Search results for: optimal estimation

Authors: Mohammad H. Almomani, Rosmanjawati Abdul Rahman

Abstract:

In this paper, we consider the effect of the initial sample size on the performance of a sequential approach that used in selecting a good enough simulated system, when the number of alternatives is very large. We implement a sequential approach on M=M=1 queuing system under some parameter settings, with a different choice of the initial sample sizes to explore the impacts on the performance of this approach. The results show that the choice of the initial sample size does affect the performance of our selection approach.

Keywords: Ranking and Selection, Ordinal Optimization, Optimal Computing Budget Allocation, Subset Selection, Indifference-Zone, Initial Sample Size.

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Authors: E. Popov, N. Yorino, Y. Zoka, Y. Sasaki, H. Sugihara

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This paper discusses the performance of critical trajectory method (CTrj) for power system transient stability analysis under various loading settings and heavy fault condition. The method obtains Controlling Unstable Equilibrium Point (CUEP) which is essential for estimation of power system stability margins. The CUEP is computed by applying the CTrjto the boundary controlling unstable equilibrium point (BCU) method. The Proposed method computes a trajectory on the stability boundary that starts from the exit point and reaches CUEP under certain assumptions. The robustness and effectiveness of the method are demonstrated via six power system models and five loading conditions. As benchmark is used conventional simulation method whereas the performance is compared with and BCU Shadowing method.

Keywords: Power system, Transient stability, Critical trajectory method, Energy function method.

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Authors: Matthias Dehmer1 Jürgen Kilian

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Problems on algebraical polynomials appear in many fields of mathematics and computer science. Especially the task of determining the roots of polynomials has been frequently investigated.Nonetheless, the task of locating the zeros of complex polynomials is still challenging. In this paper we deal with the location of zeros of univariate complex polynomials. We prove some novel upper bounds for the moduli of the zeros of complex polynomials. That means, we provide disks in the complex plane where all zeros of a complex polynomial are situated. Such bounds are extremely useful for obtaining a priori assertations regarding the location of zeros of polynomials. Based on the proven bounds and a test set of polynomials, we present an experimental study to examine which bound is optimal.

Keywords: complex polynomials, zeros, inequalities

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Authors: Pek Chuen-Khee, Jamal Othman

Abstract:

This paper estimates the economic values of household preference for enhanced solid waste disposal services in Malaysia. The contingent valuation (CV) method estimates an average additional monthly willingness-to-pay (WTP) in solid waste management charges of Ôé¼0.77 to 0.80 for improved waste disposal services quality. The finding of a slightly higher WTP from the generic CV question than that of label-specific, further reveals a higher WTP for sanitary landfill, at Ôé¼0.90, than incineration, at Ôé¼0.63. This suggests that sanitary landfill is a more preferred alternative. The logistic regression estimation procedure reveals that household-s concern of where their rubbish is disposed, age, ownership of house, household income and format of CV question are significant factors in influencing WTP.

Keywords: contingent valuation, logistic regression, solid waste disposal, willingness-to-pay.

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Authors: Xiaoou Li, Wen Yu

Abstract:

Crude oil blending is an important unit operation in petroleum refining industry. A good model for the blending system is beneficial for supervision operation, prediction of the export petroleum quality and realizing model-based optimal control. Since the blending cannot follow the ideal mixing rule in practice, we propose a static neural network to approximate the blending properties. By the dead-zone approach, we propose a new robust learning algorithm and give theoretical analysis. Real data of crude oil blending is applied to illustrate the neuro modeling approach.

Keywords: Neural networks, modeling, stability, crude oil.

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Authors: R. Sabre

Abstract:

This work focuses on the symmetric alpha stable process with continuous time frequently used in modeling the signal with indefinitely growing variance, often observed with an unknown additive error. The objective of this paper is to estimate this error from discrete observations of the signal. For that, we propose a method based on the smoothing of the observations via Jackson polynomial kernel and taking into account the width of the interval where the spectral density is non-zero. This technique allows avoiding the “Aliasing phenomenon” encountered when the estimation is made from the discrete observations of a process with continuous time. We have studied the convergence rate of the estimator and have shown that the convergence rate improves in the case where the spectral density is zero at the origin. Thus, we set up an estimator of the additive error that can be subtracted for approaching the original signal without error.

