares Estimation Method for an Aircraft Aerodynamic Model Identification

Authors: Zaouche Mohamed, Amini Mohamed, Foughali Khaled, Aitkaid Souhila, Bouchiha Nihad Sarah

Abstract:

The aerodynamic coefficients are important in the evaluation of an aircraft performance and stability-control characteristics. These coefficients also can be used in the automatic flight control systems and mathematical model of flight simulator. The study of the aerodynamic aspect of flying systems is a reserved domain and inaccessible for the developers. Doing tests in a wind tunnel to extract aerodynamic forces and moments requires a specific and expensive means. Besides, the glaring lack of published documentation in this field of study makes the aerodynamic coefficients determination complicated. This work is devoted to the identification of an aerodynamic model, by using an aircraft in virtual simulated environment. We deal with the identification of the system, we present an environment framework based on Software In the Loop (SIL) methodology and we use MicrosoftTM Flight Simulator (FS-2004) as the environment for plane simulation. We propose The Total Least Squares Estimation technique (TLSE) to identify the aerodynamic parameters, which are unknown, variable, classified and used in the expression of the piloting law. In this paper, we define each aerodynamic coefficient as the mean of its numerical values. All other variations are considered as modeling uncertainties that will be compensated by the robustness of the piloting control.

Keywords: Aircraft aerodynamic model, Microsoft flight simulator, MQ-1 Predator, total least squares estimation, piloting the aircraft.

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8982 Application of Feed-Forward Neural Networks Autoregressive Models with Genetic Algorithm in Gross Domestic Product Prediction

Authors: E. Giovanis

Abstract:

In this paper we present a Feed-Foward Neural Networks Autoregressive (FFNN-AR) model with genetic algorithms training optimization in order to predict the gross domestic product growth of six countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final optimum weights from input-hidden layer of the training process. The forecasts are compared with those of the ordinary autoregressive model and we conclude that the proposed regression-s forecasting results outperform significant those of autoregressive model. Moreover this technique can be used in Autoregressive-Moving Average models, with and without exogenous inputs, as also the training process with genetics algorithms optimization can be replaced by the error back-propagation algorithm.

Keywords: Autoregressive model, Feed-Forward neuralnetworks, Genetic Algorithms, Gross Domestic Product

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8981 Low Voltage High Gain Linear Class AB CMOS OTA with DC Level Input Stage

Authors: Houda Bdiri Gabbouj, Néjib Hassen, Kamel Besbes

Abstract:

This paper presents a low-voltage low-power differential linear transconductor with near rail-to-rail input swing. Based on the current-mirror OTA topology, the proposed transconductor combines the Flipped Voltage Follower (FVF) technique to linearize the transconductor behavior that leads to class- AB linear operation and the virtual transistor technique to lower the effective threshold voltages of the transistors which offers an advantage in terms of low supply requirement. Design of the OTA has been discussed. It operates at supply voltages of about ±0.8V. Simulation results for 0.18μm TSMC CMOS technology show a good input range of 1Vpp with a high DC gain of 81.53dB and a total harmonic distortion of -40dB at 1MHz for an input of 1Vpp. The main aim of this paper is to present and compare new OTA design with high transconductance, which has a potential to be used in low voltage applications.

Keywords: Amplifier class AB, current mirror, flipped voltage follower, low voltage.

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8980 Towards an Extended SQLf: Bipolar Query Language with Preferences

Authors: L. Ludovic, R. Daniel, S-E Tbahriti

Abstract:

Database management systems that integrate user preferences promise better solution for personalization, greater flexibility and higher quality of query responses. This paper presents a tentative work that studies and investigates approaches to express user preferences in queries. We sketch an extend capabilities of SQLf language that uses the fuzzy set theory in order to define the user preferences. For that, two essential points are considered: the first concerns the expression of user preferences in SQLf by so-called fuzzy commensurable predicates set. The second concerns the bipolar way in which these user preferences are expressed on mandatory and/or optional preferences.

Keywords: Flexible query language, relational database, userpreference.

