Search results for: Stochastic network

Authors: Ioan Popa, Cristiana Tudor, Radu Lupu

Abstract:

The interdependences among stock market indices were studied for a long while by academics in the entire world. The current financial crisis opened the door to a wide range of opinions concerning the understanding and measurement of the connections considered to provide the controversial phenomenon of market integration. Using data on the log-returns of 17 stock market indices that include most of the CEE markets, from 2005 until 2009, our paper studies the problem of these dependences using a new methodological tool that takes into account both the volatility clustering effect and the stochastic properties of these linkages through a Dynamic Conditional System of Simultaneous Equations. We find that the crisis is well captured by our model as it provides evidence for the high volatility – high dependence effect.

Keywords: Stock market interdependences, Dynamic System ofSimultaneous Equations, financial crisis

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Authors: Dhaksha Vivekanandan

Abstract:

DeFi is a network that avoids reliance on financial intermediaries through its peer-to-peer financial network. DeFi operates outside of government control; hence, it is important for us to understand its impacts. This study employs a literature review to understand DeFi and its emergence, as well as its implications on transparency, social impact, and regulation. Further, three case studies are analysed within the context of these categories. DeFi’s provision of increased transparency poses environmental and storage costs and can lead to user privacy being endangered. DeFi allows for the provision of entrepreneurial incentives and protection against monetary censorship and capital control. Despite DeFi's transparency issues and volatility costs, it has huge potential to reduce poverty; however, regulation surrounding DeFi still requires further tightening by governments.

Keywords: DeFi, transparency, regulation, social impact.

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Authors: M. A. Adeboyejo, O. O. Adeosun

Abstract:

Pioneer networked systems assume that connections are reliable, and a faulty operation will be considered in case of losing a connection. Transient connections are typical of mobile devices. Areas of application of data sharing system such as these, lead to the conclusion that network connections may not always be reliable, and that the conventional approaches can be improved. Nigerian commercial banking industry is a critical system whose operation is increasingly becoming dependent on information technology (IT) driven information system. The proposed solution to this problem makes use of a hierarchically clustered network structure which we selected to reflect (as much as possible) the typical organizational structure of the Nigerian commercial banks. Representative transactions such as data updates and replication of the results of such updates were used to simulate the proposed model to show its applicability.

Keywords: Dependability, reliability, data redundancy.

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Authors: Wahyudin P. Syam, Ibrahim M. Al-Harkan

Abstract:

This study compares three meta heuristics to minimize makespan (Cmax) for Hybrid Flow Shop (HFS) Scheduling Problem with Parallel Machines. This problem is known to be NP-Hard. This study proposes three algorithms among improvement heuristic searches which are: Genetic Algorithm (GA), Simulated Annealing (SA), and Tabu Search (TS). SA and TS are known as deterministic improvement heuristic search. GA is known as stochastic improvement heuristic search. A comprehensive comparison from these three improvement heuristic searches is presented. The results for the experiments conducted show that TS is effective and efficient to solve HFS scheduling problems.

Keywords: Flow shop, genetic algorithm, simulated annealing, tabu search.

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Authors: Huang Xiaoling, Liu Lufeng

Abstract:

In this paper, we seek to determine one reasonable local hub port and optimal routes for a containership fleet, performing pick-ups and deliveries, between the hub and spoke ports in a same region. The relationship between a hub port, and traffic in feeder lines is analyzed. A new network planning method is proposed, an integrated hub port location and route design, a capacitated vehicle routing problem with pick-ups, deliveries and time deadlines are formulated and solved using an improved genetic algorithm for positioning the hub port and establishing routes for a containership fleet. Results on the performance of the algorithm and the feasibility of the approach show that a relatively small fleet of containerships could provide efficient services within deadlines.

Keywords: Route planning, Hub port location, Container feeder service.

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Authors: Kazunari Meguro, Shinichi Motomura, Takao Kawamura, Kazunori Sugahara

Abstract:

In this paper, backup and recovery technique for Peer to Peer applications, such as a distributed asynchronous Web-Based Training system that we have previously proposed. In order to improve the scalability and robustness of this system, all contents and function are realized on mobile agents. These agents are distributed to computers, and they can obtain using a Peer to Peer network that modified Content-Addressable Network. In the proposed system, although entire services do not become impossible even if some computers break down, the problem that contents disappear occurs with an agent-s disappearance. As a solution for this issue, backups of agents are distributed to computers. If a failure of a computer is detected, other computers will continue service using backups of the agents belonged to the computer.