Keywords: Spectral density, stable processes, aliasing, p-adic.

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Authors: Sangjun Park, Sangbae Jeong, Moonsung Han, Minsoo hahn

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In this paper, a target signal detection method using multiple signal classification (MUSIC) algorithm is proposed. The MUSIC algorithm is a subspace-based direction of arrival (DOA) estimation method. The algorithm detects the DOAs of multiple sources using the inverse of the eigenvalue-weighted eigen spectra. To apply the algorithm to target signal detection for GSC-based beamforming, we utilize its spectral response for the target DOA in noisy conditions. For evaluation of the algorithm, the performance of the proposed target signal detection method is compared with that of the normalized cross-correlation (NCC), the fixed beamforming, and the power ratio method. Experimental results show that the proposed algorithm significantly outperforms the conventional ones in receiver operating characteristics(ROC) curves.

Keywords: Beamforming, direction of arrival, multiple signal classification, target signal detection.

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Authors: Tsutomu Ichikawa

Abstract:

The Kumamoto area, Kyushu, Japan has 1,041km2 in area and about 1milion in population. This area is a greatest area in Japan which depends on groundwater for all of drinking water. Quantity of this local groundwater use is about 200MCM during the year. It is understood that the main recharging area of groundwater exist in the rice field zone which have high infiltrate height ahead of 100mm/ day of the irrigated water located in the middle area of the Shira-River Basin. However, by decrease of the paddy-rice planting area by urbanization and an acreage reduction policy, the groundwater income and expenditure turned worse. Then Kumamoto city and four companies expended financial support to increase recharging water to underground by ponded water in the field from 2004. In this paper, the author reported the situation of recovery of groundwater by recharge and estimates the efficiency of recharge by statistical method.

Keywords: Groundwater recharge, groundwater level, spring water, paddy field.

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Authors: Tawiwat V., Narongkorn D., Auttapoom L.

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This research proposes the change of damping coefficient regarding minimum displacement. From the mass with external forced and damper problem, when is the constant external forced transmitted to the understructure in the difference angle between 30 and 60 degrees. This force generates the vibration as general known; however, the objective of this problem is to have minimum displacement. As the angle is changed and the goal is the same; therefore, the damper of the system must be varied while keeping constant spring stiffness. The problem is solved by using nonlinear programming and the suitable changing of the damping coefficient is provided.

Keywords: Damping coefficient, Optimal control, Minimum Displacement and Vibration

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Authors: Levan Sabauri

Abstract:

The purpose of this article is an examination of the meaning of theoretic aspects of audit in the context of solving of specific problems of the audit. The audit’s aim is the estimation of financial statements by the auditor, i.e. if they are prepared according to the basic requirements of current financial statements. By examination of concrete examples, we can clearly see problems created in an audit and in often cases, those contradictions which can be caused by incompliance of matters regulated by legislation and by reality. An important part of this work is the analysis of reform in the direction of business accounting, statements and audit in Georgia and its comparison with EU countries. In the article, attention is concentrated on the analysis of specific problems of auditing practice and ways of their solving by taking into consideration theoretical aspects of the audit are proposed.

Keywords: Audit, auditor, auditor’s ethic code, auditor’s risk, financial statement, objectivity.

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Authors: V. K. Bansal, M. Kumar, P. P. Bansal, A. Batish