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8979 Estimation of the Road Traffic Emissions and Dispersion in the Developing Countries Conditions

Authors: Hicham Gourgue, Ahmed Aharoune, Ahmed Ihlal

Abstract:

We present in this work our model of road traffic emissions (line sources) and dispersion of these emissions, named DISPOLSPEM (Dispersion of Poly Sources and Pollutants Emission Model). In its emission part, this model was designed to keep the consistent bottom-up and top-down approaches. It also allows to generate emission inventories from reduced input parameters being adapted to existing conditions in Morocco and in the other developing countries. While several simplifications are made, all the performance of the model results are kept. A further important advantage of the model is that it allows the uncertainty calculation and emission rate uncertainty according to each of the input parameters. In the dispersion part of the model, an improved line source model has been developed, implemented and tested against a reference solution. It provides improvement in accuracy over previous formulas of line source Gaussian plume model, without being too demanding in terms of computational resources. In the case study presented here, the biggest errors were associated with the ends of line source sections; these errors will be canceled by adjacent sections of line sources during the simulation of a road network. In cases where the wind is parallel to the source line, the use of the combination discretized source and analytical line source formulas minimizes remarkably the error. Because this combination is applied only for a small number of wind directions, it should not excessively increase the calculation time.

Keywords: Air pollution, dispersion, emissions, line sources, road traffic, urban transport.

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8978 Model Reduction of Linear Systems by Conventional and Evolutionary Techniques

Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Reduction of Single Input Single Output (SISO) continuous systems into Reduced Order Model (ROM), using a conventional and an evolutionary technique is presented in this paper. In the conventional technique, the mixed advantages of Mihailov stability criterion and continued fraction expansions (CFE) technique is employed where the reduced denominator polynomial is derived using Mihailov stability criterion and the numerator is obtained by matching the quotients of the Cauer second form of Continued fraction expansions. In the evolutionary technique method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example.

Keywords: Reduced Order Modeling, Stability, Continued Fraction Expansions, Mihailov Stability Criterion, Particle Swarm Optimization, Integral Squared Error.

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8977 Aircraft Selection Problem Using Decision Uncertainty Distance in Fuzzy Multiple Criteria Decision Making Analysis

Authors: C. Ardil

Abstract:

Aircraft have different capabilities and specifications according to the required strategic goals and objectives in operations. With various types on the market with different aircraft characteristics, it becomes difficult to select a suitable aircraft for certain operations and requirements. The entropy weighting method (EWM) is a useful, highly consistent, and reliable method for obtaining the weights of the criteria and is worth integrating with the decision uncertainty distance (DUD) method, which is more applicable and requires less computation than other methods. An illustrative example is presented to demonstrate the validity and usability of the proposed methodology. Comparing the ranking results matches the distance-based approach, which is the technique for order preference by similarity to ideal solution (TOPSIS) method, which shows the robustness of the entropy DUD hybrid method. Validity analysis shows that the proposed hybrid multiple criteria decision-making analysis (MCDMA) methodology is quantitatively stable and reliable.

Keywords: aircraft selection, decision uncertainty distance (DUD), multiple criteria decision making analysis, MCDMA, TOPSIS

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8976 3DARModeler: a 3D Modeling System in Augmented Reality Environment

Authors: Trien V. Do, Jong-Weon Lee

Abstract:

This paper describes a 3D modeling system in Augmented Reality environment, named 3DARModeler. It can be considered a simple version of 3D Studio Max with necessary functions for a modeling system such as creating objects, applying texture, adding animation, estimating real light sources and casting shadows. The 3DARModeler introduces convenient, and effective human-computer interaction to build 3D models by combining both the traditional input method (mouse/keyboard) and the tangible input method (markers). It has the ability to align a new virtual object with the existing parts of a model. The 3DARModeler targets nontechnical users. As such, they do not need much knowledge of computer graphics and modeling techniques. All they have to do is select basic objects, customize their attributes, and put them together to build a 3D model in a simple and intuitive way as if they were doing in the real world. Using the hierarchical modeling technique, the users are able to group several basic objects to manage them as a unified, complex object. The system can also connect with other 3D systems by importing and exporting VRML/3Ds Max files. A module of speech recognition is included in the system to provide flexible user interfaces.