Keywords: Distributed Multimedia Systems, e-Learning, P2P, Mobile Agent

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Authors: Shubat S. Ahmeda, Ashraf M. Ali Edwila

Abstract:

Short Message Service (SMS) has grown in popularity over the years and it has become a common way of communication, it is a service provided through General System for Mobile Communications (GSM) that allows users to send text messages to others. SMS is usually used to transport unclassified information, but with the rise of mobile commerce it has become a popular tool for transmitting sensitive information between the business and its clients. By default SMS does not guarantee confidentiality and integrity to the message content. In the mobile communication systems, security (encryption) offered by the network operator only applies on the wireless link. Data delivered through the mobile core network may not be protected. Existing end-to-end security mechanisms are provided at application level and typically based on public key cryptosystem. The main concern in a public-key setting is the authenticity of the public key; this issue can be resolved by identity-based (IDbased) cryptography where the public key of a user can be derived from public information that uniquely identifies the user. This paper presents an encryption mechanism based on the IDbased scheme using Elliptic curves to provide end-to-end security for SMS. This mechanism has been implemented over the standard SMS network architecture and the encryption overhead has been estimated and compared with RSA scheme. This study indicates that the ID-based mechanism has advantages over the RSA mechanism in key distribution and scalability of increasing security level for mobile service.

Keywords: Elliptic Curve Cryptography (ECC), End-to-end Security, Identity-based Cryptography, Public Key, RSA, SMS Protocol.

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Authors: Alluri Swaroopa, Lakkakula Venkata Narasimha Prasad

Abstract:

Alone with fast urbanization in world, traffic control became a big issue in urban construction. Having an efficient and reliable traffic control system is crucial to macro-traffic control. Traffic signal is used to manage conflicting requirement by allocating different sets of mutually compatible traffic movement during distinct time interval. Many approaches have been made proposed to solve this discrete stochastic problem. Recognizing the need to minimize right-of-way impacts while efficiently handling the anticipated high traffic volumes, the proposed alternative system gives effective design. This model allows for increased traffic capacity and reduces delays by eliminating a step in maneuvering through the freeway interchange. The concept proposed in this paper involves construction of bridges and ramps at intersection of four roads to control the vehicular congestion and to prevent traffic breakdown.

Keywords: Bridges, junctions, ramps, urban traffic control.

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Authors: Komala Kalyanam, Pushpam Indumathi

Abstract:

WiMAX is defined as Worldwide Interoperability for Microwave Access by the WiMAX Forum, formed in June 2001 to promote conformance and interoperability of the IEEE 802.16 standard, officially known as WirelessMAN. The attractive features of WiMAX technology are very high throughput and Broadband Wireless Access over a long distance. A detailed simulation environment is demonstrated with the UGS, nrtPS and ertPS service classes for throughput, delay and packet delivery ratio for a mixed environment of fixed and mobile WiMAX. A simple mobility aspect is considered for the mobile WiMAX and the PMP mode of transmission is considered in TDD mode. The Network Simulator 2 (NS-2) is the tool which is used to simulate the WiMAX network scenario. A simple Priority Scheduler and Weighted Round Robin Schedulers are the WiMAX schedulers used in the research work

Keywords: ertPS, Mobile WiMAX, scheduler.

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Authors: MooSeop Kim, Juhan Kim, Yongje Choi

Abstract:

Recently, much research has been conducted for security for wireless sensor networks and ubiquitous computing. Security issues such as authentication and data integrity are major requirements to construct sensor network systems. Advanced Encryption Standard (AES) is considered as one of candidate algorithms for data encryption in wireless sensor networks. In this paper, we will present the hardware architecture to implement low power AES crypto module. Our low power AES crypto module has optimized architecture of data encryption unit and key schedule unit which could be applicable to wireless sensor networks. We also details low power design methods used to design our low power AES crypto module.

Keywords: Algorithm, Low Power Crypto Circuit, AES, Security.

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Authors: A. Raminfard, S. M. Shahrtash

Abstract:

In this paper, a new efficient method for load balancing in low voltage distribution systems is presented. The proposed method introduces an improved Leap-frog method for optimization. The proposed objective function includes the difference between three phase currents, as well as two other terms to provide the integer property of the variables; where the latter are the status of the connection of loads to different phases. Afterwards, a new algorithm is supplemented to undertake the integer values for the load connection status. Finally, the method is applied to different parts of Tabriz low voltage network, where the results have shown the good performance of the proposed method.