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This paper presents the results of an experimental investigation carried out to evaluate the effects of partial replacement of cement and fine aggregate with industrial waste by-products on concrete strength properties. The Grey Taguchi approach has been used to optimize the mix proportions for desired properties. In this research work, a ternary combination of industrial waste by-products has been used. The experiments have been designed using Taguchi's L9 orthogonal array with four factors having three levels each. The cement was partially replaced by ladle furnace slag (LFS), fly ash (FA) and copper slag (CS) at 10%, 25% and 40% level and fine aggregate (sand) was partially replaced with electric arc furnace slag (EAFS), iron slag (IS) and glass powder (GP) at 20%, 30% and 40% level. Three water to binder ratios, fixed at 0.40, 0.44 and 0.48, were used, and the curing age was fixed at 7, 28 and 90 days. Thus, a series of nine experiments was conducted on the specimens for water to binder ratios of 0.40, 0.44 and 0.48 at 7, 28 and 90 days of the water curing regime. It is evident from the investigations that Grey Taguchi approach for optimization helps in identifying the factors affecting the final outcomes, i.e. compressive strength and split tensile strength of concrete. For the materials and a range of parameters used in this research, the present study has established optimum mixes in terms of strength properties. The best possible levels of mix proportions were determined for maximization through compressive and splitting tensile strength. To verify the results, the optimal mix was produced and tested. The mixture results in higher compressive strength and split tensile strength than other mixes. The compressive strength and split tensile strength of optimal mixtures are also compared with the control concrete mixtures. The results show that compressive strength and split tensile strength of concrete made with partial replacement of cement and fine aggregate is more than control concrete at all ages and w/c ratios. Based on the overall observations, it can be recommended that industrial waste by-products in ternary combinations can effectively be utilized as partial replacements of cement and fine aggregates in all concrete applications.

Keywords: Analysis of variance, ANOVA, compressive strength, concrete, grey Taguchi method, industrial by-products, split tensile strength.

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Authors: M. Ahmad, M. Gourgand, C. Caux

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The Resource-Constrained Project Scheduling Problem (RCPSP) is concerned with single-item or small batch production where limited resources have to be allocated to dependent activities over time. Over the past few decades, a lot of work has been made with the use of optimal solution procedures for this basic problem type and its extensions. Brucker and Knust[1] discuss, how timetabling problems can be modeled as a RCPSP. Authors discuss high school timetabling and university course timetabling problem as an example. We have formulated two mathematical formulations of course timetabling problem in a new way which are the prototype of single-mode RCPSP. Our focus is to show, how course timetabling problem can be transformed into RCPSP. We solve this transformation model with genetic algorithm.

Keywords: Course Timetabling, Integer programming, Combinatorial optimizations

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Authors: H. Ghanbarpour Asl, S. H. Pourtakdoust

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Extended Kalman Filter (EKF) is probably the most widely used estimation algorithm for nonlinear systems. However, not only it has difficulties arising from linearization but also many times it becomes numerically unstable because of computer round off errors that occur in the process of its implementation. To overcome linearization limitations, the unscented transformation (UT) was developed as a method to propagate mean and covariance information through nonlinear transformations. Kalman filter that uses UT for calculation of the first two statistical moments is called Unscented Kalman Filter (UKF). Square-root form of UKF (SRUKF) developed by Rudolph van der Merwe and Eric Wan to achieve numerical stability and guarantee positive semi-definiteness of the Kalman filter covariances. This paper develops another implementation of SR-UKF for sequential update measurement equation, and also derives a new UD covariance factorization filter for the implementation of UKF. This filter is equivalent to UKF but is computationally more efficient.

Keywords: Unscented Kalman filter, Square-root unscentedKalman filter, UD covariance factorization, Target tracking.

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Authors: J. R. Wang, W.Y. Li, H.T. Lin, B.H. Lee, C. Shih, S.W. Chen

Abstract:

In this research, the TRACE/PARCS model of  Lungmen ABWR has been developed for verification of ultimate  response guideline (URG) efficiency. This ultimate measure was  named as DIVing plan, abbreviated from system depressurization,  water injection and containment venting. The simulation initial  condition is 100% rated power/100% rated core flow. This research  focuses on the estimation of the time when the fuel might be damaged  with no water injection by using TRACE/PARCS first. Then, the  effect of the reactor core isolation system (RCIC), control  depressurization and ac-independent water addition system (ACIWA),  which can provide the injection with 950 gpm are also estimated for  the station blackout (SBO) transient.

 

Keywords: ABWR, TRACE, safety analysis, PARCS.