Keywords: 3D Modeling, Augmented Reality, GeometricModeling, Virtual Reality

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8975 An Efficient Collocation Method for Solving the Variable-Order Time-Fractional Partial Differential Equations Arising from the Physical Phenomenon

Authors: Haniye Dehestani, Yadollah Ordokhani

Abstract:

In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: Collocation method, fractional partial differential equations, Legendre-Laguerre functions, pseudo-operational matrix of integration.

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8974 A Study of the Planning and Designing of the Built Environment under the Green Transit-Oriented Development

Authors: Wann-Ming Wey

Abstract:

In recent years, the problems of global climate change and natural disasters have induced the concerns and attentions of environmental sustainability issues for the public. Aside from the environmental planning efforts done for human environment, Transit-Oriented Development (TOD) has been widely used as one of the future solutions for the sustainable city development. In order to be more consistent with the urban sustainable development, the development of the built environment planning based on the concept of Green TOD which combines both TOD and Green Urbanism is adapted here. The connotation of the urban development under the green TOD including the design toward environment protect, the maximum enhancement resources and the efficiency of energy use, use technology to construct green buildings and protected areas, natural ecosystems and communities linked, etc. Green TOD is not only to provide the solution to urban traffic problems, but to direct more sustainable and greener consideration for future urban development planning and design. In this study, we use both the TOD and Green Urbanism concepts to proceed to the study of the built environment planning and design. Fuzzy Delphi Technique (FDT) is utilized to screen suitable criteria of the green TOD. Furthermore, Fuzzy Analytic Network Process (FANP) and Quality Function Deployment (QFD) were then developed to evaluate the criteria and prioritize the alternatives. The study results can be regarded as the future guidelines of the built environment planning and designing under green TOD development in Taiwan.

Keywords: Green transit-oriented development, built environment, fuzzy Delphi technique, quality function deployment, fuzzy analytic network process.

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8973 Performance Evaluation of Refinement Method for Wideband Two-Beams Formation

Authors: C. Bunsanit

Abstract:

This paper presents the refinement method for two beams formation of wideband smart antenna. The refinement method for weighting coefficients is based on Fully Spatial Signal Processing by taking Inverse Discrete Fourier Transform (IDFT), and its simulation results are presented using MATLAB. The radiation pattern is created by multiplying the incoming signal with real weights and then summing them together. These real weighting coefficients are computed by IDFT method; however, the range of weight values is relatively wide. Therefore, for reducing this range, the refinement method is used. The radiation pattern concerns with five input parameters to control. These parameters are maximum weighting coefficient, wideband signal, direction of mainbeam, beamwidth, and maximum of minor lobe level. Comparison of the obtained simulation results between using refinement method and taking only IDFT shows that the refinement method works well for wideband two beams formation.

Keywords: Fully spatial signal processing, beam forming, refinement method, smart antenna, weighting coefficient, wideband.

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8972 Application of RS and GIS Technique for Identifying Groundwater Potential Zone in Gomukhi Nadhi Sub Basin, South India

Authors: Punitha Periyasamy, Mahalingam Sudalaimuthu, Sachikanta Nanda, Arasu Sundaram

Abstract:

