Search results for: Linear pocket profile
1050 Control of Pendulum on a Cart with State Dependent Riccati Equations
Authors: N. M. Singh, Jayant Dubey, Ghanshyam Laddha
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State Dependent Riccati Equation (SDRE) approach is a modification of the well studied LQR method. It has the capability of being applied to control nonlinear systems. In this paper the technique has been applied to control the single inverted pendulum (SIP) which represents a rich class of nonlinear underactuated systems. SIP modeling is based on Euler-Lagrange equations. A procedure is developed for judicious selection of weighting parameters and constraint handling. The controller designed by SDRE technique here gives better results than existing controllers designed by energy based techniques.Keywords: State Dependent Riccati Equation (SDRE), Single Inverted Pendulum (SIP), Linear Quadratic Regulator (LQR)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30861049 On the Use of Image Processing Techniques for the Estimation of the Porosity of Textile Fabrics
Authors: Ahmet Çay, Savvas Vassiliadis, Maria Rangoussi, Işık Tarakçıoğlu
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This paper presents a novel approach to assessing textile porosity by the application of the image analysis techniques. The images of different types of sample fabrics, taken through a microscope when the fabric is placed over a constant light source,transfer the problem into the image analysis domain. Indeed, porosity can thus be expressed in terms of a brightness percentage index calculated on the digital microscope image. Furthermore, it is meaningful to compare the brightness percentage index with the air permeability and the tightness indices of each fabric type. We have experimentally shown that there exists an approximately linear relation between brightness percentage and air permeability indices.
Keywords: Textile fabrics, porosity, air permeability, image analysis, light transmission.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32761048 Modelling of Induction Motor Including Skew Effect Using MWFA for Performance Improvement
Authors: M. Harir, A. Bendiabdellah, A. Chaouch, N. Benouzza
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This paper deals with the modelling and simulation of the squirrel cage induction motor by taking into account all space harmonic components as well as the introduction of the bars skew in the calculation of the linear evolution of the magnetomotive force (MMF) between the slots extremities. The model used is based on multiple coupled circuits and the modified winding function approach (MWFA). The effect of skewing is included in the calculation of motors inductances with an axial asymmetry in the rotor. The simulation results in both time and spectral domains show the effectiveness and merits of the model and the error that may be caused if the skew of the bars are neglected.
Keywords: Modelling, MWFA, Skew effect, Squirrel cage induction motor, Spectral domain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32961047 Axisymmetric Vibration of Pyrocomposite Hollow Cylinder
Authors: V. K. Nelson, S. Karthikeyan
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Axisymmetric vibration of an infinite Pyrocomposite circular hollow cylinder made of inner and outer pyroelectric layer of 6mm-class bonded together by a Linear Elastic Material with Voids (LEMV) layer is studied. The exact frequency equation is obtained for the traction free surfaces with continuity condition at the interfaces. Numerical results in the form of data and dispersion curves for the first and second mode of the axisymmetric vibration of the cylinder BaTio3 / Adhesive / BaTio3 by taking the Adhesive layer as an existing Carbon Fibre Reinforced Polymer (CFRP) are compared with a hypothetical LEMV layer with and without voids and as well with a pyroelectric hollow cylinder. The damping is analyzed through the imaginary parts of the complex frequencies.Keywords: Axisymmetric vibration, CFRP, hollow cylinders, LEMV, pyrocomposite
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15031046 Effect of Groove Location on the Dynamic Characteristics of Multiple Axial Groove Water Lubricated Journal Bearing
Authors: M. Vijaya Kini, R. S. Pai, D. Srikanth Rao, Satish Shenoy B, R. Pai
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The stability characteristics of water lubricated journal bearings having three axial grooves are obtained theoretically. In this lubricant (water) is fed under pressure from one end of the bearing, through the 3-axial grooves (groove angles may vary). These bearings can use the process fluid as the lubricant, as in the case of feed water pumps. The Reynolds equation is solved numerically by the finite difference method satisfying the boundary conditions. The stiffness and damping coefficient for various bearing number and eccentricity ratios, assuming linear pressure drop along the groove, shows that smaller groove angles better results.