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Authors: Mohammad Ghavami, Reza S. Dilmaghani

Abstract:

This paper presents an adaptive framework for modelling financial markets using equity risk premiums, risk free rates and volatilities. The recorded economic factors are initially used to train four adaptive filters for a certain limited period of time in the past. Once the systems are trained, the adjusted coefficients are used for modelling and prediction of an important financial market index. Two different approaches based on least mean squares (LMS) and recursive least squares (RLS) algorithms are investigated. Performance analysis of each method in terms of the mean squared error (MSE) is presented and the results are discussed. Computer simulations carried out using recorded data show MSEs of 4% and 3.4% for the next month prediction using LMS and RLS adaptive algorithms, respectively. In terms of twelve months prediction, RLS method shows a better tendency estimation compared to the LMS algorithm.

Keywords: Prediction of financial markets, Adaptive methods, MSE, LSE.

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Authors: Sobir T. Navruzov

Abstract:

The problem of complex use of water resources in Central Asia by taking into consideration the sovereignty of the states and increasing demand on use of water for economic aspects are considered. Complex program with appropriate mathematical software intended for calculation of possible variants of using the Amudarya up-stream water resources according to satisfaction of incompatible requirements of the national economics in irrigation and energy generation is proposed.

Keywords: water resources, national economics, irrigation, transboundry, energy generation, optimal solution, program complex, up-stream, down-stream, compensating services.

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Authors: Jae-Kyung LEE, Byung-Hak CHO, Kyung-Nam Jang, Sun-Chul Jung, Ki-Yong OH, Joon-Young PARK, Jong-Seog Kim

Abstract:

The cables in a nuclear power plant are designed to be used for about 40 years in safe operation environment. However, the heat and radiation in the nuclear power plant causes the rapid performance deterioration of cables in nuclear vessels and heat exchangers, which requires cable lifetime estimation. The most accurate method of estimating the cable lifetime is to evaluate the cables in a laboratory. However, removing cables while the plant is operating is not allowed because of its safety and cost. In this paper, a robot system to estimate the cable lifetime in nuclear power plants is developed and tested. The developed robot system can calculate a modulus value to estimate the cable lifetime even when the nuclear power plant is in operation.

Keywords: Autonomous robot, Cable Inspection, Indenter, Nuclear Power Plant

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Authors: N. Feroze, M. Aslam

Abstract:

The article is concerned with analysis of failure rate (shape parameter) under the Topp Leone distribution using a Bayesian framework. Different loss functions and a couple of noninformative priors have been assumed for posterior estimation. The posterior predictive distributions have also been derived. A simulation study has been carried to compare the performance of different estimators. A real life example has been used to illustrate the applicability of the results obtained. The findings of the study suggest  that the precautionary loss function based on Jeffreys prior and singly type II censored samples can effectively be employed to obtain the Bayes estimate of the failure rate under Topp Leone distribution.

Keywords: loss functions, type II censoring, posterior distribution, Bayes estimators.

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Authors: Francisco Aparisi, Marco A. de Luna

Abstract:

In some real applications of Statistical Process Control it is necessary to design a control chart to not detect small process shifts, but keeping a good performance to detect moderate and large shifts in the quality. In this work we develop a new quality control chart, the synthetic T2 control chart, that can be designed to cope with this objective. A multi-objective optimization is carried out employing Genetic Algorithms, finding the Pareto-optimal front of non-dominated solutions for this optimization problem.

Keywords: Multi-objective optimization, Quality Control, SPC, Synthetic T2 control chart.

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Authors: Zh. Nurbekova, Z. Zhanazarova, A. Beissenova

Abstract:

This article is devoted to the analysis of results of sociological researches carried out by authors directed on studying of opinion of representatives of small, medium and big business on formation of the Customs Union, Common Free Market Zone with participation of Kazakhstan, Russia and Belarus. It-s forecasted that companies, their branches will interpenetrate with registration and moving their businesses to regions with more beneficial conditions. They say that in Kazakhstan there are more profitable geo-strategic operating environment for business and lower taxes. Russia using this opportunity will create new conditions for expansion into other countries of Central Asia and China. Opinions of participants of questionnaire and expert poll different in estimation of value of these two integration mechanisms since market segments on the one hand extend, but also on the other hand - loss of exclusive influence in certain fields of activity.