India holds 17.5% of the world’s population but has only 2% of the total geographical area of the world where 27.35% of the area is categorized as wasteland due to lack of or less groundwater. So there is a demand for excessive groundwater for agricultural and non agricultural activities to balance its growth rate. With this in mind, an attempt is made to find the groundwater potential zone in Gomukhi Nadhi sub basin of Vellar River basin, TamilNadu, India covering an area of 1146.6 Sq.Km consists of 9 blocks from Peddanaickanpalayam to Virudhachalam in the sub basin. The thematic maps such as Geology, Geomorphology, Lineament, Landuse and Landcover and Drainage are prepared for the study area using IRS P6 data. The collateral data includes rainfall, water level, soil map are collected for analysis and inference. The digital elevation model (DEM) is generated using Shuttle Radar Topographic Mission (SRTM) and the slope of the study area is obtained. ArcGIS 10.1 acts as a powerful spatial analysis tool to find out the ground water potential zones in the study area by means of weighted overlay analysis. Each individual parameter of the thematic maps are ranked and weighted in accordance with their influence to increase the water level in the ground. The potential zones in the study area are classified viz., Very Good, Good, Moderate, Poor with its aerial extent of 15.67, 381.06, 575.38, 174.49 Sq.Km respectively.

Keywords: ArcGIS, DEM, Groundwater, Recharge, Weighted Overlay.

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8971 Accurate Optical Flow Based on Spatiotemporal Gradient Constancy Assumption

Authors: Adam Rabcewicz

Abstract:

Variational methods for optical flow estimation are known for their excellent performance. The method proposed by Brox et al. [5] exemplifies the strength of that framework. It combines several concepts into single energy functional that is then minimized according to clear numerical procedure. In this paper we propose a modification of that algorithm starting from the spatiotemporal gradient constancy assumption. The numerical scheme allows to establish the connection between our model and the CLG(H) method introduced in [18]. Experimental evaluation carried out on synthetic sequences shows the significant superiority of the spatial variant of the proposed method. The comparison between methods for the realworld sequence is also enclosed.

Keywords: optical flow, variational methods, gradient constancy assumption.

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8970 Fault Location Identification in High Voltage Transmission Lines

Authors: Khaled M. El Naggar

Abstract:

This paper introduces a digital method for fault section identification in transmission lines. The method uses digital set of the measured short circuit current to locate faults in electrical power systems. The digitized current is used to construct a set of overdetermined system of equations. The problem is then constructed and solved using the proposed digital optimization technique to find the fault distance. The proposed optimization methodology is an application of simulated annealing optimization technique. The method is tested using practical case study to evaluate the proposed method. The accurate results obtained show that the algorithm can be used as a powerful tool in the area of power system protection.

Keywords: Optimization, estimation, faults, measurement, high voltage, simulated annealing.

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8969 Assessment of the Energy Balance Method in the Case of Masonry Domes

Authors: M. M. Sadeghi, S. Vahdani

Abstract:

Masonry dome structures had been widely used for covering large spans in the past. The seismic assessment of these historical structures is very complicated due to the nonlinear behavior of the material, their rigidness, and special stability configuration. The assessment method based on energy balance concept, as well as the standard pushover analysis, is used to evaluate the effectiveness of these methods in the case of masonry dome structures. The Soltanieh dome building is used as an example to which two methods are applied. The performance points are given from superimposing the capacity, and demand curves in Acceleration Displacement Response Spectra (ADRS) and energy coordination are compared with the nonlinear time history analysis as the exact result. The results show a good agreement between the dynamic analysis and the energy balance method, but standard pushover method does not provide an acceptable estimation.

Keywords: Energy balance method, pushover analysis, time history analysis, masonry dome.

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8968 Robust Adaptation to Background Noise in Multichannel C-OTDR Monitoring Systems

Authors: Andrey V. Timofeev, Viktor M. Denisov

Abstract:

A robust sequential nonparametric method is proposed for adaptation to background noise parameters for real-time. The distribution of background noise was modelled like to Huber contamination mixture. The method is designed to operate as an adaptation-unit, which is included inside a detection subsystem of an integrated multichannel monitoring system. The proposed method guarantees the given size of a nonasymptotic confidence set for noise parameters. Properties of the suggested method are rigorously proved. The proposed algorithm has been successfully tested in real conditions of a functioning C-OTDR monitoring system, which was designed to monitor railways.

Keywords: Guaranteed estimation, multichannel monitoring systems, non-asymptotic confidence set, contamination mixture.