Keywords: 3-axial groove, dynamic characteristics, groovelocation, water lubricated bearings.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21311045 Face Detection using Gabor Wavelets and Neural Networks
Authors: Hossein Sahoolizadeh, Davood Sarikhanimoghadam, Hamid Dehghani
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This paper proposes new hybrid approaches for face recognition. Gabor wavelets representation of face images is an effective approach for both facial action recognition and face identification. Perform dimensionality reduction and linear discriminate analysis on the down sampled Gabor wavelet faces can increase the discriminate ability. Nearest feature space is extended to various similarity measures. In our experiments, proposed Gabor wavelet faces combined with extended neural net feature space classifier shows very good performance, which can achieve 93 % maximum correct recognition rate on ORL data set without any preprocessing step.Keywords: Face detection, Neural Networks, Multi-layer Perceptron, Gabor wavelets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21621044 A Robust Controller for Output Variance Reduction and Minimum Variance with Application on a Permanent Field DC-Motor
Authors: Mahmood M. Al-Imam, M. Mustafa
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In this paper, we present an experimental testing for a new algorithm that determines an optimal controller-s coefficients for output variance reduction related to Linear Time Invariant (LTI) Systems. The algorithm features simplicity in calculation, generalization to minimal and non-minimal phase systems, and could be configured to achieve reference tracking as well as variance reduction after compromising with the output variance. An experiment of DCmotor velocity control demonstrates the application of this new algorithm in designing the controller. The results show that the controller achieves minimum variance and reference tracking for a preset velocity reference relying on an identified model of the motor.Keywords: Output variance, minimum variance, overparameterization, DC-Motor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13591043 Integration of Fixed and Variable Speed Wind Generator Dynamics with Multimachine AC Systems
Authors: A.H.M.A.Rahim
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The impact of fixed speed squirrel cage type as well as variable speed doubly fed induction generators (DFIG) on dynamic performance of a multimachine power system has been investigated. Detailed models of the various components have been presented and the integration of asynchronous and synchronous generators has been carried out through a rotor angle based transform. Simulation studies carried out considering the conventional dynamic model of squirrel cage asynchronous generators show that integration, as such, could degrade to the AC system performance transiently. This article proposes a frequency or power controller which can effectively control the transients and restore normal operation of fixed speed induction generator quickly. Comparison of simulation results between classical cage and doubly-fed induction generators indicate that the doubly fed induction machine is more adaptable to multimachine AC system. Frequency controller installed in the DFIG system can also improve its transient profile.Keywords: Doubly-fed generator, Induction generator, Multimachine system modeling, Wind energy systems
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23551042 Formal Modeling and Verification of Software Models
Authors: Siamak Rasulzadeh
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Graph transformation has recently become more and more popular as a general visual modeling language to formally state the dynamic semantics of the designed models. Especially, it is a very natural formalism for languages which basically are graph (e.g. UML). Using this technique, we present a highly understandable yet precise approach to formally model and analyze the behavioral semantics of UML 2.0 Activity diagrams. In our proposal, AGG is used to design Activities, then using our previous approach to model checking graph transformation systems, designers can verify and analyze designed Activity diagrams by checking the interesting properties as combination of graph rules and LTL (Linear Temporal Logic) formulas on the Activities.Keywords: UML 2.0 Activity, Verification, Model Checking, Graph Transformation, Dynamic Semantics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14451041 Robust H8 Fuzzy Control Design for Nonlinear Two-Time Scale System with Markovian Jumps based on LMI Approach
Authors: Wudhichai Assawinchaichote, Sing Kiong Nguang
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This paper examines the problem of designing a robust H8 state-feedback controller for a class of nonlinear two-time scale systems with Markovian Jumps described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear two-time scale systems to have an H8 performance are derived. The proposed approach does not involve the separation of states into slow and fast ones and it can be applied not only to standard, but also to nonstandard nonlinear two-time scale systems. A numerical example is provided to illustrate the design developed in this paper.