Keywords: Customs Union, Kazakhstan, sociological research.

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Authors: R. Rishma Rodrigo, R. Radhika, M. Vanitha Lakshmi

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Numerous signal processing based speech enhancement systems have been proposed to improve intelligibility in the presence of noise. Traditionally, studies of neural vowel encoding have focused on the representation of formants (peaks in vowel spectra) in the discharge patterns of the population of auditory-nerve (AN) fibers. A method is presented for recording high-frequency speech components into a low-frequency region, to increase audibility for hearing loss listeners. The purpose of the paper is to enhance the formant of the speech based on the Kaiser window. The pitch and formant of the signal is based on the auto correlation, zero crossing and magnitude difference function. The formant enhancement stage aims to restore the representation of formants at the level of the midbrain. A MATLAB software’s are used for the implementation of the system with low complexity is developed.

Keywords: Formant estimation, formant enhancement, pitch detection, speech analysis.

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Authors: F. Sebaa, A. Cheikh, M. Rahou

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The study of the generated defects on manufactured parts shows the difficulty to maintain parts in their positions during the machining process and to estimate them during the pre-process plan. This work presents a contribution to the development of 3D models for the optimization of the manufacturing tolerances. An experimental study allows the measurement of the defects of part positioning for the determination of ε and the choice of an optimal setup of the part. An approach of 3D tolerance based on the small displacements method permits the determination of the manufacturing errors upstream. A developed tool, allows an automatic generation of the tolerance intervals along the three axes.

Keywords: Manufacturing tolerances, 3D modeling, optimization, errors.

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Authors: Marco Intelvi, Apolinar Picado, Joaquín Martínez

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In this work, simulation algorithms for contact drying of agitated particulate materials under vacuum and at atmospheric pressure were developed. The implementation of algorithms gives a predictive estimation of drying rate curves and bulk bed temperature during contact drying. The calculations are based on the penetration model to describe the drying process, where all process parameters such as heat and mass transfer coefficients, effective bed properties, gas and liquid phase properties are estimated with proper correlations. Simulation results were compared with experimental data from the literature. In both cases, simulation results were in good agreement with experimental data. Few deviations were identified and the limitations of the predictive capabilities of the models are discussed. The programs give a good insight of the drying behaviour of the analysed powders.

Keywords: Agitated bed, Atmospheric pressure, Penetrationmodel, Vacuum

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Authors: Jiashang Jiang

Abstract:

Model updating is an inverse eigenvalue problem which concerns the modification of an existing but inaccurate model with measured modal data. In this paper, an efficient gradient based iterative method for updating the mass, damping and stiffness matrices simultaneously using a few of complex measured modal data is developed. Convergence analysis indicates that the iterative solutions always converge to the unique minimum Frobenius norm symmetric solution of the model updating problem by choosing a special kind of initial matrices.

Keywords: Model updating, iterative algorithm, damped structural system, optimal approximation.

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Authors: Bharat B. Gulyani, Anuj Jain, Shalendra Kumar

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Customarily, the LMTD correction factor, FT, is used to screen alternative designs for a heat exchanger. Designs with unacceptably low FT values are discarded. In this paper, authors have proposed a more fundamental criterion, based on feasibility of a multipass exchanger as the only criteria, followed by economic optimization. This criterion, coupled with asymptotic energy targets, provide the complete optimization space in a heat exchanger network (HEN), where cost-optimization of HEN can be performed with only Heat Recovery Approach temperature (HRAT) and number-of-shells as variables.

Keywords: heat exchanger, heat exchanger networks, LMTD correction factor, shell targeting.

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Authors: Muhammad M. A. S. Mahmoud

Abstract:

Natural gas sweetening process is a controlled process that must be done at maximum efficiency and with the highest quality. In this work, due to complexity and non-linearity of the process, the H2S gas separation and the intelligent fuzzy controller, which is used to enhance the process, are simulated in MATLAB – Simulink. New design of fuzzy control for Gas Separator is discussed in this paper. The design is based on the utilization of linear state-estimation to generate the internal knowledge-base that stores input-output pairs. The obtained input/output pairs are then used to design a feedback fuzzy controller. The proposed closed-loop fuzzy control system maintains the system asymptotically-stability while it enhances the system time response to achieve better control of the concentration of the output gas from the tower. Simulation studies are carried out to illustrate the Gas Separator system performance.