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8967 A Low Complexity Frequency Offset Estimation for MB-OFDM based UWB Systems

Authors: Wang Xue, Liu Dan, Liu Ying, Wang Molin, Qian Zhihong

Abstract:

A low-complexity, high-accurate frequency offset estimation for multi-band orthogonal frequency division multiplexing (MB-OFDM) based ultra-wide band systems is presented regarding different carrier frequency offsets, different channel frequency responses, different preamble patterns in different bands. Utilizing a half-cycle Constant Amplitude Zero Auto Correlation (CAZAC) sequence as the preamble sequence, the estimator with a semi-cross contrast scheme between two successive OFDM symbols is proposed. The CRLB and complexity of the proposed algorithm are derived. Compared to the reference estimators, the proposed method achieves significantly less complexity (about 50%) for all preamble patterns of the MB-OFDM systems. The CRLBs turn out to be of well performance.

Keywords: CAZAC, Frequency Offset, Semi-cross Contrast, MB-OFDM, UWB

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8966 Integrated Method for Detection of Unknown Steganographic Content

Authors: Magdalena Pejas

Abstract:

This article concerns the presentation of an integrated method for detection of steganographic content embedded by new unknown programs. The method is based on data mining and aggregated hypothesis testing. The article contains the theoretical basics used to deploy the proposed detection system and the description of improvement proposed for the basic system idea. Further main results of experiments and implementation details are collected and described. Finally example results of the tests are presented.

Keywords: Steganography, steganalysis, data embedding, data mining, feature extraction, knowledge base, system learning, hypothesis testing, error estimation, black box program, file structure.

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8965 MCOKE: Multi-Cluster Overlapping K-Means Extension Algorithm

Authors: Said Baadel, Fadi Thabtah, Joan Lu

Abstract:

Clustering involves the partitioning of n objects into k clusters. Many clustering algorithms use hard-partitioning techniques where each object is assigned to one cluster. In this paper we propose an overlapping algorithm MCOKE which allows objects to belong to one or more clusters. The algorithm is different from fuzzy clustering techniques because objects that overlap are assigned a membership value of 1 (one) as opposed to a fuzzy membership degree. The algorithm is also different from other overlapping algorithms that require a similarity threshold be defined a priori which can be difficult to determine by novice users.

Keywords: Data mining, k-means, MCOKE, overlapping.

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8964 Intelligent Agent System Simulation Using Fear Emotion

Authors: Latifeh PourMohammadBagher

Abstract:

In this paper I have developed a system for evaluating the degree of fear emotion that the intelligent agent-based system may feel when it encounters to a persecuting event. In this paper I want to describe behaviors of emotional agents using human behavior in terms of the way their emotional states evolve over time. I have implemented a fuzzy inference system using Java environment. As the inputs of this system, I have considered three parameters related on human fear emotion. The system outputs can be used in agent decision making process or choosing a person for team working systems by combination the intensity of fear to other emotion intensities.

Keywords: Emotion simulation, Fear, Fuzzy intelligent agent

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8963 A Degraded Practical MIMOME Channel: Issues Insecret Data Communications

Authors: Mohammad Rakibul Islam

Abstract:

In this paper, a Gaussian multiple input multiple output multiple eavesdropper (MIMOME) channel is considered where a transmitter communicates to a receiver in the presence of an eavesdropper. We present a technique for determining the secrecy capacity of the multiple input multiple output (MIMO) channel under Gaussian noise. We transform the degraded MIMOME channel into multiple single input multiple output (SIMO) Gaussian wire-tap channels and then use scalar approach to convert it into two equivalent multiple input single output (MISO) channels. The secrecy capacity model is then developed for the condition where the channel state information (CSI) for main channel only is known to the transmitter. The results show that the secret communication is possible when the eavesdropper channel noise is greater than a cutoff noise level. The outage probability is also analyzed of secrecy capacity is also analyzed. The effect of fading and outage probability is also analyzed.

Keywords: Secrecy capacity, MIMO, wiretap channel, covariance matrix, fading.