Keywords: Load balancing, improved leap-frog method, optimization algorithm, low voltage distribution systems.

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Authors: Kumaresh Sarmah, Kandarpa Kumar Sarma

Abstract:

Artificial Neural Network (ANN)s are best suited for prediction and optimization problems. Trained ANNs have found wide spread acceptance in several antenna design systems. Four parameters namely antenna radiation resistance, loss resistance, efficiency, and inductance can be used to design an antenna layout though there are several other parameters available. An ANN can be trained to provide the best and worst case precisions of an antenna design problem defined by these four parameters. This work describes the use of an ANN to generate the four mentioned parameters for a loop antenna for the specified frequency range. It also provides insights to the prediction of best and worst-case design problems observed in applications and thereby formulate a model for physical layout design of a loop antenna.

Keywords: MLP, ANN, parameter, prediction, optimization.

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Authors: M. Tarafdar Haque, A.M. Kashtiban

Abstract:

The electric power industry is currently undergoing an unprecedented reform. One of the most exciting and potentially profitable recent developments is increasing usage of artificial intelligence techniques. The intention of this paper is to give an overview of using neural network (NN) techniques in power systems. According to the growth rate of NNs application in some power system subjects, this paper introduce a brief overview in fault diagnosis, security assessment, load forecasting, economic dispatch and harmonic analyzing. Advantages and disadvantages of using NNs in above mentioned subjects and the main challenges in these fields have been explained, too.

Keywords: Neural network, power system, security assessment, fault diagnosis, load forecasting, economic dispatch, harmonic analyzing.

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Authors: Apidet Booranawong

Abstract:

In an original directed diffusion routing protocol, a sink requests sensing data from a source node by flooding interest messages to the network. Then, the source finds the sink by sending exploratory data messages to all nodes that generate incoming interest messages. This protocol signaling can cause heavy traffic in the network, an interference of the radio signal, collisions, great energy consumption of sensor nodes, etc. According to this research problem, this paper investigates the effect of sending interest and exploratory data messages on the performance of directed diffusion routing protocol. We demonstrate the research problem occurred from employing directed diffusion protocol in mobile wireless environments. For this purpose, we perform a set of experiments by using NS2 (network simulator 2). The radio propagation models; Two-ray ground reflection with and without shadow fading are included to investigate the effect of signaling. The simulation results show that the number of times of sent and received protocol signaling in the case of sending interest and exploratory data messages are larger than the case of sending other protocol signals, especially in the case of shadowing model. Additionally, the number of exploratory data message is largest in one round of the protocol procedure.

Keywords: Directed diffusion, Flooding, Interest message, Exploratory data message, Radio propagation model.

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Authors: Surat Srinoy, Werasak Kurutach, Witcha Chimphlee, Siriporn Chimphlee

Abstract:

One main drawback of intrusion detection system is the inability of detecting new attacks which do not have known signatures. In this paper we discuss an intrusion detection method that proposes independent component analysis (ICA) based feature selection heuristics and using rough fuzzy for clustering data. ICA is to separate these independent components (ICs) from the monitored variables. Rough set has to decrease the amount of data and get rid of redundancy and Fuzzy methods allow objects to belong to several clusters simultaneously, with different degrees of membership. Our approach allows us to recognize not only known attacks but also to detect activity that may be the result of a new, unknown attack. The experimental results on Knowledge Discovery and Data Mining- (KDDCup 1999) dataset.

Keywords: Network security, intrusion detection, rough set, ICA, anomaly detection, independent component analysis, rough fuzzy .

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Authors: Danilo López, Johana Hernández, Edwin Rivas

Abstract:

The use of the Multilayer Perceptron Neural Networks (MLPNN) technique is presented to estimate the future state of use of a licensed channel by primary users (PUs); this will be useful at the spectral decision stage in cognitive radio networks (CRN) to determine approximately in which time instants of future may secondary users (SUs) opportunistically use the spectral bandwidth to send data through the primary wireless network. To validate the results, sequences of occupancy data of channel were generated by simulation. The results show that the prediction percentage is greater than 60% in some of the tests carried out.

Keywords: Cognitive radio, neural network, prediction, primary user.