Keywords: TS fuzzy, Markovian jumps, LMI, two-time scale systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14561040 Combining the Description Features of UMLRT and CSP+T Specifications Applied to a Complete Design of Real-Time Systems
Authors: Kawtar Benghazi Akhlaki, Manuel I. Capel-Tuñón
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UML is a collection of notations for capturing a software system specification. These notations have a specific syntax defined by the Object Management Group (OMG), but many of their constructs only present informal semantics. They are primarily graphical, with textual annotation. The inadequacies of standard UML as a vehicle for complete specification and implementation of real-time embedded systems has led to a variety of competing and complementary proposals. The Real-time UML profile (UML-RT), developed and standardized by OMG, defines a unified framework to express the time, scheduling and performance aspects of a system. We present in this paper a framework approach aimed at deriving a complete specification of a real-time system. Therefore, we combine two methods, a semiformal one, UML-RT, which allows the visual modeling of a realtime system and a formal one, CSP+T, which is a design language including the specification of real-time requirements. As to show the applicability of the approach, a correct design of a real-time system with hard real time constraints by applying a set of mapping rules is obtained.
Keywords: CSP+T, formal software specification, process algebras, real-time systems, unified modeling language.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18091039 Modelling of a Direct Drive Industrial Robot
Authors: C. Perez, O. Reinoso, N. Garcia, J. M. Sabater, L. Gracia
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For high-speed control of robots, a good knowledge of system modelling is necessary to obtain the desired bandwidth. In this paper, we present a cartesian robot with a pan/tilt unit in end-effector (5 dof). This robot is implemented with powerful direct drive AC induction machines. The dynamic model, parameter identification and model validation of the robot are studied (including actuators). This work considers the cartesian robot coupled and non linear (contrary to normal considerations for this type of robots). The mechanical and control architecture proposed in this paper is efficient for industrial and research application in which high speed, well known model and very high accuracy are required.
Keywords: Robot modelling, parameter identification and validation, AC servo-motors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15641038 Limit Cycle Behaviour of a Neural Controller with Delayed Bang-Bang Feedback
Authors: Travis Wiens, Greg Schoenau, Rich Burton
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It is well known that a linear dynamic system including a delay will exhibit limit cycle oscillations when a bang-bang sensor is used in the feedback loop of a PID controller. A similar behaviour occurs when a delayed feedback signal is used to train a neural network. This paper develops a method of predicting this behaviour by linearizing the system, which can be shown to behave in a manner similar to an integral controller. Using this procedure, it is possible to predict the characteristics of the neural network driven limit cycle to varying degrees of accuracy, depending on the information known about the system. An application is also presented: the intelligent control of a spark ignition engine.Keywords: Control and automation, artificial neural networks, limit cycle
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12781037 Teaching Approach and Self-Confidence Effect Model Consistency between Taiwan and Singapore Multi-Group HLM
Authors: PeiWen Liao, Tsung Hau Jen
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This study was conducted to explore the effects of two countries model comparison program in Taiwan and Singapore in TIMSS database. The researchers used Multi-Group Hierarchical Linear Modeling techniques to compare the effects of two different country models and we tested our hypotheses on 4,046 Taiwan students and 4,599 Singapore students in 2007 at two levels: the class level and student (individual) level. Design quality is a class level variable. Student level variables are achievement and self-confidence. The results challenge the widely held view that retention has a positive impact on self-confidence. Suggestions for future research are discussed.
Keywords: Teaching approach, self-confidence, achievement, multi-group HLM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18431036 A Weighted Least Square Algorithm for Low-Delay FIR Filters with Piecewise Variable Stopbands
Authors: Yasunori Sugita, Toshinori Yoshikawa, Naoyuki Aikawa
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Variable digital filters are useful for various signal processing and communication applications where the frequency characteristics, such as fractional delays and cutoff frequencies, can be varied. In this paper, we propose a design method of variable FIR digital filters with an approximate linear phase characteristic in the passband. The proposed variable FIR filters have some large attenuation in stopband and their large attenuation can be varied by spectrum parameters. In the proposed design method, a quasi-equiripple characteristic can be obtained by using an iterative weighted least square method. The usefulness of the proposed design method is verified through some examples.