Keywords: Gas separator, gas sweetening, intelligent controller, fuzzy control.

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Authors: Reza Hassanpour, Asadollah Shahbahrami, Stephan Wong

Abstract:

Skin color based tracking techniques often assume a static skin color model obtained either from an offline set of library images or the first few frames of a video stream. These models can show a weak performance in presence of changing lighting or imaging conditions. We propose an adaptive skin color model based on the Gaussian mixture model to handle the changing conditions. Initial estimation of the number and weights of skin color clusters are obtained using a modified form of the general Expectation maximization algorithm, The model adapts to changes in imaging conditions and refines the model parameters dynamically using spatial and temporal constraints. Experimental results show that the method can be used in effectively tracking of hand and face regions.

Keywords: Face detection, Segmentation, Tracking, Gaussian Mixture Model, Adaptation.

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Authors: Han-Taw Chen, Chung-Hou Lai, Tzu-Hsiang Lin, Ge-Jang He

Abstract:

This study applies the inverse method and three- dimensional CFD commercial software in conjunction with the experimental temperature data to investigate the heat transfer and fluid flow characteristics of the plate-fin heat sink in a closed rectangular enclosure for various values of fin height. The inverse method with the finite difference method and the experimental temperature data is applied to determine the heat transfer coefficient. The k-ε turbulence model is used to obtain the heat transfer and fluid flow characteristics within the fins. To validate the accuracy of the results obtained, the comparison of the average heat transfer coefficient is made. The calculated temperature at selected measurement locations on the plate-fin is also compared with experimental data.

Keywords: Inverse method, FLUENT, k-ε model, Heat transfer characteristics, Plate-fin heat sink.

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Authors: Dariusz Dymek, Leszek Kotulski

Abstract:

Modeling of the distributed systems allows us to represent the whole its functionality. The working system instance rarely fulfils the whole functionality represented by model; usually some parts of this functionality should be accessible periodically. The reporting system based on the Data Warehouse concept seams to be an intuitive example of the system that some of its functionality is required only from time to time. Analyzing an enterprise risk associated with the periodical change of the system functionality, we should consider not only the inaccessibility of the components (object) but also their functions (methods), and the impact of such a situation on the system functionality from the business point of view. In the paper we suggest that the risk attributes should be estimated from risk attributes specified at the requirements level (Use Case in the UML model) on the base of the information about the structure of the model (presented at other levels of the UML model). We argue that it is desirable to consider the influence of periodical changes in requirements on the enterprise risk estimation. Finally, the proposition of such a solution basing on the UML system model is presented.

Keywords: Risk assessing, software maintenance, UML, graph grammars.

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Authors: Yaser Mohammad Taheri, Alireza Zolghadr–asli, Mehran Yazdi

Abstract:

Video watermarking is usually considered as watermarking of a set of still images. In frame-by-frame watermarking approach, each video frame is seen as a single watermarked image, so collusion attack is more critical in video watermarking. If the same or redundant watermark is used for embedding in every frame of video, the watermark can be estimated and then removed by watermark estimate remodolulation (WER) attack. Also if uncorrelated watermarks are used for every frame, these watermarks can be washed out with frame temporal filtering (FTF). Switching watermark system or so-called SS-N system has better performance against WER and FTF attacks. In this system, for each frame, the watermark is randomly picked up from a finite pool of watermark patterns. At first SS-N system will be surveyed and then a new collusion attack for SS-N system will be proposed using a new algorithm for separating video frame based on watermark pattern. So N sets will be built in which every set contains frames carrying the same watermark. After that, using WER attack in every set, N different watermark patterns will be estimated and removed later.

Keywords: Watermark estimation remodulation (WER), Frame Temporal Averaging (FTF), switching watermark system.

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