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Authors: Igor Astrov, Natalya Berezovski

Abstract:

This paper focuses on a critical component of the situational awareness (SA), the control of autonomous vertical flight for vectored thrust aerial vehicle (VTAV). With the SA strategy, we proposed a neural network motion control procedure to address the dynamics variation and performance requirement difference of flight trajectory for a VTAV. This control strategy with using of NARMAL2 neurocontroller for chosen model of VTAV has been verified by simulation of take-off and forward maneuvers using software package Simulink and demonstrated good performance for fast stabilization of motors, consequently, fast SA with economy in energy can be asserted during search-and-rescue operations.

Keywords: NARMA-L2 neurocontroller, situational awareness, vectored thrust aerial vehicle.

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Authors: Durga Prasad Sapkota, Madhu Sudan Kayastha, Koichi Wakita

Abstract:

In this paper, we have compared and analyzed the electroabsorption properties between with and without excitonic effect bulk in high purity GaAs spatial light modulator for optical fiber communication network. The eletroabsorption properties such as absorption spectra, change in absorption spectra, change in refractive index and extinction ration has been calculated. We have also compared the result of absorption spectra and change in absorption spectra with the experimental results and found close agreement with experimental results.

Keywords: Exciton, Refractive index change, Extinction ratio.

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Authors: Li Zong-Cheng

Abstract:

The deviation between the target state variable and the practical state variable should be used to form the state tending factor of complex systems, which can reflect the process for the complex system to tend rationalization. Relating to the system of basic equations of complete factor synergetics consisting of twenty nonlinear stochastic differential equations, the two new models are considered to set, which should be called respectively the rationalizing tendency model and the non- rationalizing tendency model. Therefore we can extend the theory of programming with the objective function & constraint condition suitable only for the realm of man-s activities into the new analysis with the tendency function & constraint condition suitable for all the field of complex system.

Keywords: complex system, complete factor synergetics, basicequation, rationalizing tendency model, non-rationalizing tendencymodel.

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Authors: Mostafa A. Elshahed, Magdy M. Elmarsfawy, Hussain M. Zain Eldain

Abstract:

In this paper, a Dynamic Economic Dispatch (DED) model is developed for the system consisting of both thermal generators and wind turbines. The inclusion of a significant amount of wind energy into power systems has resulted in additional constraints on DED to accommodate the intermittent nature of the output. The probability of stochastic wind power based on the Weibull probability density function is included in the model as a constraint; A Here-and-Now Approach. The Environmental Protection Agency-s hourly emission target, which gives the maximum emission during the day, is used as a constraint to reduce the atmospheric pollution. A 69-bus test system with non-smooth cost function is used to illustrate the effectiveness of the proposed model compared with static economic dispatch model with including the wind power.

Keywords: Dynamic Economic Dispatch, StochasticOptimization, Weibull Distribution, Wind Power

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Authors: Asif Mansoor, Nasiruddin Khan, Noreen Jamil

Abstract:

In this communication a quantitative modeling approach is applied to construct model for the exchange of gases from open sewer channel to the atmosphere. The data for the exchange of gases of the open sewer channel for the year January 1979 to December 2006 is utilized for the construction of the model. The study reveals that stream flow of the open sewer channel exchanges the toxic gases continuously with time varying scale. We find that the quantitative modeling approach is more parsimonious model for these exchanges. The usual diagnostic tests are applied for the model adequacy. This model is beneficial for planner and managerial bodies for the improvement of implemented policies to overcome future environmental problems.

Keywords: Open sewer channel, Industrial waste, Municipalwaste, Gases exchange, Atmosphere, Stochastic models, Diagnosticschecks.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: stochastic signals, optimization problems in signal processing.

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Authors: Mohd Nizam Omar, Rahmat Budiarto

Abstract:

This research intends to introduce a new usage of Artificial Intelligent (AI) approaches in Stepping Stone Detection (SSD) fields of research. By using Self-Organizing Map (SOM) approaches as the engine, through the experiment, it is shown that SOM has the capability to detect the number of connection chains that involved in a stepping stones. Realizing that by counting the number of connection chain is one of the important steps of stepping stone detection and it become the research focus currently, this research has chosen SOM as the AI techniques because of its capabilities. Through the experiment, it is shown that SOM can detect the number of involved connection chains in Network-based Stepping Stone Detection (NSSD).

Keywords: Artificial Intelligent, Self-Organizing Map (SOM), Stepping Stone Detection, Tracing Intruder.

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Authors: Dewi Nasien, Siti S. Yuhaniz, Habibollah Haron

Abstract:

In a handwriting recognition problem, characters can be represented using chain codes. The main problem in representing characters using chain code is optimizing the length of the chain code. This paper proposes to use randomized algorithm to minimize the length of Freeman Chain Codes (FCC) generated from isolated handwritten characters. Feedforward neural network is used in the classification stage to recognize the image characters. Our test results show that by applying the proposed model, we reached a relatively high accuracy for the problem of isolated handwritten when tested on NIST database.