Keywords: Weighted Least Squares Approximation, Variable FIR Filters, Low-Delay, Quasi-Equiripple
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16581035 A Development of a Simulation Tool for Production Planning with Capacity-Booking at Specialty Store Retailer of Private Label Apparel Firms
Authors: Erika Yamaguchi, Sirawadee Arunyanrt, Shunichi Ohmori, Kazuho Yoshimoto
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In this paper, we suggest a simulation tool to make a decision of monthly production planning for maximizing a profit of Specialty store retailer of Private label Apparel (SPA) firms. Most of SPA firms are fabless and make outsourcing deals for productions with factories of their subcontractors. Every month, SPA firms make a booking for production lines and manpower in the factories. The booking is conducted a few months in advance based on a demand prediction and a monthly production planning at that time. However, the demand prediction is updated month by month, and the monthly production planning would change to meet the latest demand prediction. Then, SPA firms have to change the capacities initially booked within a certain range to suit to the monthly production planning. The booking system is called “capacity-booking”. These days, though it is an issue for SPA firms to make precise monthly production planning, many firms are still conducting the production planning by empirical rules. In addition, it is also a challenge for SPA firms to match their products and factories with considering their demand predictabilities and regulation abilities. In this paper, we suggest a model for considering these two issues. An objective is to maximize a total profit of certain periods, which is sales minus costs of production, inventory, and capacity-booking penalty. To make a better monthly production planning at SPA firms, these points should be considered: demand predictabilities by random trends, previous and next month’s production planning of the target month, and regulation abilities of the capacity-booking. To decide matching products and factories for outsourcing, it is important to consider seasonality, volume, and predictability of each product, production possibility, size, and regulation ability of each factory. SPA firms have to consider these constructions and decide orders with several factories per one product. We modeled these issues as a linear programming. To validate the model, an example of several computational experiments with a SPA firm is presented. We suppose four typical product groups: basic, seasonal (Spring / Summer), seasonal (Fall / Winter), and spot product. As a result of the experiments, a monthly production planning was provided. In the planning, demand predictabilities from random trend are reduced by producing products which are different product types. Moreover, priorities to produce are given to high-margin products. In conclusion, we developed a simulation tool to make a decision of monthly production planning which is useful when the production planning is set every month. We considered the features of capacity-booking, and matching of products and factories which have different features and conditions.
Keywords: Capacity-booking, SPA, monthly production planning, linear programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13301034 New Approaches on Exponential Stability Analysis for Neural Networks with Time-Varying Delays
Authors: Qingqing Wang, Baocheng Chen, Shouming Zhong
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In this paper, utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to study the exponential stability problem for neural networks with discrete and distributed time-varying delays.By constructing new Lyapunov-Krasovskii functional and dividing the discrete delay interval into multiple segments,some new delay-dependent exponential stability criteria are established in terms of LMIs and can be easily checked.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.
Keywords: Neural networks, Exponential stability, LMI approach, Time-varying delays.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20641033 Modelling Sudden Deaths from Myocardial Infarction and Stroke
Authors: Yusoff Y. S., Streftaris, G., Waters, H. R
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Death within 30 days is an important factor to be looked into, as there is a significant risk of deaths immediately following or soon after, myocardial infarction (MI) or stroke. In this paper, we will model the deaths within 30 days following a myocardial infarction (MI) or stroke in the UK. We will see how the probabilities of sudden deaths from MI or stroke have changed over the period 1981-2000. We will model the sudden deaths using a generalized linear model (GLM), fitted using the R statistical package, under a Binomial distribution for the number of sudden deaths. We parameterize our model using the extensive and detailed data from the Framingham Heart Study, adjusted to match UK rates. The results show that there is a reduction for the sudden deaths following a MI over time but no significant improvement for sudden deaths following a stroke.