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8962 Clustering in WSN Based on Minimum Spanning Tree Using Divide and Conquer Approach

Authors: Uttam Vijay, Nitin Gupta

Abstract:

Due to heavy energy constraints in WSNs clustering is an efficient way to manage the energy in sensors. There are many methods already proposed in the area of clustering and research is still going on to make clustering more energy efficient. In our paper we are proposing a minimum spanning tree based clustering using divide and conquer approach. The MST based clustering was first proposed in 1970’s for large databases. Here we are taking divide and conquer approach and implementing it for wireless sensor networks with the constraints attached to the sensor networks. This Divide and conquer approach is implemented in a way that we don’t have to construct the whole MST before clustering but we just find the edge which will be the part of the MST to a corresponding graph and divide the graph in clusters there itself if that edge from the graph can be removed judging on certain constraints and hence saving lot of computation.

Keywords: Algorithm, Clustering, Edge-Weighted Graph, Weighted-LEACH.

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8961 Evaluation of Expected Annual Loss Probabilities of RC Moment Resisting Frames

Authors: Saemee Jun, Dong-Hyeon Shin, Tae-Sang Ahn, Hyung-Joon Kim

Abstract:

Building loss estimation methodologies which have been advanced considerably in recent decades are usually used to estimate socio and economic impacts resulting from seismic structural damage. In accordance with these methods, this paper presents the evaluation of an annual loss probability of a reinforced concrete moment resisting frame designed according to Korean Building Code. The annual loss probability is defined by (1) a fragility curve obtained from a capacity spectrum method which is similar to a method adopted from HAZUS, and (2) a seismic hazard curve derived from annual frequencies of exceedance per peak ground acceleration. Seismic fragilities are computed to calculate the annual loss probability of a certain structure using functions depending on structural capacity, seismic demand, structural response and the probability of exceeding damage state thresholds. This study carried out a nonlinear static analysis to obtain the capacity of a RC moment resisting frame selected as a prototype building. The analysis results show that the probability of being extensive structural damage in the prototype building is expected to 0.01% in a year.

Keywords: Expected annual loss, Loss estimation, RC structure, Fragility analysis.

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8960 Optimal Design for SARMA(P,Q)L Process of EWMA Control Chart

Authors: Y. Areepong

Abstract:

The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL0). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL1) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL0) and (ARL1) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL1).

Keywords: Average Run Length1, Optimal parameters, Exponentially Weighted Moving Average (EWMA) control chart.

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8959 The Ability of Forecasting the Term Structure of Interest Rates Based On Nelson-Siegel and Svensson Model

Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.

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8958 Restoration of Noisy Document Images with an Efficient Bi-Level Adaptive Thresholding

Authors: Abhijit Mitra

Abstract:

An effective approach for extracting document images from a noisy background is introduced. The entire scheme is divided into three sub- stechniques – the initial preprocessing operations for noise cluster tightening, introduction of a new thresholding method by maximizing the ratio of stan- dard deviations of the combined effect on the image to the sum of weighted classes and finally the image restoration phase by image binarization utiliz- ing the proposed optimum threshold level. The proposed method is found to be efficient compared to the existing schemes in terms of computational complexity as well as speed with better noise rejection.

Keywords: Document image extraction, Preprocessing, Ratio of stan-dard deviations, Bi-level adaptive thresholding.

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8957 Detection Efficient Enterprises via Data Envelopment Analysis

Authors: S. Turkan

Abstract:

In this paper, the Turkey’s Top 500 Industrial Enterprises data in 2014 were analyzed by data envelopment analysis. Data envelopment analysis is used to detect efficient decision-making units such as universities, hospitals, schools etc. by using inputs and outputs. The decision-making units in this study are enterprises. To detect efficient enterprises, some financial ratios are determined as inputs and outputs. For this reason, financial indicators related to productivity of enterprises are considered. The efficient foreign weighted owned capital enterprises are detected via super efficiency model. According to the results, it is said that Mercedes-Benz is the most efficient foreign weighted owned capital enterprise in Turkey.

Keywords: Data envelopment analysis, super efficiency, financial ratios, BCC model.

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