Keywords: Handwriting Recognition, Freeman Chain Code andFeedforward Backpropagation Neural Networks.

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Authors: M. Sedighizadeh, A. Rezazadeh

Abstract:

In this paper a PID control strategy using neural network adaptive RASP1 wavelet for WECS-s control is proposed. It is based on single layer feedforward neural networks with hidden nodes of adaptive RASP1 wavelet functions controller and an infinite impulse response (IIR) recurrent structure. The IIR is combined by cascading to the network to provide double local structure resulting in improving speed of learning. This particular neuro PID controller assumes a certain model structure to approximately identify the system dynamics of the unknown plant (WECS-s) and generate the control signal. The results are applied to a typical turbine/generator pair, showing the feasibility of the proposed solution.

Keywords: Adaptive PID Control, RASP1 Wavelets, WindEnergy Conversion Systems.

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Authors: A. Salmanpour, Sh. Mohammad Nejad

Abstract:

One of the methods for detecting the target position error in the laser tracking systems is using Four Quadrant (4Q) detectors. If the coordinates of the target center is yielded through the usual relations of the detector outputs, the results will be nonlinear, dependent on the shape, target size and its position on the detector screen. In this paper we have designed an algorithm with using neural network that coordinates of the target center in laser tracking systems is calculated by using detector outputs obtained from visual modeling. With this method, the results except from the part related to the detector intrinsic limitation, are linear and dependent from the shape and target size.

Keywords: four quadrant detector, laser tracking system, rangefinder, tracking sensor

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Authors: Henry Hexmoor, Kailash Yelasani

Abstract:

We present vehicular platooning as a special case of crowd-sensing framework where sharing sensory information among a crowd is used for their collective benefit. After offering an abstract policy that governs processes involving a vehicular platoon, we review several common scenarios and components surrounding vehicular platooning. We then present a simulated prototype that illustrates efficiency of road usage and vehicle travel time derived from platooning. We have argued that one of the paramount benefits of platooning that is overlooked elsewhere, is the substantial computational savings (i.e., economizing benefits) in acquisition and processing of sensory data among vehicles sharing the road. The most capable vehicle can share data gathered from its sensors with nearby vehicles grouped into a platoon.

Keywords: Cloud network, collaboration, Internet of Things, social network.

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Authors: A. Vasan

Abstract:

Particle swarm optimization (PSO) technique is applied to design the water distribution pipeline network. A simulation-optimization model is formulated with the objective of minimizing cost and is applied to a benchmark water distribution system optimization problem. The benchmark problem taken for the application of PSO technique to optimize the pipe size of the water distribution network is New York City water supply system problem. The results from the analysis infer that PSO is a potential alternative optimization technique when compared to other heuristic techniques for optimal sizing of water distribution systems.

Keywords: Water distribution systems, Optimization, Particle swarm optimization, Swarm intelligence, New York water supply system.

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Authors: Samia Salah, M’hamed Hadj Sadok, Abderrezak Guessoum

Abstract:

In this paper, we propose a new modular approach called neuroglial consisting of two neural networks slow and fast which emulates a biological reality recently discovered. The implementation is based on complex multi-time scale systems; validation is performed on the model of the asynchronous machine. We applied the geometric approach based on the Gerschgorin circles for the decoupling of fast and slow variables, and the method of singular perturbations for the development of reductions models.

This new architecture allows for smaller networks with less complexity and better performance in terms of mean square error and convergence than the single network model.

Keywords: Gerschgorin’s Circles, Neuroglial Network, Multi time scales systems, Singular perturbation method.

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Authors: Shunzuo Wu, Xudong Luo, Yuanxiu Liao

Abstract:

Recently, the rapid development of deep learning makes artificial intelligence (AI) penetrate into many fields, replacing manual work there. In particular, AI systems also become a research focus in the field of automatic office. To meet real needs in automatic officiating, in this paper we develop an automatic form filling system. Specifically, it uses two classical neural network models and several word embedding models to classify various relevant information elicited from the Internet. When training the neural network models, we use less noisy and balanced data for training. We conduct a series of experiments to test my systems and the results show that our system can achieve better classification results.

Keywords: Personal information, deep learning, auto fill, NLP, document analysis.

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