Keywords: Sudden deaths, myocardial infarction, stroke, ischemic heart disease.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17911032 Experimental Study of the Metal Foam Flow Conditioner for Orifice Plate Flowmeters
Authors: B. Manshoor, N. Ihsak, Amir Khalid
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The sensitivity of orifice plate metering to disturbed flow (either asymmetric or swirling) is a subject of great concern to flow meter users and manufacturers. The distortions caused by pipe fittings and pipe installations upstream of the orifice plate are major sources of this type of non-standard flows. These distortions can alter the accuracy of metering to an unacceptable degree. In this work, a multi-scale object known as metal foam has been used to generate a predetermined turbulent flow upstream of the orifice plate. The experimental results showed that the combination of an orifice plate and metal foam flow conditioner is broadly insensitive to upstream disturbances. This metal foam demonstrated a good performance in terms of removing swirl and producing a repeatable flow profile within a short distance downstream of the device. The results of using a combination of a metal foam flow conditioner and orifice plate for non-standard flow conditions including swirling flow and asymmetric flow show this package can preserve the accuracy of metering up to the level required in the standards.Keywords: Metal foam flow conditioner, flow measurement, orifice plate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20601031 Batteryless DCM Boost Converter for Kinetic Energy Harvesting Applications
Authors: Andrés Gomez-Casseres, Rubén Contreras
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In this paper, a bidirectional boost converter operated in Discontinuous Conduction Mode (DCM) is presented as a suitable power conditioning circuit for tuning of kinetic energy harvesters without the need of a battery. A nonlinear control scheme, composed by two linear controllers, is used to control the average value of the input current, enabling the synthesization of complex loads. The converter, along with the control system, is validated through SPICE simulations using the LTspice tool. The converter model and the controller transfer functions are derived. From the simulation results, it was found that the input current distortion increases with the introduced phase shift and that, such distortion, is almost entirely present at the zero-crossing point of the input voltage.Keywords: Average current control, boost converter, electrical tuning, energy harvesting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11081030 Optimal Design of Airfoil Platform Shapes with High Aspect Ratio Using Genetic Algorithm
Authors: Kyoungwoo Park, Byeong-Sam Kim
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Unmanned aerial vehicles (UAVs) performing their operations for a long time have been attracting much attention in military and civil aviation industries for the past decade. The applicable field of UAV is changing from the military purpose only to the civil one. Because of their low operation cost, high reliability and the necessity of various application areas, numerous development programs have been initiated around the world. To obtain the optimal solutions of the design variable (i.e., sectional airfoil profile, wing taper ratio and sweep) for high performance of UAVs, both the lift and lift-to-drag ratio are maximized whereas the pitching moment should be minimized, simultaneously. It is found that the lift force and lift-to-drag ratio are linearly dependent and a unique and dominant solution are existed. However, a trade-off phenomenon is observed between the lift-to-drag ratio and pitching moment. As the result of optimization, sixty-five (65) non-dominated Pareto individuals at the cutting edge of design spaces that are decided by airfoil shapes can be obtained.Keywords: Unmanned aerial vehicle (UAV), Airfoil, CFD, Shape optimization, Genetic Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19591029 Number of Parametrization of Discrete-Time Systems without Unit-Delay Element: Single-Input Single-Output Case
Authors: Kazuyoshi Mori
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In this paper, we consider the parametrization of the discrete-time systems without the unit-delay element within the framework of the factorization approach. In the parametrization, we investigate the number of required parameters. We consider single-input single-output systems in this paper. By the investigation, we find, on the discrete-time systems without the unit-delay element, three cases that are (1) there exist plants which require only one parameter and (2) two parameters, and (3) the number of parameters is at most three.Keywords: Linear systems, parametrization, Coprime Factorization, number of parameters.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8061028 Bone Proteome Study in Ovariectomised Rats Supplemented with Palm Vitamin E
Authors: Patrick Nwabueze Okechukwu, Ima Nirwana Soelaiman, Gabriele Anisah Ruth Froemming, Mohd Yusri Idorus, Norazlina Mohamed
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Supplementation of palm vitamin E has been reported to prevent loss of bone density in ovariectomised female rats. The mechanism by which palm vitamin E exerts these effects is still unknown. We hypothesized that palm vitamin E may act by preventing the protein expression changes. Two dimensional poly acyrilamide gel electrophoresis (2-D PAGE) and PD Quest software genomic solutions Investigator (proteomics) was used to analyze the differential protein expression profile in femoral and humeri bones harvested from three groups of rats; sham-operated rats (SO), ovariectomised rats (Ovx) and ovariectomised rats supplemented for 2 months with palm vitamin E. The results showed that there were over 300 valued spot on each of the groups PVE and OVX as compared to about 200 in SO. Comparison between the differential protein expression between OVX and PVE groups showed that ten spots were down –regulated in OVX but up-regulated in PVE. The ten differential spots were separately named P1-P10. The identification and understanding of the pathway of the differential protein expression among the groups is ongoing and may account for the molecular mechanism through which palm vitamin E exert its anti-osteoporotic effect.Keywords: Palm vitamin E, ovariectomised, osteoporosis protein expression, 2-d-page.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18941027 Joint Use of Factor Analysis (FA) and Data Envelopment Analysis (DEA) for Ranking of Data Envelopment Analysis
Authors: Reza Nadimi, Fariborz Jolai
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This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24251026 Novel GPU Approach in Predicting the Directional Trend of the S&P 500
Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble
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Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-ofsample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.
Keywords: Financial algorithm, GPU, S&P 500, stock market prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17351025 System Identification Based on Stepwise Regression for Dynamic Market Representation
Authors: Alexander Efremov
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A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.Keywords: market identification, dynamic models, stepwise regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16181024 Exponential Particle Swarm Optimization Approach for Improving Data Clustering
Authors: Neveen I. Ghali, Nahed El-Dessouki, Mervat A. N., Lamiaa Bakrawi
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In this paper we use exponential particle swarm optimization (EPSO) to cluster data. Then we compare between (EPSO) clustering algorithm which depends on exponential variation for the inertia weight and particle swarm optimization (PSO) clustering algorithm which depends on linear inertia weight. This comparison is evaluated on five data sets. The experimental results show that EPSO clustering algorithm increases the possibility to find the optimal positions as it decrease the number of failure. Also show that (EPSO) clustering algorithm has a smaller quantization error than (PSO) clustering algorithm, i.e. (EPSO) clustering algorithm more accurate than (PSO) clustering algorithm.Keywords: Particle swarm optimization, data clustering, exponential PSO.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16901023 A Fuzzy Nonlinear Regression Model for Interval Type-2 Fuzzy Sets
Authors: O. Poleshchuk, E.Komarov
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This paper presents a regression model for interval type-2 fuzzy sets based on the least squares estimation technique. Unknown coefficients are assumed to be triangular fuzzy numbers. The basic idea is to determine aggregation intervals for type-1 fuzzy sets, membership functions of whose are low membership function and upper membership function of interval type-2 fuzzy set. These aggregation intervals were called weighted intervals. Low and upper membership functions of input and output interval type-2 fuzzy sets for developed regression models are considered as piecewise linear functions.
Keywords: Interval type-2 fuzzy sets, fuzzy regression, weighted interval.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22181022 Torrefaction of Biomass Pellets: Modeling of the Process in a Fixed Bed Reactor
Authors: Ekaterina Artiukhina, Panagiotis Grammelis
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Torrefaction of biomass pellets is considered as a useful pretreatment technology in order to convert them into a high quality solid biofuel that is more suitable for pyrolysis, gasification, combustion, and co-firing applications. In the course of torrefaction, the temperature varies across the pellet, and therefore chemical reactions proceed unevenly within the pellet. However, the uniformity of the thermal distribution along the pellet is generally assumed. The torrefaction process of a single cylindrical pellet is modeled here, accounting for heat transfer coupled with chemical kinetics. The drying sub-model was also introduced. The nonstationary process of wood pellet decomposition is described by the system of non-linear partial differential equations over the temperature and mass. The model captures well the main features of the experimental data.
Keywords: Torrefaction, biomass pellets, model, heat and mass transfer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18021021 Simulation of an Active Controlled Vibration Isolation System for Astronaut’s Exercise Platform
Authors: Shield B. Lin, Sameer Abdali
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Computer simulations were performed using MATLAB/Simulink for a vibration isolation system for astronaut’s exercise platform. Simulation parameters initially were based on an on-going experiment in a laboratory at NASA Johnson Space Center. The authors expanded later simulations to include other parameters. A discrete proportional-integral-derivative controller with a low-pass filter commanding a linear actuator served as the active control unit to push and pull a counterweight in balancing the disturbance forces. A spring-damper device is used as an optional passive control unit. Simulation results indicated such design could achieve near complete vibration isolation with small displacements of the exercise platform.Keywords: Control, counterweight, isolation, vibration.
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